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ProShares VIX Short-Term Futures ETF

27 hedge funds and large institutions have $153M invested in ProShares VIX Short-Term Futures ETF in 2013 Q4 according to their latest regulatory filings, with 13 funds opening new positions, 10 increasing their positions, 1 reducing their positions, and 6 closing their positions.

New
Increased
Maintained
Reduced
Closed

900% more repeat investments, than reductions

Existing positions increased: 10 | Existing positions reduced: 1

218% more capital invested

Capital invested by funds: $48.1M → $153M (+$105M)

117% more first-time investments, than exits

New positions opened: 13 | Existing positions closed: 6

35% more funds holding

Funds holding: 2027 (+7)

2% more call options, than puts

Call options by funds: $3.97M | Put options by funds: $3.91M

0.02% more ownership

Funds ownership: 0.02%0.03% (+0.02%)

0% more funds holding in top 10

Funds holding in top 10: 11 (0)

Holders
27
Holders Change
+7
Holders Change %
+35%
% of All Funds
0.78%
Holding in Top 10
1
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.03%
New
13
Increased
10
Reduced
1
Closed
6
Calls
$3.97M
Puts
$3.91M
Net Calls
+$64K
Net Calls Change
-$2.45M
Name Holding Trade Value Shares
Change
Change in
Stake
Envestnet Asset Management
1
Envestnet Asset Management
Illinois
$50.6M +$44.8M +838 +308%
Ameriprise
2
Ameriprise
Minnesota
$37.6M +$44.1M +824 New
LPL Financial
3
LPL Financial
California
$13M +$12.8M +239 +520%
LTFS
4
Ladenburg Thalmann Financial Services
Florida
$10.1M +$7.91M +148 +200%
WA
5
Wasatch Advisors
Utah
$9.86M +$9.2M +172 +391%
CS
6
Credit Suisse
Switzerland
$8.45M +$3.1M +58 +46%
WCM
7
Weatherstone Capital Management
Colorado
$5.66M +$6.63M +124 New
RP
8
Realm Partners
New York
$3.88M +$2.19M +41 +93%
ST
9
Scout Trading
New York
$2.26M +$2.62M +49 New
VF
10
Virtu Financial
New York
$2.13M +$2.51M +47 New
Susquehanna International Group
11
Susquehanna International Group
Pennsylvania
$1.88M +$2.19M +41 New
PSW
12
Portfolio Strategies (Washington)
Washington
$1.4M +$1.66M +31 New
PI
13
Placemark Investments
Illinois
$1.23M +$1.44M +27 New
CAN
14
Cetera Advisor Networks
California
$1.09M +$695K +13 +118%
Morgan Stanley
15
Morgan Stanley
New York
$745K +$214K +4 +33%
JP Morgan Chase
16
JP Morgan Chase
New York
$660K +$53.5K +1 +8%
G
17
GlobalBridge
Minnesota
$470K +$535K +10 New
VKH
18
Virtu KCG Holdings
New York
$345K +$160K +3 +60%
Goldman Sachs
19
Goldman Sachs
New York
$297K +$374K +7 New
Commonwealth Equity Services
20
Commonwealth Equity Services
Massachusetts
$259K -$535K -10 -63%
RCM
21
Robinson Capital Management
Michigan
$217K +$695K +13 New
FAAS
22
First Allied Advisory Services
California
$201K +$214K +4 New
U
23
UBS
Switzerland
$189K +$214K +4 New
WA
24
WFG Advisors
Texas
$97K
Bank of America
25
Bank of America
North Carolina
$89K

VIXY Hedge Fund Activity: Q4 2013 in Review

27 of the 3,447 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Short-Term Futures ETF (VIXY) for Q4 2013, worth a combined $153M — up 218% from $48.1M a quarter earlier.

Buyers outnumbered sellers: 13 funds opened new VIXY positions and 6 closed out — a net gain of 7 holders — while 10 added to existing stakes and 1 trimmed.

The largest buyer was Envestnet Asset Management, adding an estimated $44.8M. The largest seller was AFAM Capital, exiting entirely with an estimated $1.61M sold.

  • 27 institutional investors held ProShares VIX Short-Term Futures ETF (VIXY) as of Q4 2013, up from 20 in Q3 2013.
  • Funds reported $153M of ProShares VIX Short-Term Futures ETF stock for Q4 2013, up 218% quarter-over-quarter.
  • 13 funds opened new ProShares VIX Short-Term Futures ETF positions in Q4 2013 and 6 closed out, a net change of +7 holders.
  • The largest ProShares VIX Short-Term Futures ETF buyer in Q4 2013 was Envestnet Asset Management, an estimated $44.8M added.
  • The largest ProShares VIX Short-Term Futures ETF seller in Q4 2013 was AFAM Capital, an estimated $1.61M sold.

Based on aggregated 13F filings for Q4 2013.