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ProShares VIX Short-Term Futures ETF

25 hedge funds and large institutions have $12.7M invested in ProShares VIX Short-Term Futures ETF in 2015 Q4 according to their latest regulatory filings, with 6 funds opening new positions, 5 increasing their positions, 7 reducing their positions, and 4 closing their positions.

New
Increased
Maintained
Reduced
Closed

110% more call options, than puts

Call options by funds: $4.06M | Put options by funds: $1.93M

50% more first-time investments, than exits

New positions opened: 6 | Existing positions closed: 4

9% more funds holding

Funds holding: 2325 (+2)

0% more ownership

Funds ownership: 0.01%0.01% (+0%)

1% less capital invested

Capital invested by funds: $12.8M → $12.7M (-$77.9K)

29% less repeat investments, than reductions

Existing positions increased: 5 | Existing positions reduced: 7

Holders
25
Holders Change
+2
Holders Change %
+8.7%
% of All Funds
0.66%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
6
Increased
5
Reduced
7
Closed
4
Calls
$4.06M
Puts
$1.93M
Net Calls
+$2.13M
Net Calls Change
+$605K
Name Holding Trade Value Shares
Change
Change in
Stake
Jane Street
1
Jane Street
New York
$3.42M +$1.21M +57 +55%
Susquehanna International Group
2
Susquehanna International Group
Pennsylvania
$1.78M -$487K -23 -21%
VF
3
Virtu Financial
New York
$1.18M +$1.16M +55 New
JP Morgan Chase
4
JP Morgan Chase
New York
$1.15M -$508K -24 -31%
LPL Financial
5
LPL Financial
California
$1.09M +$465K +22 +79%
Millennium Management
6
Millennium Management
New York
$1M +$994K +47 New
Citigroup
7
Citigroup
New York
$605K +$592K +28 New
Commonwealth Equity Services
8
Commonwealth Equity Services
Massachusetts
$541K +$529K +25 New
Citadel Advisors
9
Citadel Advisors
Florida
$468K -$21.2K -1 -4%
WI
10
Wedgewood Investors
Pennsylvania
$261K -$42.3K -2 -14%
LTFS
11
Ladenburg Thalmann Financial Services
Florida
$234K +$212K +10 +1,000%
Goldman Sachs
12
Goldman Sachs
New York
$220K -$21.2K -1 -9%
VKH
13
Virtu KCG Holdings
New York
$163K
Walleye Trading
14
Walleye Trading
New York
$130K +$127K +6 New
Morgan Stanley
15
Morgan Stanley
New York
$99K -$106K -5 -50%
Barclays
16
Barclays
United Kingdom
$68K +$42.3K +2 +200%
Creative Planning
17
Creative Planning
Kansas
$45K
UBS Group
18
UBS Group
Switzerland
$38K +$42.3K +2 New
ASN
19
Advisory Services Network
Georgia
$35K -$42.3K -2 -50%
Fifth Third Bancorp
20
Fifth Third Bancorp
Ohio
$33K
Simplex Trading
21
Simplex Trading
Illinois
$33K +$21.2K +1 +100%
RPG
22
Risk Paradigm Group
Texas
$24.7K
EDRE
23
Edmond de Rothschild (Europe)
Luxembourg
$18K
EDRH
24
Edmond de Rothschild Holding
Switzerland
$18K
OC
25
Oakworth Capital
Alabama
$18K

VIXY Hedge Fund Activity: Q4 2015 in Review

25 of the 3,812 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Short-Term Futures ETF (VIXY) for Q4 2015, worth a combined $12.7M — down 0.61% from $12.8M a quarter earlier.

Buyers outnumbered sellers: 6 funds opened new VIXY positions and 4 closed out — a net gain of 2 holders — while 5 added to existing stakes and 7 trimmed.

The largest buyer was Jane Street, adding an estimated $1.21M. The largest seller was Janney Montgomery Scott, exiting entirely with an estimated $1.18M sold.

  • 25 institutional investors held ProShares VIX Short-Term Futures ETF (VIXY) as of Q4 2015, up from 23 in Q3 2015.
  • Funds reported $12.7M of ProShares VIX Short-Term Futures ETF stock for Q4 2015, down 0.61% quarter-over-quarter.
  • 6 funds opened new ProShares VIX Short-Term Futures ETF positions in Q4 2015 and 4 closed out, a net change of +2 holders.
  • The largest ProShares VIX Short-Term Futures ETF buyer in Q4 2015 was Jane Street, an estimated $1.21M added.
  • The largest ProShares VIX Short-Term Futures ETF seller in Q4 2015 was Janney Montgomery Scott, an estimated $1.18M sold.

Based on aggregated 13F filings for Q4 2015.