ProShares VIX Mid-Term Futures ETF
VIXM
10 hedge funds and large institutions have $36.8M invested in ProShares VIX Mid-Term Futures ETF in 2016 Q4 according to their latest regulatory filings, with 2 funds opening new positions, 3 increasing their positions, 4 reducing their positions, and 2 closing their positions.
0% more funds holding
Funds holding: 10 → 10 (0)
0% more first-time investments, than exits
New positions opened: 2 | Existing positions closed: 2
1.08% less ownership
Funds ownership: 77.41% → 76.34% (-1.1%)
19% less capital invested
Capital invested by funds: $45.5M → $36.8M (-$8.68M)
25% less repeat investments, than reductions
Existing positions increased: 3 | Existing positions reduced: 4
51% less call options, than puts
Call options by funds: $2.2M | Put options by funds: $4.46M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
+$8.36M |
| 2 |
FTUS
Flow Traders U.S.
New York
|
+$1.27M |
| 3 |
Simplex Trading
Chicago,
Illinois
|
+$102K |
| 4 |
CG
Cutler Group
San Francisco,
California
|
+$57K |
| 5 |
Envestnet Asset Management
Chicago,
Illinois
|
+$15.7K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
-$13.3M |
| 2 |
EDRH
Edmond de Rothschild Holding
Chambesy,
Switzerland
|
-$1.59M |
| 3 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$229K |
| 4 |
UBS Group
Zurich,
Switzerland
|
-$215K |
| 5 |
Wolverine Trading
Chicago,
Illinois
|
-$47K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
Morgan Stanley
New York
| $24.3M | -$13.3M | -304,734 | -35% |
|
|
2
Jane Street
New York
| $10.7M | +$8.36M | +192,163 | +318% |
|
|
FTUS
3
Flow Traders U.S.
New York
| $1.38M | +$1.27M | +29,087 | +826% |
|
|
4
Wolverine Trading
Chicago,
Illinois
| $267K | -$47K | -1,081 | -15% |
|
|
5
Simplex Trading
Chicago,
Illinois
| $99K | +$102K | +2,355 | New |
|
|
CG
6
Cutler Group
San Francisco,
California
| $73K | +$57K | +1,309 | +315% |
|
|
7
UBS Group
Zurich,
Switzerland
| $44K | -$215K | -4,931 | -82% |
|
|
8
Envestnet Asset Management
Chicago,
Illinois
| $15K | +$15.7K | +360 | New |
|
9
Bank of America
Charlotte,
North Carolina
| $4K | -$27.1K | -622 | -86% |
|
|
EDRH
10
Edmond de Rothschild Holding
Chambesy,
Switzerland
| – | -$1.59M | -34,703 | Closed |
|
|
11
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| – | -$229K | -5,271 | Closed |
|
VIXM Hedge Fund Activity: Q4 2016 in Review
10 of the 4,000 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q4 2016, worth a combined $36.8M — down 19% from $45.5M a quarter earlier.
Fund positioning in VIXM was balanced in Q4 2016: 2 funds opened new positions, 2 closed out, 3 added to existing stakes and 4 trimmed.
The largest buyer was Jane Street, adding an estimated $8.36M. The largest seller was Morgan Stanley, cutting an estimated $13.3M.
- 10 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q4 2016, unchanged from Q3 2016.
- Funds reported $36.8M of ProShares VIX Mid-Term Futures ETF stock for Q4 2016, down 19% quarter-over-quarter.
- 2 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q4 2016 and 2 closed out, a net change of 0 holders.
- The largest ProShares VIX Mid-Term Futures ETF buyer in Q4 2016 was Jane Street, an estimated $8.36M added.
- The largest ProShares VIX Mid-Term Futures ETF seller in Q4 2016 was Morgan Stanley, an estimated $13.3M sold.
Based on aggregated 13F filings for Q4 2016.