ProShares VIX Mid-Term Futures ETF
VIXM
9 hedge funds and large institutions have $23.3M invested in ProShares VIX Mid-Term Futures ETF in 2017 Q2 according to their latest regulatory filings, with 2 funds opening new positions, 5 increasing their positions, 1 reducing their positions, and 1 closing their positions.
400% more repeat investments, than reductions
Existing positions increased: 5 | Existing positions reduced: 1
100% more first-time investments, than exits
New positions opened: 2 | Existing positions closed: 1
13% more funds holding
Funds holding: 8 → 9 (+1)
0.47% more ownership
Funds ownership: 76.11% → 76.58% (+0.47%)
19% less capital invested
Capital invested by funds: $28.9M → $23.3M (-$5.62M)
64% less call options, than puts
Call options by funds: $1.37M | Put options by funds: $3.84M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
+$2.16M |
| 2 |
FTUS
Flow Traders U.S.
New York
|
+$302K |
| 3 |
VF
Virtu Financial
New York
|
+$284K |
| 4 |
HighTower Advisors
Chicago,
Illinois
|
+$63.4K |
| 5 |
UBS Group
Zurich,
Switzerland
|
+$23.2K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$4.51M |
| 2 |
Simplex Trading
Chicago,
Illinois
|
-$3K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
Morgan Stanley
New York
| $18.3M | +$2.16M | +72,269 | +12% |
|
|
2
HighTower Advisors
Chicago,
Illinois
| $3.43M | +$63.4K | +2,120 | +2% |
|
|
3
Jane Street
New York
| $705K | -$4.51M | -151,008 | -85% |
|
|
FTUS
4
Flow Traders U.S.
New York
| $542K | +$302K | +10,116 | +105% |
|
|
VF
5
Virtu Financial
New York
| $261K | +$284K | +9,502 | New |
|
|
6
UBS Group
Zurich,
Switzerland
| $31K | +$23.2K | +775 | +219% |
|
|
CG
7
Cutler Group
San Francisco,
California
| $30K | +$14.2K | +475 | +76% |
|
8
Envestnet Asset Management
Chicago,
Illinois
| $10K | – | – | – |
|
|
DADC
9
D.A. Davidson & Co
Great Falls,
Montana
| $3K | +$4.19K | +140 | New |
|
|
10
Simplex Trading
Chicago,
Illinois
| – | -$3K | -94 | Closed |
|
VIXM Hedge Fund Activity: Q2 2017 in Review
9 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q2 2017, worth a combined $23.3M — down 19% from $28.9M a quarter earlier.
Buyers outnumbered sellers: 2 funds opened new VIXM positions and 1 closed out — a net gain of 1 holder — while 5 added to existing stakes and 1 trimmed.
The largest buyer was Morgan Stanley, adding an estimated $2.16M. The largest seller was Jane Street, cutting an estimated $4.51M.
- 9 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q2 2017, up from 8 in Q1 2017.
- Funds reported $23.3M of ProShares VIX Mid-Term Futures ETF stock for Q2 2017, down 19% quarter-over-quarter.
- 2 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q2 2017 and 1 closed out, a net change of +1 holder.
- The largest ProShares VIX Mid-Term Futures ETF buyer in Q2 2017 was Morgan Stanley, an estimated $2.16M added.
- The largest ProShares VIX Mid-Term Futures ETF seller in Q2 2017 was Jane Street, an estimated $4.51M sold.
Based on aggregated 13F filings for Q2 2017.