ProShares VIX Short-Term Futures ETF
VIXY
23 hedge funds and large institutions have $12.8M invested in ProShares VIX Short-Term Futures ETF in 2015 Q3 according to their latest regulatory filings, with 4 funds opening new positions, 5 increasing their positions, 8 reducing their positions, and 12 closing their positions.
90% more call options, than puts
Call options by funds: $3.22M | Put options by funds: $1.69M
0% more ownership
Funds ownership: 0.01% → 0.01% (+0%)
11% less capital invested
Capital invested by funds: $14.3M → $12.8M (-$1.55M)
26% less funds holding
Funds holding: 31 → 23 (-8)
38% less repeat investments, than reductions
Existing positions increased: 5 | Existing positions reduced: 8
67% less first-time investments, than exits
New positions opened: 4 | Existing positions closed: 12
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$1.73M |
| 2 |
Jane Street
New York
|
+$1.29M |
| 3 |
Janney Montgomery Scott
Philadelphia,
Pennsylvania
|
+$598K |
| 4 |
Citadel Advisors
Miami,
Florida
|
+$421K |
| 5 |
Creative Planning
Overland Park,
Kansas
|
+$44.3K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
FTUS
Flow Traders U.S.
New York
|
-$2.48M |
| 2 |
VF
Virtu Financial
New York
|
-$1.48M |
| 3 |
Morgan Stanley
New York
|
-$687K |
| 4 |
EDRE
Edmond de Rothschild (Europe)
Luxembourg
|
-$421K |
| 5 |
EDRH
Edmond de Rothschild Holding
Chambesy,
Switzerland
|
-$421K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
VF
26
Virtu Financial
New York
| – | -$1.48M | -69 | Closed |
|
|
6CM
27
683 Capital Management
New York
| – | -$322K | -15 | Closed |
|
|
CAN
28
Cetera Advisor Networks
El Segundo,
California
| – | -$414K | -15 | Closed |
|
29
HighTower Advisors
Chicago,
Illinois
| – | -$295K | -14 | Closed |
|
|
BHA
30
Beech Hill Advisors
New York
| – | -$278K | -13 | Closed |
|
|
ACS
31
Archford Capital Strategies
Swansea,
Illinois
| – | -$174K | -8 | Closed |
|
32
Commonwealth Equity Services
Waltham,
Massachusetts
| – | -$172K | -8 | Closed |
|
|
PCM
33
Prelude Capital Management
New York
| – | -$176K | -8 | Closed |
|
|
OC
34
Oppenheimer & Co
New York
| – | -$159K | -7 | Closed |
|
|
AIM
35
Advantage Investment Management
Cedar Rapids,
Iowa
| – | -$57K | -3 | Closed |
|
36
CAPTRUST Financial Advisors
Raleigh,
North Carolina
| – | -$1K | – | – |
|
|
TRCT
37
Tower Research Capital (TRC)
New York
| – | -$6K | – | – |
|
38
Walleye Trading
New York
| – | -$8K | – | – |
|
VIXY Hedge Fund Activity: Q3 2015 in Review
23 of the 3,582 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Short-Term Futures ETF (VIXY) for Q3 2015, worth a combined $12.8M — down 11% from $14.3M a quarter earlier.
Sellers outnumbered buyers: 12 funds closed out of VIXY and 4 opened new positions — a net loss of 8 holders — while 8 trimmed existing stakes and 5 added.
The largest buyer was Susquehanna International Group, adding an estimated $1.73M. The largest seller was Flow Traders U.S., cutting an estimated $2.48M.
- 23 institutional investors held ProShares VIX Short-Term Futures ETF (VIXY) as of Q3 2015, down from 31 in Q2 2015.
- Funds reported $12.8M of ProShares VIX Short-Term Futures ETF stock for Q3 2015, down 11% quarter-over-quarter.
- 4 funds opened new ProShares VIX Short-Term Futures ETF positions in Q3 2015 and 12 closed out, a net change of -8 holders.
- The largest ProShares VIX Short-Term Futures ETF buyer in Q3 2015 was Susquehanna International Group, an estimated $1.73M added.
- The largest ProShares VIX Short-Term Futures ETF seller in Q3 2015 was Flow Traders U.S., an estimated $2.48M sold.
Based on aggregated 13F filings for Q3 2015.