ProShares VIX Mid-Term Futures ETF
VIXM
13 hedge funds and large institutions have $21.9M invested in ProShares VIX Mid-Term Futures ETF in 2015 Q4 according to their latest regulatory filings, with 5 funds opening new positions, 4 increasing their positions, 4 reducing their positions, and 2 closing their positions.
150% more first-time investments, than exits
New positions opened: 5 | Existing positions closed: 2
30% more funds holding
Funds holding: 10 → 13 (+3)
2.41% more ownership
Funds ownership: 76.79% → 79.2% (+2.4%)
0% more repeat investments, than reductions
Existing positions increased: 4 | Existing positions reduced: 4
8% less capital invested
Capital invested by funds: $23.7M → $21.9M (-$1.83M)
38% less call options, than puts
Call options by funds: $336K | Put options by funds: $539K
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
VF
Virtu Financial
New York
|
+$2.68M |
| 2 |
IA
IndexIQ Advisors
New York
|
+$2.29M |
| 3 |
Jane Street
New York
|
+$1.78M |
| 4 |
FTUS
Flow Traders U.S.
New York
|
+$1.22M |
| 5 |
UBS Group
Zurich,
Switzerland
|
+$64.4K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
-$5.52M |
| 2 |
American Century Companies
Kansas City,
Missouri
|
-$506K |
| 3 |
CC
Curian Capital
Denver,
Colorado
|
-$295K |
| 4 |
Simplex Trading
Chicago,
Illinois
|
-$138K |
| 5 |
DADC
D.A. Davidson & Co
Great Falls,
Montana
|
-$18K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
Morgan Stanley
New York
| $9.28M | -$5.52M | -100,344 | -37% |
|
|
VF
2
Virtu Financial
New York
| $4.54M | +$2.68M | +48,730 | +138% |
|
|
3
Jane Street
New York
| $3.74M | +$1.78M | +32,317 | +87% |
|
|
IA
4
IndexIQ Advisors
New York
| $2.27M | +$2.29M | +41,612 | +13,004% |
|
|
FTUS
5
Flow Traders U.S.
New York
| $1.32M | +$1.22M | +22,222 | +1,033% |
|
|
DADC
6
D.A. Davidson & Co
Great Falls,
Montana
| $320K | -$18K | -328 | -5% |
|
7
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $287K | -$10.9K | -198 | -4% |
|
|
8
UBS Group
Zurich,
Switzerland
| $63K | +$64.4K | +1,172 | New |
|
9
Citigroup
New York
| $43K | +$43.9K | +798 | New |
|
|
CG
10
Cutler Group
San Francisco,
California
| $18K | +$19.3K | +351 | New |
|
11
Bank of America
Charlotte,
North Carolina
| $16K | +$16.7K | +304 | New |
|
|
12
Simplex Trading
Chicago,
Illinois
| $2K | -$138K | -2,508 | -98% |
|
13
SEI Investments
Oaks,
Pennsylvania
| $1K | +$1.43K | +26 | New |
|
|
14
American Century Companies
Kansas City,
Missouri
| – | -$506K | -7,981 | Closed |
|
|
CC
15
Curian Capital
Denver,
Colorado
| – | -$295K | -4,643 | Closed |
|
VIXM Hedge Fund Activity: Q4 2015 in Review
13 of the 3,812 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q4 2015, worth a combined $21.9M — down 7.7% from $23.7M a quarter earlier.
Buyers outnumbered sellers: 5 funds opened new VIXM positions and 2 closed out — a net gain of 3 holders — while 4 added to existing stakes and 4 trimmed.
The largest buyer was Virtu Financial, adding an estimated $2.68M. The largest seller was Morgan Stanley, cutting an estimated $5.52M.
- 13 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q4 2015, up from 10 in Q3 2015.
- Funds reported $21.9M of ProShares VIX Mid-Term Futures ETF stock for Q4 2015, down 7.7% quarter-over-quarter.
- 5 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q4 2015 and 2 closed out, a net change of +3 holders.
- The largest ProShares VIX Mid-Term Futures ETF buyer in Q4 2015 was Virtu Financial, an estimated $2.68M added.
- The largest ProShares VIX Mid-Term Futures ETF seller in Q4 2015 was Morgan Stanley, an estimated $5.52M sold.
Based on aggregated 13F filings for Q4 2015.