ProShares VIX Mid-Term Futures ETF
VIXM
12 hedge funds and large institutions have $21.7M invested in ProShares VIX Mid-Term Futures ETF in 2015 Q1 according to their latest regulatory filings, with 3 funds opening new positions, 1 increasing their positions, 7 reducing their positions, and 2 closing their positions.
50% more first-time investments, than exits
New positions opened: 3 | Existing positions closed: 2
31% more capital invested
Capital invested by funds: $16.5M → $21.7M (+$5.13M)
13.25% more ownership
Funds ownership: 56.06% → 69.31% (+13%)
9% more funds holding
Funds holding: 11 → 12 (+1)
86% less repeat investments, than reductions
Existing positions increased: 1 | Existing positions reduced: 7
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
+$4.87M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$3.48M |
| 3 |
VF
Virtu Financial
New York
|
+$950K |
| 4 |
Citigroup
New York
|
+$5.41K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$1.76M |
| 2 |
FTUS
Flow Traders U.S.
New York
|
-$1.14M |
| 3 |
CC
Curian Capital
Denver,
Colorado
|
-$126K |
| 4 |
LPL Financial
San Diego,
California
|
-$68K |
| 5 |
DADC
D.A. Davidson & Co
Great Falls,
Montana
|
-$42.2K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
Morgan Stanley
New York
| $12.6M | +$4.87M | +76,543 | +59% |
|
|
2
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $3.35M | +$3.48M | +54,792 | New |
|
|
3
Jane Street
New York
| $2.43M | -$1.76M | -27,749 | -41% |
|
|
VF
4
Virtu Financial
New York
| $912K | +$950K | +14,932 | New |
|
|
CC
5
Curian Capital
Denver,
Colorado
| $864K | -$126K | -1,976 | -12% |
|
|
DADC
6
D.A. Davidson & Co
Great Falls,
Montana
| $707K | -$42.2K | -664 | -5% |
|
|
FTUS
7
Flow Traders U.S.
New York
| $628K | -$1.14M | -17,928 | -64% |
|
|
8
LPL Financial
San Diego,
California
| $210K | -$68K | -1,070 | -24% |
|
|
9
Citigroup
New York
| $5K | +$5.41K | +85 | New |
|
10
UBS Group
Zurich,
Switzerland
| $3K | -$36.4K | -573 | -92% |
|
11
Simplex Trading
Chicago,
Illinois
| $2K | -$16.6K | -261 | -84% |
|
|
TFA
12
Transamerica Financial Advisors
St. Petersburg,
Florida
| $1K | – | – | – |
|
|
WA
13
WFG Advisors
Dallas,
Texas
| – | -$11K | -175 | Closed |
|
|
TCM
14
Tradewinds Capital Management
Bellingham,
Washington
| – | -$6K | -100 | Closed |
|
VIXM Hedge Fund Activity: Q1 2015 in Review
12 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q1 2015, worth a combined $21.7M — up 31% from $16.5M a quarter earlier.
Buyers outnumbered sellers: 3 funds opened new VIXM positions and 2 closed out — a net gain of 1 holder — while 1 added to existing stakes and 7 trimmed.
The largest buyer was Morgan Stanley, adding an estimated $4.87M. The largest seller was Jane Street, cutting an estimated $1.76M.
- 12 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q1 2015, up from 11 in Q4 2014.
- Funds reported $21.7M of ProShares VIX Mid-Term Futures ETF stock for Q1 2015, up 31% quarter-over-quarter.
- 3 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q1 2015 and 2 closed out, a net change of +1 holder.
- The largest ProShares VIX Mid-Term Futures ETF buyer in Q1 2015 was Morgan Stanley, an estimated $4.87M added.
- The largest ProShares VIX Mid-Term Futures ETF seller in Q1 2015 was Jane Street, an estimated $1.76M sold.
Based on aggregated 13F filings for Q1 2015.