ProShares VIX Short-Term Futures ETF
VIXY
20 hedge funds and large institutions have $22.7M invested in ProShares VIX Short-Term Futures ETF in 2014 Q1 according to their latest regulatory filings, with 6 funds opening new positions, 5 increasing their positions, 5 reducing their positions, and 12 closing their positions.
80% more call options, than puts
Call options by funds: $7.15M | Put options by funds: $3.96M
0% more repeat investments, than reductions
Existing positions increased: 5 | Existing positions reduced: 5
0.02% less ownership
Funds ownership: 0.03% → 0.01% (-0.02%)
26% less funds holding
Funds holding: 27 → 20 (-7)
50% less first-time investments, than exits
New positions opened: 6 | Existing positions closed: 12
85% less capital invested
Capital invested by funds: $153M → $22.7M (-$130M)
100% less funds holding in top 10
Funds holding in top 10: 1 → 0 (-1)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$3.43M |
| 2 |
MCM
Moore Capital Management
New York
|
+$2.63M |
| 3 |
RCM
Robinson Capital Management
Grosse Pointe Farms,
Michigan
|
+$1.41M |
| 4 |
VF
Virtu Financial
New York
|
+$1.22M |
| 5 |
Jane Street
New York
|
+$705K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Envestnet Asset Management
Chicago,
Illinois
|
-$52.1M |
| 2 |
Ameriprise
Minneapolis,
Minnesota
|
-$38.7M |
| 3 |
LPL Financial
San Diego,
California
|
-$11.5M |
| 4 |
LTFS
Ladenburg Thalmann Financial Services
Miami,
Florida
|
-$10.4M |
| 5 |
WA
Wasatch Advisors
Salt Lake City,
Utah
|
-$9.86M |
VIXY Hedge Fund Activity: Q1 2014 in Review
20 of the 3,462 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Short-Term Futures ETF (VIXY) for Q1 2014, worth a combined $22.7M — down 85% from $153M a quarter earlier.
Sellers outnumbered buyers: 12 funds closed out of VIXY and 6 opened new positions — a net loss of 6 holders — while 5 trimmed existing stakes and 5 added.
The largest buyer was Susquehanna International Group, adding an estimated $3.43M. The largest seller was Envestnet Asset Management, cutting an estimated $52.1M.
- 20 institutional investors held ProShares VIX Short-Term Futures ETF (VIXY) as of Q1 2014, down from 27 in Q4 2013.
- Funds reported $22.7M of ProShares VIX Short-Term Futures ETF stock for Q1 2014, down 85% quarter-over-quarter.
- 6 funds opened new ProShares VIX Short-Term Futures ETF positions in Q1 2014 and 12 closed out, a net change of -6 holders.
- The largest ProShares VIX Short-Term Futures ETF buyer in Q1 2014 was Susquehanna International Group, an estimated $3.43M added.
- The largest ProShares VIX Short-Term Futures ETF seller in Q1 2014 was Envestnet Asset Management, an estimated $52.1M sold.
Based on aggregated 13F filings for Q1 2014.