ProShares VIX Mid-Term Futures ETF
VIXM
9 hedge funds and large institutions have $34.5M invested in ProShares VIX Mid-Term Futures ETF in 2017 Q3 according to their latest regulatory filings, with 2 funds opening new positions, 4 increasing their positions, 2 reducing their positions, and 2 closing their positions.
100% more repeat investments, than reductions
Existing positions increased: 4 | Existing positions reduced: 2
48% more capital invested
Capital invested by funds: $23.3M → $34.5M (+$11.2M)
3.53% more ownership
Funds ownership: 76.58% → 80.11% (+3.5%)
0% more funds holding
Funds holding: 9 → 9 (0)
0% more first-time investments, than exits
New positions opened: 2 | Existing positions closed: 2
40% less call options, than puts
Call options by funds: $5.53M | Put options by funds: $9.19M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
+$11.6M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$1.71M |
| 3 |
Jane Street
New York
|
+$747K |
| 4 |
HighTower Advisors
Chicago,
Illinois
|
+$9.2K |
| 5 |
Simplex Trading
Chicago,
Illinois
|
+$4.94K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
VF
Virtu Financial
New York
|
-$261K |
| 2 |
FTUS
Flow Traders U.S.
New York
|
-$166K |
| 3 |
CG
Cutler Group
San Francisco,
California
|
-$23.6K |
| 4 |
DADC
D.A. Davidson & Co
Great Falls,
Montana
|
-$3K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
Morgan Stanley
New York
| $27.9M | +$11.6M | +442,625 | +66% |
|
|
2
HighTower Advisors
Chicago,
Illinois
| $3.16M | +$9.2K | +350 | +0.3% |
|
|
3
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $1.64M | +$1.71M | +65,059 | New |
|
|
4
Jane Street
New York
| $1.36M | +$747K | +28,425 | +111% |
|
|
FTUS
5
Flow Traders U.S.
New York
| $338K | -$166K | -6,330 | -32% |
|
6
UBS Group
Zurich,
Switzerland
| $31K | +$2.5K | +95 | +8% |
|
7
Envestnet Asset Management
Chicago,
Illinois
| $9K | – | – | – |
|
|
CG
8
Cutler Group
San Francisco,
California
| $5K | -$23.6K | -900 | -82% |
|
|
9
Simplex Trading
Chicago,
Illinois
| $4K | +$4.94K | +188 | New |
|
|
VF
10
Virtu Financial
New York
| – | -$261K | -9,502 | Closed |
|
|
DADC
11
D.A. Davidson & Co
Great Falls,
Montana
| – | -$3K | -140 | Closed |
|
VIXM Hedge Fund Activity: Q3 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 Q3 2017, worth a combined $34.5M — up 48% from $23.3M a quarter earlier.
Fund positioning in VIXM was balanced in Q3 2017: 2 funds opened new positions, 2 closed out, 4 added to existing stakes and 2 trimmed.
The largest buyer was Morgan Stanley, adding an estimated $11.6M. The largest seller was Virtu Financial, exiting entirely with an estimated $261K sold.
- 9 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q3 2017, unchanged from Q2 2017.
- Funds reported $34.5M of ProShares VIX Mid-Term Futures ETF stock for Q3 2017, up 48% quarter-over-quarter.
- 2 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q3 2017 and 2 closed out, a net change of 0 holders.
- The largest ProShares VIX Mid-Term Futures ETF buyer in Q3 2017 was Morgan Stanley, an estimated $11.6M added.
- The largest ProShares VIX Mid-Term Futures ETF seller in Q3 2017 was Virtu Financial, an estimated $261K sold.
Based on aggregated 13F filings for Q3 2017.