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ProShares VIX Short-Term Futures ETF

24 hedge funds and large institutions have $16M invested in ProShares VIX Short-Term Futures ETF in 2018 Q1 according to their latest regulatory filings, with 9 funds opening new positions, 6 increasing their positions, 4 reducing their positions, and 17 closing their positions.

New
Increased
Maintained
Reduced
Closed

583% more call options, than puts

Call options by funds: $31.1M | Put options by funds: $4.56M

50% more repeat investments, than reductions

Existing positions increased: 6 | Existing positions reduced: 4

0.05% less ownership

Funds ownership: 0.24%0.18% (-0.05%)

29% less funds holding

Funds holding: 3424 (-10)

40% less capital invested

Capital invested by funds: $26.7M → $16M (-$10.7M)

47% less first-time investments, than exits

New positions opened: 9 | Existing positions closed: 17

Holders
24
Holders Change
-10
Holders Change %
-29.41%
% of All Funds
0.55%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
9
Increased
6
Reduced
4
Closed
17
Calls
$31.1M
Puts
$4.56M
Net Calls
+$26.6M
Net Calls Change
+$19.4M

VIXY Hedge Fund Activity: Q1 2018 in Review

24 of the 4,363 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Short-Term Futures ETF (VIXY) for Q1 2018, worth a combined $16M — down 40% from $26.7M a quarter earlier.

Sellers outnumbered buyers: 17 funds closed out of VIXY and 9 opened new positions — a net loss of 8 holders — while 4 trimmed existing stakes and 6 added.

The largest buyer was Susquehanna International Group, opening a new position worth an estimated $1.44M. The largest seller was First Allied Advisory Services, exiting entirely with an estimated $10.6M sold.

  • 24 institutional investors held ProShares VIX Short-Term Futures ETF (VIXY) as of Q1 2018, down from 34 in Q4 2017.
  • Funds reported $16M of ProShares VIX Short-Term Futures ETF stock for Q1 2018, down 40% quarter-over-quarter.
  • 9 funds opened new ProShares VIX Short-Term Futures ETF positions in Q1 2018 and 17 closed out, a net change of -8 holders.
  • The largest ProShares VIX Short-Term Futures ETF buyer in Q1 2018 was Susquehanna International Group, an estimated $1.44M added.
  • The largest ProShares VIX Short-Term Futures ETF seller in Q1 2018 was First Allied Advisory Services, an estimated $10.6M sold.

Based on aggregated 13F filings for Q1 2018.