ProShares VIX Mid-Term Futures ETF
VIXM
12 hedge funds and large institutions have $22.5M invested in ProShares VIX Mid-Term Futures ETF in 2016 Q1 according to their latest regulatory filings, with 1 funds opening new positions, 5 increasing their positions, 6 reducing their positions, and 2 closing their positions.
3% more capital invested
Capital invested by funds: $21.9M → $22.5M (+$610K)
3.45% less ownership
Funds ownership: 79.2% → 75.75% (-3.5%)
8% less funds holding
Funds holding: 13 → 12 (-1)
17% less repeat investments, than reductions
Existing positions increased: 5 | Existing positions reduced: 6
49% less call options, than puts
Call options by funds: $338K | Put options by funds: $662K
50% less first-time investments, than exits
New positions opened: 1 | Existing positions closed: 2
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
+$6.54M |
| 2 |
Jane Street
New York
|
+$1.4M |
| 3 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$522K |
| 4 |
American Century Companies
Kansas City,
Missouri
|
+$230K |
| 5 |
CG
Cutler Group
San Francisco,
California
|
+$124K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
VF
Virtu Financial
New York
|
-$3.42M |
| 2 |
IA
IndexIQ Advisors
New York
|
-$2.33M |
| 3 |
FTUS
Flow Traders U.S.
New York
|
-$1.32M |
| 4 |
DADC
D.A. Davidson & Co
Great Falls,
Montana
|
-$350K |
| 5 |
Citigroup
New York
|
-$31.8K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
Morgan Stanley
New York
| $14.9M | +$6.54M | +110,126 | +64% |
|
|
2
Jane Street
New York
| $4.91M | +$1.4M | +23,617 | +34% |
|
|
VF
3
Virtu Financial
New York
| $1.4M | -$3.42M | -57,662 | -69% |
|
|
4
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $746K | +$522K | +8,783 | +165% |
|
|
5
American Century Companies
Kansas City,
Missouri
| $205K | +$230K | +3,872 | New |
|
|
IA
6
IndexIQ Advisors
New York
| $143K | -$2.33M | -39,233 | -94% |
|
|
CG
7
Cutler Group
San Francisco,
California
| $129K | +$124K | +2,091 | +596% |
|
8
UBS Group
Zurich,
Switzerland
| $43K | -$21.1K | -355 | -30% |
|
|
9
Citigroup
New York
| $14K | -$31.8K | -536 | -67% |
|
10
Simplex Trading
Chicago,
Illinois
| $5K | +$3.21K | +54 | +126% |
|
|
DADC
11
D.A. Davidson & Co
Great Falls,
Montana
| $2K | -$350K | -5,886 | -99% |
|
12
Bank of America
Charlotte,
North Carolina
| $2K | -$16.1K | -271 | -89% |
|
|
FTUS
13
Flow Traders U.S.
New York
| – | -$1.32M | -24,374 | Closed |
|
14
SEI Investments
Oaks,
Pennsylvania
| – | -$1K | -26 | Closed |
|
VIXM Hedge Fund Activity: Q1 2016 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 2016, worth a combined $22.5M — up 2.8% from $21.9M a quarter earlier.
Sellers outnumbered buyers: 2 funds closed out of VIXM and 1 opened new positions — a net loss of 1 holder — while 6 trimmed existing stakes and 5 added.
The largest buyer was Morgan Stanley, adding an estimated $6.54M. The largest seller was Virtu Financial, cutting an estimated $3.42M.
- 12 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q1 2016, down from 13 in Q4 2015.
- Funds reported $22.5M of ProShares VIX Mid-Term Futures ETF stock for Q1 2016, up 2.8% quarter-over-quarter.
- 1 fund opened new ProShares VIX Mid-Term Futures ETF positions in Q1 2016 and 2 closed out, a net change of -1 holder.
- The largest ProShares VIX Mid-Term Futures ETF buyer in Q1 2016 was Morgan Stanley, an estimated $6.54M added.
- The largest ProShares VIX Mid-Term Futures ETF seller in Q1 2016 was Virtu Financial, an estimated $3.42M sold.
Based on aggregated 13F filings for Q1 2016.