ProShares VIX Mid-Term Futures ETF
VIXM
12 hedge funds and large institutions have $15M invested in ProShares VIX Mid-Term Futures ETF in 2018 Q1 according to their latest regulatory filings, with 3 funds opening new positions, 2 increasing their positions, 5 reducing their positions, and 1 closing their positions.
200% more first-time investments, than exits
New positions opened: 3 | Existing positions closed: 1
63% more call options, than puts
Call options by funds: $3.54M | Put options by funds: $2.17M
20% more funds holding
Funds holding: 10 → 12 (+2)
1.68% more ownership
Funds ownership: 58.7% → 60.39% (+1.7%)
13% less capital invested
Capital invested by funds: $17.3M → $15M (-$2.24M)
60% less repeat investments, than reductions
Existing positions increased: 2 | Existing positions reduced: 5
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$1.17M |
| 2 |
Simplex Trading
Chicago,
Illinois
|
+$230K |
| 3 |
LPL Financial
San Diego,
California
|
+$190K |
| 4 |
UBS Group
Zurich,
Switzerland
|
+$17.6K |
| 5 |
SWP
Strategic Wealth Partners
Independence,
Ohio
|
+$9.4K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$3.95M |
| 2 |
Morgan Stanley
New York
|
-$2.45M |
| 3 |
LJAC
L.J. Altfest & Co
New York
|
-$470K |
| 4 |
VF
Virtu Financial
New York
|
-$309K |
| 5 |
FTUS
Flow Traders U.S.
New York
|
-$236K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
Morgan Stanley
New York
| $8.15M | -$2.45M | -104,066 | -25% |
|
|
2
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $2.68M | +$1.17M | +49,732 | +97% |
|
3
HighTower Advisors
Chicago,
Illinois
| $1.3M | -$15.8K | -672 | -1% |
|
|
4
Jane Street
New York
| $1.19M | -$3.95M | -167,983 | -79% |
|
|
LJAC
5
L.J. Altfest & Co
New York
| $587K | -$470K | -20,018 | -47% |
|
|
VF
6
Virtu Financial
New York
| $527K | -$309K | -13,156 | -40% |
|
|
7
Simplex Trading
Chicago,
Illinois
| $282K | +$230K | +9,769 | +1,083% |
|
|
8
LPL Financial
San Diego,
California
| $213K | +$190K | +8,071 | New |
|
|
LTFS
9
Ladenburg Thalmann Financial Services
Miami,
Florida
| $45K | – | – | – |
|
|
10
UBS Group
Zurich,
Switzerland
| $20K | +$17.6K | +747 | New |
|
|
SWP
11
Strategic Wealth Partners
Independence,
Ohio
| $11K | +$9.4K | +400 | New |
|
12
Envestnet Asset Management
Chicago,
Illinois
| $10K | – | – | – |
|
|
FTUS
13
Flow Traders U.S.
New York
| – | -$236K | -11,149 | Closed |
|
VIXM Hedge Fund Activity: Q1 2018 in Review
12 of the 4,363 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q1 2018, worth a combined $15M — down 13% from $17.3M a quarter earlier.
Buyers outnumbered sellers: 3 funds opened new VIXM positions and 1 closed out — a net gain of 2 holders — while 2 added to existing stakes and 5 trimmed.
The largest buyer was Susquehanna International Group, adding an estimated $1.17M. The largest seller was Jane Street, cutting an estimated $3.95M.
- 12 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q1 2018, up from 10 in Q4 2017.
- Funds reported $15M of ProShares VIX Mid-Term Futures ETF stock for Q1 2018, down 13% quarter-over-quarter.
- 3 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q1 2018 and 1 closed out, a net change of +2 holders.
- The largest ProShares VIX Mid-Term Futures ETF buyer in Q1 2018 was Susquehanna International Group, an estimated $1.17M added.
- The largest ProShares VIX Mid-Term Futures ETF seller in Q1 2018 was Jane Street, an estimated $3.95M sold.
Based on aggregated 13F filings for Q1 2018.