ProShares VIX Short-Term Futures ETF
VIXY
39 hedge funds and large institutions have $30M invested in ProShares VIX Short-Term Futures ETF in 2016 Q2 according to their latest regulatory filings, with 20 funds opening new positions, 8 increasing their positions, 7 reducing their positions, and 4 closing their positions.
400% more first-time investments, than exits
New positions opened: 20 | Existing positions closed: 4
70% more funds holding
Funds holding: 23 → 39 (+16)
14% more repeat investments, than reductions
Existing positions increased: 8 | Existing positions reduced: 7
8% more call options, than puts
Call options by funds: $9.79M | Put options by funds: $9.04M
0% more funds holding in top 10
Funds holding in top 10: 1 → 1 (0)
0.01% less ownership
Funds ownership: 0.02% → 0.01% (-0.01%)
7% less capital invested
Capital invested by funds: $32.2M → $30M (-$2.19M)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
JP Morgan Chase
New York
|
+$5.38M |
| 2 |
SAM
Scopus Asset Management
New York
|
+$4.64M |
| 3 |
SCM
Snow Capital Management
Sewickley,
Pennsylvania
|
+$4.34M |
| 4 |
JWS
Juncture Wealth Strategies
Scottsdale,
Arizona
|
+$2.29M |
| 5 |
TWM
Torch Wealth Management
Cincinnati,
Ohio
|
+$1.55M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
EDRAML
Edmond de Rothschild Asset Management (Luxembourg)
Luxembourg
|
-$8.27M |
| 2 |
EDRH
Edmond de Rothschild Holding
Chambesy,
Switzerland
|
-$7.31M |
| 3 |
LPL Financial
San Diego,
California
|
-$1.15M |
| 4 |
Millennium Management
New York
|
-$841K |
| 5 |
Jane Street
New York
|
-$610K |
VIXY Hedge Fund Activity: Q2 2016 in Review
39 of the 3,756 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Short-Term Futures ETF (VIXY) for Q2 2016, worth a combined $30M — down 6.8% from $32.2M a quarter earlier.
Buyers outnumbered sellers: 20 funds opened new VIXY positions and 4 closed out — a net gain of 16 holders — while 8 added to existing stakes and 7 trimmed.
The largest buyer was JP Morgan Chase, adding an estimated $5.38M. The largest seller was Edmond de Rothschild Asset Management (Luxembourg), exiting entirely with an estimated $8.27M sold.
- 39 institutional investors held ProShares VIX Short-Term Futures ETF (VIXY) as of Q2 2016, up from 23 in Q1 2016.
- Funds reported $30M of ProShares VIX Short-Term Futures ETF stock for Q2 2016, down 6.8% quarter-over-quarter.
- 20 funds opened new ProShares VIX Short-Term Futures ETF positions in Q2 2016 and 4 closed out, a net change of +16 holders.
- The largest ProShares VIX Short-Term Futures ETF buyer in Q2 2016 was JP Morgan Chase, an estimated $5.38M added.
- The largest ProShares VIX Short-Term Futures ETF seller in Q2 2016 was Edmond de Rothschild Asset Management (Luxembourg), an estimated $8.27M sold.
Based on aggregated 13F filings for Q2 2016.