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ProShares VIX Short-Term Futures ETF

39 hedge funds and large institutions have $29.8M invested in ProShares VIX Short-Term Futures ETF in 2016 Q2 according to their latest regulatory filings, with 20 funds opening new positions, 8 increasing their positions, 7 reducing their positions, and 4 closing their positions.

New
Increased
Maintained
Reduced
Closed

400% more first-time investments, than exits

New positions opened: 20 | Existing positions closed: 4

70% more funds holding

Funds holding: 2339 (+16)

14% more repeat investments, than reductions

Existing positions increased: 8 | Existing positions reduced: 7

8% more call options, than puts

Call options by funds: $9.79M | Put options by funds: $9.04M

0% more funds holding in top 10

Funds holding in top 10: 11 (0)

0.01% less ownership

Funds ownership: 0.02%0.01% (-0.01%)

7% less capital invested

Capital invested by funds: $32.2M → $29.8M (-$2.38M)

Holders
39
Holders Change
+16
Holders Change %
+69.57%
% of All Funds
1.04%
Holding in Top 10
1
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.03%
New
20
Increased
8
Reduced
7
Closed
4
Calls
$9.79M
Puts
$9.04M
Net Calls
+$755K
Net Calls Change
+$912K
Name Holding Trade Value Shares
Change
Change in
Stake
BCM
26
Bayesian Capital Management
New York
$112K +$132K +8 New
Jane Street
27
Jane Street
New York
$105K -$610K -37 -84%
Bank of America
28
Bank of America
North Carolina
$83K +$99K +6 New
Creative Planning
29
Creative Planning
Kansas
$79K +$49.5K +3 +150%
PCM
30
Prelude Capital Management
New York
$46K +$49.5K +3 New
TRCT
31
Tower Research Capital (TRC)
New York
$32K
EDRH
32
Edmond de Rothschild Holding
Switzerland
$25K -$7.31M -443 -100%
EDRE
33
Edmond de Rothschild (Europe)
Luxembourg
$25K -$16.5K -1 -33%
Fifth Third Bancorp
34
Fifth Third Bancorp
Ohio
$23K
FANJ
35
Financial Architects (New Jersey)
New Jersey
$23K +$33K +2 New
OC
36
Oakworth Capital
Alabama
$12K
Citigroup
37
Citigroup
New York
$10K
NFG
38
Next Financial Group
Texas
$10K +$16.5K +1 New
SCM
39
Southport Capital Management
Tennessee
$5K
LTFS
40
Ladenburg Thalmann Financial Services
Florida
$2K
CA
41
Commerzbank Aktiengesellschaft
Germany
$192 +$214K +13 New
EDRAML
42
Edmond de Rothschild Asset Management (Luxembourg)
Luxembourg
-$8.27M -442 Closed
Commonwealth Equity Services
43
Commonwealth Equity Services
Massachusetts
-$332K -18 Closed
Goldman Sachs
44
Goldman Sachs
New York
-$282K -15 Closed
RPG
45
Risk Paradigm Group
Texas
-$18.7K -1 Closed
UBS Group
46
UBS Group
Switzerland
-$2K

VIXY Hedge Fund Activity: Q2 2016 in Review

39 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Short-Term Futures ETF (VIXY) for Q2 2016, worth a combined $29.8M — down 7.4% from $32.2M a quarter earlier.

Buyers outnumbered sellers: 20 funds opened new VIXY positions and 4 closed out — a net gain of 16 holders — while 8 added to existing stakes and 7 trimmed.

The largest buyer was JP Morgan Chase, adding an estimated $5.38M. The largest seller was Edmond de Rothschild Asset Management (Luxembourg), exiting entirely with an estimated $8.27M sold.

  • 39 institutional investors held ProShares VIX Short-Term Futures ETF (VIXY) as of Q2 2016, up from 23 in Q1 2016.
  • Funds reported $29.8M of ProShares VIX Short-Term Futures ETF stock for Q2 2016, down 7.4% quarter-over-quarter.
  • 20 funds opened new ProShares VIX Short-Term Futures ETF positions in Q2 2016 and 4 closed out, a net change of +16 holders.
  • The largest ProShares VIX Short-Term Futures ETF buyer in Q2 2016 was JP Morgan Chase, an estimated $5.38M added.
  • The largest ProShares VIX Short-Term Futures ETF seller in Q2 2016 was Edmond de Rothschild Asset Management (Luxembourg), an estimated $8.27M sold.

Based on aggregated 13F filings for Q2 2016.