ProShares VIX Short-Term Futures ETF
VIXY
30 hedge funds and large institutions have $75M invested in ProShares VIX Short-Term Futures ETF in 2020 Q1 according to their latest regulatory filings, with 19 funds opening new positions, 2 increasing their positions, 6 reducing their positions, and 15 closing their positions.
90% more call options, than puts
Call options by funds: $25.1M | Put options by funds: $13.2M
66% more capital invested
Capital invested by funds: $45.2M → $75M (+$29.8M)
27% more first-time investments, than exits
New positions opened: 19 | Existing positions closed: 15
3% more funds holding
Funds holding: 29 → 30 (+1)
0.2% more ownership
Funds ownership: 0.2% → 0.4% (+0.2%)
67% less repeat investments, than reductions
Existing positions increased: 2 | Existing positions reduced: 6
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$8.31M |
| 2 |
IMC Chicago
Chicago,
Illinois
|
+$5.47M |
| 3 |
CG
Cutler Group
San Francisco,
California
|
+$1.76M |
| 4 |
FTUS
Flow Traders U.S.
New York
|
+$1.36M |
| 5 |
TCM
Tuttle Capital Management
Riverside,
Connecticut
|
+$815K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
SAM
Scopus Asset Management
New York
|
-$11.3M |
| 2 |
Morgan Stanley
New York
|
-$10.1M |
| 3 |
Millennium Management
New York
|
-$4.72M |
| 4 |
PMAM
Picton Mahoney Asset Management
Toronto,
Ontario, Canada
|
-$2.84M |
| 5 |
JWS
Juncture Wealth Strategies
Scottsdale,
Arizona
|
-$1.91M |
VIXY Hedge Fund Activity: Q1 2020 in Review
30 of the 4,538 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Short-Term Futures ETF (VIXY) for Q1 2020, worth a combined $75M — up 66% from $45.2M a quarter earlier.
Buyers outnumbered sellers: 19 funds opened new VIXY positions and 15 closed out — a net gain of 4 holders — while 2 added to existing stakes and 6 trimmed.
The largest buyer was Susquehanna International Group, adding an estimated $8.31M. The largest seller was Scopus Asset Management, exiting entirely with an estimated $11.3M sold.
- 30 institutional investors held ProShares VIX Short-Term Futures ETF (VIXY) as of Q1 2020, up from 29 in Q4 2019.
- Funds reported $75M of ProShares VIX Short-Term Futures ETF stock for Q1 2020, up 66% quarter-over-quarter.
- 19 funds opened new ProShares VIX Short-Term Futures ETF positions in Q1 2020 and 15 closed out, a net change of +4 holders.
- The largest ProShares VIX Short-Term Futures ETF buyer in Q1 2020 was Susquehanna International Group, an estimated $8.31M added.
- The largest ProShares VIX Short-Term Futures ETF seller in Q1 2020 was Scopus Asset Management, an estimated $11.3M sold.
Based on aggregated 13F filings for Q1 2020.