ProShares VIX Mid-Term Futures ETF
VIXM
10 hedge funds and large institutions have $23.7M invested in ProShares VIX Mid-Term Futures ETF in 2015 Q3 according to their latest regulatory filings, with 3 funds opening new positions, 3 increasing their positions, 4 reducing their positions, and 2 closing their positions.
50% more first-time investments, than exits
New positions opened: 3 | Existing positions closed: 2
16% more capital invested
Capital invested by funds: $20.5M → $23.7M (+$3.25M)
11% more funds holding
Funds holding: 9 → 10 (+1)
3.13% more ownership
Funds ownership: 73.66% → 76.79% (+3.1%)
25% less repeat investments, than reductions
Existing positions increased: 3 | Existing positions reduced: 4
57% less call options, than puts
Call options by funds: $698K | Put options by funds: $1.6M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
+$2.02M |
| 2 |
Jane Street
New York
|
+$1.7M |
| 3 |
American Century Companies
Kansas City,
Missouri
|
+$450K |
| 4 |
FTUS
Flow Traders U.S.
New York
|
+$121K |
| 5 |
IA
IndexIQ Advisors
New York
|
+$18K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$3.05M |
| 2 |
VF
Virtu Financial
New York
|
-$790K |
| 3 |
DADC
D.A. Davidson & Co
Great Falls,
Montana
|
-$329K |
| 4 |
CC
Curian Capital
Denver,
Colorado
|
-$291K |
| 5 |
UBS Group
Zurich,
Switzerland
|
-$33K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
Morgan Stanley
New York
| $17.3M | +$2.02M | +35,930 | +15% |
|
|
2
Jane Street
New York
| $2.35M | +$1.7M | +30,111 | +439% |
|
|
VF
3
Virtu Financial
New York
| $2.24M | -$790K | -14,024 | -28% |
|
|
4
American Century Companies
Kansas City,
Missouri
| $506K | +$450K | +7,981 | New |
|
|
DADC
5
D.A. Davidson & Co
Great Falls,
Montana
| $397K | -$329K | -5,835 | -48% |
|
|
6
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $350K | -$3.05M | -54,076 | -91% |
|
|
CC
7
Curian Capital
Denver,
Colorado
| $295K | -$291K | -5,171 | -53% |
|
8
Simplex Trading
Chicago,
Illinois
| $161K | +$7.15K | +127 | +5% |
|
|
FTUS
9
Flow Traders U.S.
New York
| $137K | +$121K | +2,152 | New |
|
|
IA
10
IndexIQ Advisors
New York
| $20K | +$18K | +320 | New |
|
|
11
UBS Group
Zurich,
Switzerland
| – | -$33K | -615 | Closed |
|
|
KCPG
12
Kavar Capital Partners Group
Leawood,
Kansas
| – | -$3K | -62 | Closed |
|
VIXM Hedge Fund Activity: Q3 2015 in Review
10 of the 3,582 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q3 2015, worth a combined $23.7M — up 16% from $20.5M a quarter earlier.
Buyers outnumbered sellers: 3 funds opened new VIXM positions and 2 closed out — a net gain of 1 holder — while 3 added to existing stakes and 4 trimmed.
The largest buyer was Morgan Stanley, adding an estimated $2.02M. The largest seller was Susquehanna International Group, cutting an estimated $3.05M.
- 10 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q3 2015, up from 9 in Q2 2015.
- Funds reported $23.7M of ProShares VIX Mid-Term Futures ETF stock for Q3 2015, up 16% quarter-over-quarter.
- 3 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q3 2015 and 2 closed out, a net change of +1 holder.
- The largest ProShares VIX Mid-Term Futures ETF buyer in Q3 2015 was Morgan Stanley, an estimated $2.02M added.
- The largest ProShares VIX Mid-Term Futures ETF seller in Q3 2015 was Susquehanna International Group, an estimated $3.05M sold.
Based on aggregated 13F filings for Q3 2015.