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ProShares VIX Short-Term Futures ETF

35 hedge funds and large institutions have $23.6M invested in ProShares VIX Short-Term Futures ETF in 2016 Q3 according to their latest regulatory filings, with 10 funds opening new positions, 12 increasing their positions, 6 reducing their positions, and 14 closing their positions.

New
Increased
Maintained
Reduced
Closed

100% more repeat investments, than reductions

Existing positions increased: 12 | Existing positions reduced: 6

82% more call options, than puts

Call options by funds: $13.4M | Put options by funds: $7.39M

0.03% more ownership

Funds ownership: 0.01%0.03% (+0.03%)

10% less funds holding

Funds holding: 3935 (-4)

21% less capital invested

Capital invested by funds: $29.8M → $23.6M (-$6.19M)

29% less first-time investments, than exits

New positions opened: 10 | Existing positions closed: 14

100% less funds holding in top 10

Funds holding in top 10: 10 (-1)

Holders
35
Holders Change
-4
Holders Change %
-10.26%
% of All Funds
0.93%
Holding in Top 10
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
New
10
Increased
12
Reduced
6
Closed
14
Calls
$13.4M
Puts
$7.39M
Net Calls
+$6.03M
Net Calls Change
+$5.27M
Name Holding Trade Value Shares
Change
Change in
Stake
LTFS
26
Ladenburg Thalmann Financial Services
Florida
$42K +$53.1K +5 New
Creative Planning
27
Creative Planning
Kansas
$37K -$10.6K -1 -20%
Royal Bank of Canada
28
Royal Bank of Canada
Ontario, Canada
$17K +$21.2K +2 New
Fifth Third Bancorp
29
Fifth Third Bancorp
Ohio
$14K
NFG
30
Next Financial Group
Texas
$11K
EDRE
31
Edmond de Rothschild (Europe)
Luxembourg
$8K -$10.6K -1 -50%
OC
32
Oakworth Capital
Alabama
$8K
Walleye Trading
33
Walleye Trading
New York
$7K -$382K -36 -97%
LAM
34
Lebenthal Asset Management
New York
$7K +$10.6K +1 New
Citigroup
35
Citigroup
New York
$6K
AG
36
Advisor Group
Arizona
$4K
SEI Investments
37
SEI Investments
Pennsylvania
$4K
Carson Wealth (CWM LLC)
38
Carson Wealth (CWM LLC)
Nebraska
$1K
TWM
39
Torch Wealth Management
Ohio
-$1.38M -94 Closed
Susquehanna International Group
40
Susquehanna International Group
Pennsylvania
-$733K -69 Closed
Mirae Asset Global Investments
41
Mirae Asset Global Investments
South Korea
-$630K -43 Closed
BIA
42
Biondo Investment Advisors
Pennsylvania
-$275K -19 Closed
CCG
43
Crescent Capital Group
California
-$284K -19 Closed
Millennium Management
44
Millennium Management
New York
-$220K -15 Closed
BCM
45
Bluefin Capital Management
New York
-$184K -13 Closed
CA
46
Commerzbank Aktiengesellschaft
Germany
-$192 -13 Closed
Citadel Advisors
47
Citadel Advisors
Florida
-$127K -12 Closed
CG
48
Cutler Group
California
-$117K -11 Closed
ACS
49
Archford Capital Strategies
Illinois
-$128K -9 Closed
BCM
50
Bayesian Capital Management
New York
-$112K -8 Closed

VIXY Hedge Fund Activity: Q3 2016 in Review

35 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Short-Term Futures ETF (VIXY) for Q3 2016, worth a combined $23.6M — down 21% from $29.8M a quarter earlier.

Sellers outnumbered buyers: 14 funds closed out of VIXY and 10 opened new positions — a net loss of 4 holders — while 6 trimmed existing stakes and 12 added.

The largest buyer was Hourglass Capital, opening a new position worth an estimated $4.98M. The largest seller was JP Morgan Chase, cutting an estimated $1.74M.

  • 35 institutional investors held ProShares VIX Short-Term Futures ETF (VIXY) as of Q3 2016, down from 39 in Q2 2016.
  • Funds reported $23.6M of ProShares VIX Short-Term Futures ETF stock for Q3 2016, down 21% quarter-over-quarter.
  • 10 funds opened new ProShares VIX Short-Term Futures ETF positions in Q3 2016 and 14 closed out, a net change of -4 holders.
  • The largest ProShares VIX Short-Term Futures ETF buyer in Q3 2016 was Hourglass Capital, an estimated $4.98M added.
  • The largest ProShares VIX Short-Term Futures ETF seller in Q3 2016 was JP Morgan Chase, an estimated $1.74M sold.

Based on aggregated 13F filings for Q3 2016.