ProShares VIX Mid-Term Futures ETF
VIXM
8 hedge funds and large institutions have $32.8M invested in ProShares VIX Mid-Term Futures ETF in 2016 Q2 according to their latest regulatory filings, with 0 funds opening new positions, 6 increasing their positions, 2 reducing their positions, and 4 closing their positions.
200% more repeat investments, than reductions
Existing positions increased: 6 | Existing positions reduced: 2
73% more call options, than puts
Call options by funds: $2.58M | Put options by funds: $1.5M
46% more capital invested
Capital invested by funds: $22.5M → $32.8M (+$10.3M)
1.15% more ownership
Funds ownership: 75.75% → 76.89% (+1.1%)
33% less funds holding
Funds holding: 12 → 8 (-4)
100% less first-time investments, than exits
New positions opened: 0 | Existing positions closed: 4
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
+$9.97M |
| 2 |
VF
Virtu Financial
New York
|
+$870K |
| 3 |
CG
Cutler Group
San Francisco,
California
|
+$430K |
| 4 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$234K |
| 5 |
UBS Group
Zurich,
Switzerland
|
+$60.8K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$592K |
| 2 |
American Century Companies
Kansas City,
Missouri
|
-$205K |
| 3 |
IA
IndexIQ Advisors
New York
|
-$143K |
| 4 |
Citigroup
New York
|
-$14K |
| 5 |
DADC
D.A. Davidson & Co
Great Falls,
Montana
|
-$2.35K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
Morgan Stanley
New York
| $24.6M | +$9.97M | +186,591 | +66% |
|
|
2
Jane Street
New York
| $4.3M | -$592K | -11,076 | -12% |
|
|
VF
3
Virtu Financial
New York
| $2.24M | +$870K | +16,286 | +62% |
|
|
4
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $971K | +$234K | +4,379 | +31% |
|
|
CG
5
Cutler Group
San Francisco,
California
| $551K | +$430K | +8,058 | +330% |
|
|
6
UBS Group
Zurich,
Switzerland
| $103K | +$60.8K | +1,139 | +139% |
|
7
Simplex Trading
Chicago,
Illinois
| $15K | +$10.8K | +203 | +209% |
|
|
8
American Century Companies
Kansas City,
Missouri
| – | -$205K | -3,872 | Closed |
|
|
IA
9
IndexIQ Advisors
New York
| – | -$143K | -2,699 | Closed |
|
|
10
Citigroup
New York
| – | -$14K | -262 | Closed |
|
|
DADC
11
D.A. Davidson & Co
Great Falls,
Montana
| – | -$2.35K | -44 | -98% |
|
12
Bank of America
Charlotte,
North Carolina
| – | -$2K | -33 | Closed |
|
VIXM Hedge Fund Activity: Q2 2016 in Review
8 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q2 2016, worth a combined $32.8M — up 46% from $22.5M a quarter earlier.
Sellers outnumbered buyers: 4 funds closed out of VIXM and 0 opened new positions — a net loss of 4 holders — while 2 trimmed existing stakes and 6 added.
The largest buyer was Morgan Stanley, adding an estimated $9.97M. The largest seller was Jane Street, cutting an estimated $592K.
- 8 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q2 2016, down from 12 in Q1 2016.
- Funds reported $32.8M of ProShares VIX Mid-Term Futures ETF stock for Q2 2016, up 46% quarter-over-quarter.
- 0 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q2 2016 and 4 closed out, a net change of -4 holders.
- The largest ProShares VIX Mid-Term Futures ETF buyer in Q2 2016 was Morgan Stanley, an estimated $9.97M added.
- The largest ProShares VIX Mid-Term Futures ETF seller in Q2 2016 was Jane Street, an estimated $592K sold.
Based on aggregated 13F filings for Q2 2016.