ProShares VIX Short-Term Futures ETF
VIXY
29 hedge funds and large institutions have $45.2M invested in ProShares VIX Short-Term Futures ETF in 2019 Q4 according to their latest regulatory filings, with 13 funds opening new positions, 7 increasing their positions, 5 reducing their positions, and 19 closing their positions.
40% more repeat investments, than reductions
Existing positions increased: 7 | Existing positions reduced: 5
0.14% less ownership
Funds ownership: 0.34% → 0.2% (-0.14%)
19% less funds holding
Funds holding: 36 → 29 (-7)
19% less call options, than puts
Call options by funds: $5.79M | Put options by funds: $7.19M
32% less first-time investments, than exits
New positions opened: 13 | Existing positions closed: 19
48% less capital invested
Capital invested by funds: $86.5M → $45.2M (-$41.3M)
100% less funds holding in top 10
Funds holding in top 10: 3 → 0 (-3)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
SAM
Scopus Asset Management
New York
|
+$14.1M |
| 2 |
Morgan Stanley
New York
|
+$6.81M |
| 3 |
Millennium Management
New York
|
+$5.91M |
| 4 |
PMAM
Picton Mahoney Asset Management
Toronto,
Ontario, Canada
|
+$3.56M |
| 5 |
IMC Chicago
Chicago,
Illinois
|
+$3.14M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
PSUF
People's United Financial
Bridgeport,
Connecticut
|
-$28.4M |
| 2 |
WAS
WESPAC Advisors SoCal
Pasadena,
California
|
-$8.98M |
| 3 |
VF
Virtu Financial
New York
|
-$6.62M |
| 4 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$5.93M |
| 5 |
Verition Fund Management
Greenwich,
Connecticut
|
-$2.26M |
VIXY Hedge Fund Activity: Q4 2019 in Review
29 of the 5,092 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Short-Term Futures ETF (VIXY) for Q4 2019, worth a combined $45.2M — down 48% from $86.5M a quarter earlier.
Sellers outnumbered buyers: 19 funds closed out of VIXY and 13 opened new positions — a net loss of 6 holders — while 5 trimmed existing stakes and 7 added.
The largest buyer was Scopus Asset Management, opening a new position worth an estimated $14.1M. The largest seller was People's United Financial, exiting entirely with an estimated $28.4M sold.
- 29 institutional investors held ProShares VIX Short-Term Futures ETF (VIXY) as of Q4 2019, down from 36 in Q3 2019.
- Funds reported $45.2M of ProShares VIX Short-Term Futures ETF stock for Q4 2019, down 48% quarter-over-quarter.
- 13 funds opened new ProShares VIX Short-Term Futures ETF positions in Q4 2019 and 19 closed out, a net change of -6 holders.
- The largest ProShares VIX Short-Term Futures ETF buyer in Q4 2019 was Scopus Asset Management, an estimated $14.1M added.
- The largest ProShares VIX Short-Term Futures ETF seller in Q4 2019 was People's United Financial, an estimated $28.4M sold.
Based on aggregated 13F filings for Q4 2019.