ProShares VIX Short-Term Futures ETF
VIXY
23 hedge funds and large institutions have $32.2M invested in ProShares VIX Short-Term Futures ETF in 2016 Q1 according to their latest regulatory filings, with 6 funds opening new positions, 7 increasing their positions, 4 reducing their positions, and 8 closing their positions.
154% more capital invested
Capital invested by funds: $12.7M → $32.2M (+$19.5M)
75% more repeat investments, than reductions
Existing positions increased: 7 | Existing positions reduced: 4
0.01% more ownership
Funds ownership: 0.01% → 0.02% (+0.01%)
4% less call options, than puts
Call options by funds: $3.35M | Put options by funds: $3.5M
8% less funds holding
Funds holding: 25 → 23 (-2)
25% less first-time investments, than exits
New positions opened: 6 | Existing positions closed: 8
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
EDRH
Edmond de Rothschild Holding
Chambesy,
Switzerland
|
+$11.1M |
| 2 |
EDRAML
Edmond de Rothschild Asset Management (Luxembourg)
Luxembourg
|
+$11M |
| 3 |
SAM
Scopus Asset Management
New York
|
+$8.59M |
| 4 |
Morgan Stanley
New York
|
+$2M |
| 5 |
Mirae Asset Global Investments
Seoul,
South Korea
|
+$973K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$2.9M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$1.25M |
| 3 |
VF
Virtu Financial
New York
|
-$1.18M |
| 4 |
Citigroup
New York
|
-$674K |
| 5 |
Citadel Advisors
Miami,
Florida
|
-$468K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
VF
26
Virtu Financial
New York
| – | -$1.18M | -55 | Closed |
|
|
27
Citadel Advisors
Miami,
Florida
| – | -$468K | -22 | Closed |
|
|
VKH
28
Virtu KCG Holdings
New York
| – | -$163K | -8 | Closed |
|
29
Barclays
London,
United Kingdom
| – | -$74.9K | -3 | Closed |
|
|
ASN
30
Advisory Services Network
Atlanta,
Georgia
| – | -$35K | -2 | Closed |
|
31
Simplex Trading
Chicago,
Illinois
| – | -$33K | -2 | Closed |
|
VIXY Hedge Fund Activity: Q1 2016 in Review
23 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Short-Term Futures ETF (VIXY) for Q1 2016, worth a combined $32.2M — up 154% from $12.7M a quarter earlier.
Sellers outnumbered buyers: 8 funds closed out of VIXY and 6 opened new positions — a net loss of 2 holders — while 4 trimmed existing stakes and 7 added.
The largest buyer was Edmond de Rothschild Holding, adding an estimated $11.1M. The largest seller was Jane Street, cutting an estimated $2.9M.
- 23 institutional investors held ProShares VIX Short-Term Futures ETF (VIXY) as of Q1 2016, down from 25 in Q4 2015.
- Funds reported $32.2M of ProShares VIX Short-Term Futures ETF stock for Q1 2016, up 154% quarter-over-quarter.
- 6 funds opened new ProShares VIX Short-Term Futures ETF positions in Q1 2016 and 8 closed out, a net change of -2 holders.
- The largest ProShares VIX Short-Term Futures ETF buyer in Q1 2016 was Edmond de Rothschild Holding, an estimated $11.1M added.
- The largest ProShares VIX Short-Term Futures ETF seller in Q1 2016 was Jane Street, an estimated $2.9M sold.
Based on aggregated 13F filings for Q1 2016.