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ProShares VIX Short-Term Futures ETF

19 hedge funds and large institutions have $37.3M invested in ProShares VIX Short-Term Futures ETF in 2014 Q3 according to their latest regulatory filings, with 8 funds opening new positions, 2 increasing their positions, 3 reducing their positions, and 2 closing their positions.

New
Increased
Maintained
Reduced
Closed

300% more first-time investments, than exits

New positions opened: 8 | Existing positions closed: 2

245% more capital invested

Capital invested by funds: $10.8M → $37.3M (+$26.5M)

46% more funds holding

Funds holding: 1319 (+6)

21% more call options, than puts

Call options by funds: $7.54M | Put options by funds: $6.23M

0.01% more ownership

Funds ownership: 0.01%0.02% (+0.01%)

33% less repeat investments, than reductions

Existing positions increased: 2 | Existing positions reduced: 3

Holders
19
Holders Change
+6
Holders Change %
+46.15%
% of All Funds
0.55%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
8
Increased
2
Reduced
3
Closed
2
Calls
$7.54M
Puts
$6.23M
Net Calls
+$1.3M
Net Calls Change
-$2.88M
Name Holding Trade Value Shares
Change
Change in
Stake
Morgan Stanley
1
Morgan Stanley
New York
$25.7M +$22.1M +718 +1,305%
CS
2
Credit Suisse
Switzerland
$4.46M +$1.11M +36 +37%
RCM
3
Robinson Capital Management
Michigan
$1.74M
LPL Financial
4
LPL Financial
California
$1.27M -$401K -13 -25%
WA
5
Wasatch Advisors
Utah
$1.04M +$956K +31 New
JP Morgan Chase
6
JP Morgan Chase
New York
$581K -$185K -6 -26%
Nomura Holdings
7
Nomura Holdings
Japan
$527K -$216K -7 -30%
FAAS
8
First Allied Advisory Services
California
$488K +$463K +15 New
RHBC
9
R.H. Bluestein & Co
Michigan
$478K +$432K +14 New
OAM
10
Orinda Asset Management
California
$312K
Commonwealth Equity Services
11
Commonwealth Equity Services
Massachusetts
$300K
Citadel Advisors
12
Citadel Advisors
Florida
$81K +$61.7K +2 New
Bank of America
13
Bank of America
North Carolina
$63K
ACS
14
Archford Capital Strategies
Illinois
$62K +$61.7K +2 New
Creative Planning
15
Creative Planning
Kansas
$59K
Royal Bank of Canada
16
Royal Bank of Canada
Ontario, Canada
$59K +$61.7K +2 New
LTFS
17
Ladenburg Thalmann Financial Services
Florida
$37K
MHS
18
M Holdings Securities
Oregon
$35K +$30.8K +1 New
Deutsche Bank
19
Deutsche Bank
Germany
$30K +$30.8K +1 New
Ameriprise
20
Ameriprise
Minnesota
$8K
AIG
21
American International Group
New York
$1.81K
Citigroup
22
Citigroup
New York
$1K -$30.8K -1 Closed
CAN
23
Cetera Advisor Networks
California
-$690K -22 Closed
BRWA
24
B. Riley Wealth Advisors
Florida
-$381
CAPTRUST Financial Advisors
25
CAPTRUST Financial Advisors
North Carolina
-$1K

VIXY Hedge Fund Activity: Q3 2014 in Review

19 of the 3,446 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Short-Term Futures ETF (VIXY) for Q3 2014, worth a combined $37.3M — up 245% from $10.8M a quarter earlier.

Buyers outnumbered sellers: 8 funds opened new VIXY positions and 2 closed out — a net gain of 6 holders — while 2 added to existing stakes and 3 trimmed.

The largest buyer was Morgan Stanley, adding an estimated $22.1M. The largest seller was Cetera Advisor Networks, exiting entirely with an estimated $690K sold.

  • 19 institutional investors held ProShares VIX Short-Term Futures ETF (VIXY) as of Q3 2014, up from 13 in Q2 2014.
  • Funds reported $37.3M of ProShares VIX Short-Term Futures ETF stock for Q3 2014, up 245% quarter-over-quarter.
  • 8 funds opened new ProShares VIX Short-Term Futures ETF positions in Q3 2014 and 2 closed out, a net change of +6 holders.
  • The largest ProShares VIX Short-Term Futures ETF buyer in Q3 2014 was Morgan Stanley, an estimated $22.1M added.
  • The largest ProShares VIX Short-Term Futures ETF seller in Q3 2014 was Cetera Advisor Networks, an estimated $690K sold.

Based on aggregated 13F filings for Q3 2014.