ProShares VIX Short-Term Futures ETF
VIXY
24 hedge funds and large institutions have $32.8M invested in ProShares VIX Short-Term Futures ETF in 2020 Q2 according to their latest regulatory filings, with 8 funds opening new positions, 7 increasing their positions, 4 reducing their positions, and 14 closing their positions.
75% more repeat investments, than reductions
Existing positions increased: 7 | Existing positions reduced: 4
18% more call options, than puts
Call options by funds: $12.2M | Put options by funds: $10.3M
0.21% less ownership
Funds ownership: 0.4% → 0.19% (-0.21%)
20% less funds holding
Funds holding: 30 → 24 (-6)
43% less first-time investments, than exits
New positions opened: 8 | Existing positions closed: 14
56% less capital invested
Capital invested by funds: $75M → $32.8M (-$42.2M)
100% less funds holding in top 10
Funds holding in top 10: 1 → 0 (-1)
Top Buyers
| 1 |
Millennium Management
New York
|
+$3.61M |
| 2 |
TRCT
Tower Research Capital (TRC)
New York
|
+$2.45M |
| 3 |
HW
Hamilton Wealth
Encino,
California
|
+$2.21M |
| 4 |
JP Morgan Chase
New York
|
+$1.21M |
| 5 |
WMSA
Weiss Multi-Strategy Advisers
New York
|
+$750K |
Top Sellers
| 1 |
IMC Chicago
Chicago,
Illinois
|
-$19.6M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$6.92M |
| 3 |
CG
Cutler Group
San Francisco,
California
|
-$2.6M |
| 4 |
FTUS
Flow Traders U.S.
New York
|
-$2.47M |
| 5 |
TCM
Tuttle Capital Management
Riverside,
Connecticut
|
-$1.48M |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
FTUS
26
Flow Traders U.S.
New York
| – | -$2.47M | -815 | Closed |
|
|
TCM
27
Tuttle Capital Management
Riverside,
Connecticut
| – | -$1.48M | -487 | Closed |
|
|
HF
28
HRT Financial
New York
| – | -$967K | -319 | Closed |
|
29
Simplex Trading
Chicago,
Illinois
| – | -$930K | -307 | Closed |
|
|
SPC
30
Sigma Planning Corp
Ann Arbor,
Michigan
| – | -$278K | -92 | Closed |
|
|
I
31
INVST
Indianapolis,
Indiana
| – | -$256K | -78 | Closed |
|
|
IAA
32
Ironsides Asset Advisors
Rocky Mount,
North Carolina
| – | -$209K | -69 | Closed |
|
33
Royal Bank of Canada
Toronto,
Ontario, Canada
| – | -$161K | -53 | Closed |
|
|
RA
34
Rational Advisors
Huntington,
New York
| – | -$139K | -46 | Closed |
|
|
BFEC
35
Benjamin F. Edwards & Company
St. Louis,
Missouri
| – | -$64K | -21 | Closed |
|
36
Bank of America
Charlotte,
North Carolina
| – | -$50K | -16 | Closed |
|
37
Qube Research & Technologies (QRT)
London,
United Kingdom
| – | -$8K | -3 | Closed |
|
|
PWMG
38
Prestige Wealth Management Group
Flemington,
New Jersey
| – | -$6K | -2 | Closed |
|
VIXY Hedge Fund Activity: Q2 2020 in Review
24 of the 4,877 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Short-Term Futures ETF (VIXY) for Q2 2020, worth a combined $32.8M — down 56% from $75M a quarter earlier.
Sellers outnumbered buyers: 14 funds closed out of VIXY and 8 opened new positions — a net loss of 6 holders — while 4 trimmed existing stakes and 7 added.
The largest buyer was Millennium Management, opening a new position worth an estimated $3.61M. The largest seller was IMC Chicago, cutting an estimated $19.6M.
- 24 institutional investors held ProShares VIX Short-Term Futures ETF (VIXY) as of Q2 2020, down from 30 in Q1 2020.
- Funds reported $32.8M of ProShares VIX Short-Term Futures ETF stock for Q2 2020, down 56% quarter-over-quarter.
- 8 funds opened new ProShares VIX Short-Term Futures ETF positions in Q2 2020 and 14 closed out, a net change of -6 holders.
- The largest ProShares VIX Short-Term Futures ETF buyer in Q2 2020 was Millennium Management, an estimated $3.61M added.
- The largest ProShares VIX Short-Term Futures ETF seller in Q2 2020 was IMC Chicago, an estimated $19.6M sold.
Based on aggregated 13F filings for Q2 2020.