ProShares VIX Mid-Term Futures ETF
VIXM
10 hedge funds and large institutions have $45.5M invested in ProShares VIX Mid-Term Futures ETF in 2016 Q3 according to their latest regulatory filings, with 4 funds opening new positions, 2 increasing their positions, 3 reducing their positions, and 2 closing their positions.
100% more first-time investments, than exits
New positions opened: 4 | Existing positions closed: 2
39% more capital invested
Capital invested by funds: $32.8M → $45.5M (+$12.7M)
25% more funds holding
Funds holding: 8 → 10 (+2)
0.52% more ownership
Funds ownership: 76.89% → 77.41% (+0.52%)
7% less call options, than puts
Call options by funds: $2.98M | Put options by funds: $3.2M
33% less repeat investments, than reductions
Existing positions increased: 2 | Existing positions reduced: 3
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
+$19.7M |
| 2 |
EDRH
Edmond de Rothschild Holding
Chambesy,
Switzerland
|
+$1.67M |
| 3 |
Wolverine Trading
Chicago,
Illinois
|
+$356K |
| 4 |
UBS Group
Zurich,
Switzerland
|
+$194K |
| 5 |
FTUS
Flow Traders U.S.
New York
|
+$169K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
VF
Virtu Financial
New York
|
-$2.24M |
| 2 |
Jane Street
New York
|
-$1.03M |
| 3 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$636K |
| 4 |
CG
Cutler Group
San Francisco,
California
|
-$485K |
| 5 |
Simplex Trading
Chicago,
Illinois
|
-$15K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
Morgan Stanley
New York
| $40.1M | +$19.7M | +409,288 | +87% |
|
|
2
Jane Street
New York
| $2.76M | -$1.03M | -21,378 | -26% |
|
|
EDRH
3
Edmond de Rothschild Holding
Chambesy,
Switzerland
| $1.59M | +$1.67M | +34,703 | New |
|
|
4
Wolverine Trading
Chicago,
Illinois
| $342K | +$356K | +7,390 | New |
|
|
5
UBS Group
Zurich,
Switzerland
| $273K | +$194K | +4,024 | +206% |
|
|
6
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $241K | -$636K | -13,209 | -71% |
|
|
FTUS
7
Flow Traders U.S.
New York
| $161K | +$169K | +3,521 | New |
|
8
Bank of America
Charlotte,
North Carolina
| $33K | +$34.9K | +725 | New |
|
|
CG
9
Cutler Group
San Francisco,
California
| $19K | -$485K | -10,084 | -96% |
|
|
VF
10
Virtu Financial
New York
| – | -$2.24M | -42,718 | Closed |
|
|
11
Simplex Trading
Chicago,
Illinois
| – | -$15K | -300 | Closed |
|
VIXM Hedge Fund Activity: Q3 2016 in Review
10 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q3 2016, worth a combined $45.5M — up 39% from $32.8M a quarter earlier.
Buyers outnumbered sellers: 4 funds opened new VIXM positions and 2 closed out — a net gain of 2 holders — while 2 added to existing stakes and 3 trimmed.
The largest buyer was Morgan Stanley, adding an estimated $19.7M. The largest seller was Virtu Financial, exiting entirely with an estimated $2.24M sold.
- 10 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q3 2016, up from 8 in Q2 2016.
- Funds reported $45.5M of ProShares VIX Mid-Term Futures ETF stock for Q3 2016, up 39% quarter-over-quarter.
- 4 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q3 2016 and 2 closed out, a net change of +2 holders.
- The largest ProShares VIX Mid-Term Futures ETF buyer in Q3 2016 was Morgan Stanley, an estimated $19.7M added.
- The largest ProShares VIX Mid-Term Futures ETF seller in Q3 2016 was Virtu Financial, an estimated $2.24M sold.
Based on aggregated 13F filings for Q3 2016.