ProShares VIX Short-Term Futures ETF
VIXY
21 hedge funds and large institutions have $7.72M invested in ProShares VIX Short-Term Futures ETF in 2014 Q4 according to their latest regulatory filings, with 10 funds opening new positions, 2 increasing their positions, 5 reducing their positions, and 7 closing their positions.
47% more call options, than puts
Call options by funds: $6.45M | Put options by funds: $4.4M
43% more first-time investments, than exits
New positions opened: 10 | Existing positions closed: 7
11% more funds holding
Funds holding: 19 → 21 (+2)
0.01% less ownership
Funds ownership: 0.02% → 0% (-0.01%)
60% less repeat investments, than reductions
Existing positions increased: 2 | Existing positions reduced: 5
79% less capital invested
Capital invested by funds: $37.3M → $7.72M (-$29.6M)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
VF
Virtu Financial
New York
|
+$1.9M |
| 2 |
Jane Street
New York
|
+$1.08M |
| 3 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$490K |
| 4 |
VKH
Virtu KCG Holdings
New York
|
+$262K |
| 5 |
CCM
Coe Capital Management
Highland Park,
Illinois
|
+$196K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
-$25M |
| 2 |
CS
Credit Suisse
Zurich,
Switzerland
|
-$4.46M |
| 3 |
WA
Wasatch Advisors
Salt Lake City,
Utah
|
-$1.04M |
| 4 |
Nomura Holdings
Tokyo,
Japan
|
-$527K |
| 5 |
FAAS
First Allied Advisory Services
San Diego,
California
|
-$488K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
WA
26
Wasatch Advisors
Salt Lake City,
Utah
| – | -$1.04M | -31 | Closed |
|
|
27
Nomura Holdings
Tokyo,
Japan
| – | -$527K | -16 | Closed |
|
|
FAAS
28
First Allied Advisory Services
San Diego,
California
| – | -$488K | -15 | Closed |
|
|
OAM
29
Orinda Asset Management
Lafayette,
California
| – | -$312K | -9 | Closed |
|
30
Royal Bank of Canada
Toronto,
Ontario, Canada
| – | -$59K | -2 | Closed |
|
|
MHS
31
M Holdings Securities
Portland,
Oregon
| – | -$35K | -1 | Closed |
|
32
Ameriprise
Minneapolis,
Minnesota
| – | -$8K | – | – |
|
VIXY Hedge Fund Activity: Q4 2014 in Review
21 of the 3,749 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Short-Term Futures ETF (VIXY) for Q4 2014, worth a combined $7.72M — down 79% from $37.3M a quarter earlier.
Buyers outnumbered sellers: 10 funds opened new VIXY positions and 7 closed out — a net gain of 3 holders — while 2 added to existing stakes and 5 trimmed.
The largest buyer was Virtu Financial, opening a new position worth an estimated $1.9M. The largest seller was Morgan Stanley, cutting an estimated $25M.
- 21 institutional investors held ProShares VIX Short-Term Futures ETF (VIXY) as of Q4 2014, up from 19 in Q3 2014.
- Funds reported $7.72M of ProShares VIX Short-Term Futures ETF stock for Q4 2014, down 79% quarter-over-quarter.
- 10 funds opened new ProShares VIX Short-Term Futures ETF positions in Q4 2014 and 7 closed out, a net change of +3 holders.
- The largest ProShares VIX Short-Term Futures ETF buyer in Q4 2014 was Virtu Financial, an estimated $1.9M added.
- The largest ProShares VIX Short-Term Futures ETF seller in Q4 2014 was Morgan Stanley, an estimated $25M sold.
Based on aggregated 13F filings for Q4 2014.