ProShares VIX Short-Term Futures ETF
VIXY
26 hedge funds and large institutions have $12.5M invested in ProShares VIX Short-Term Futures ETF in 2016 Q4 according to their latest regulatory filings, with 7 funds opening new positions, 8 increasing their positions, 7 reducing their positions, and 14 closing their positions.
165% more call options, than puts
Call options by funds: $16.1M | Put options by funds: $6.07M
14% more repeat investments, than reductions
Existing positions increased: 8 | Existing positions reduced: 7
0.01% less ownership
Funds ownership: 0.03% → 0.02% (-0.01%)
26% less funds holding
Funds holding: 35 → 26 (-9)
47% less capital invested
Capital invested by funds: $23.6M → $12.5M (-$11.1M)
50% less first-time investments, than exits
New positions opened: 7 | Existing positions closed: 14
Top Buyers
| 1 |
VF
Virtu Financial
New York
|
+$3.74M |
| 2 |
UBS Group
Zurich,
Switzerland
|
+$3.12M |
| 3 |
FTUS
Flow Traders U.S.
New York
|
+$871K |
| 4 |
ACS
Archford Capital Strategies
Swansea,
Illinois
|
+$328K |
| 5 |
LTFS
Ladenburg Thalmann Financial Services
Miami,
Florida
|
+$200K |
Top Sellers
| 1 |
SAM
Scopus Asset Management
New York
|
-$4.25M |
| 2 |
HC
Hourglass Capital
Houston,
Texas
|
-$4.25M |
| 3 |
SCM
Snow Capital Management
Sewickley,
Pennsylvania
|
-$2.38M |
| 4 |
Jane Street
New York
|
-$1.33M |
| 5 |
FG
Formula Growth
Montreal,
Quebec, Canada
|
-$983K |
VIXY Hedge Fund Activity: Q4 2016 in Review
26 of the 4,000 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Short-Term Futures ETF (VIXY) for Q4 2016, worth a combined $12.5M — down 47% from $23.6M a quarter earlier.
Sellers outnumbered buyers: 14 funds closed out of VIXY and 7 opened new positions — a net loss of 7 holders — while 7 trimmed existing stakes and 8 added.
The largest buyer was Virtu Financial, opening a new position worth an estimated $3.74M. The largest seller was Scopus Asset Management, exiting entirely with an estimated $4.25M sold.
- 26 institutional investors held ProShares VIX Short-Term Futures ETF (VIXY) as of Q4 2016, down from 35 in Q3 2016.
- Funds reported $12.5M of ProShares VIX Short-Term Futures ETF stock for Q4 2016, down 47% quarter-over-quarter.
- 7 funds opened new ProShares VIX Short-Term Futures ETF positions in Q4 2016 and 14 closed out, a net change of -7 holders.
- The largest ProShares VIX Short-Term Futures ETF buyer in Q4 2016 was Virtu Financial, an estimated $3.74M added.
- The largest ProShares VIX Short-Term Futures ETF seller in Q4 2016 was Scopus Asset Management, an estimated $4.25M sold.
Based on aggregated 13F filings for Q4 2016.