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ProShares VIX Mid-Term Futures ETF

8 hedge funds and large institutions have $27.7M invested in ProShares VIX Mid-Term Futures ETF in 2019 Q2 according to their latest regulatory filings, with 3 funds opening new positions, 2 increasing their positions, 2 reducing their positions, and 8 closing their positions.

New
Increased
Maintained
Reduced
Closed

0% more repeat investments, than reductions

Existing positions increased: 2 | Existing positions reduced: 2

7.37% less ownership

Funds ownership: 80.98%73.61% (-7.4%)

33% less capital invested

Capital invested by funds: $41.3M → $27.7M (-$13.6M)

38% less funds holding

Funds holding: 138 (-5)

63% less first-time investments, than exits

New positions opened: 3 | Existing positions closed: 8

81% less call options, than puts

Call options by funds: $887K | Put options by funds: $4.72M

Holders
8
Holders Change
-5
Holders Change %
-38.46%
% of All Funds
0.17%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
3
Increased
2
Reduced
2
Closed
8
Calls
$887K
Puts
$4.72M
Net Calls
-$3.83M
Net Calls Change
-$1.53M
Name Holding Trade Value Shares
Change
Change in
Stake
Morgan Stanley
1
Morgan Stanley
New York
$21.4M +$5.93M +272,881 +38%
Susquehanna International Group
2
Susquehanna International Group
Pennsylvania
$5.49M +$2.46M +113,277 +81%
FTUS
3
Flow Traders U.S.
New York
$466K +$467K +21,527 New
IMC Chicago
4
IMC Chicago
Illinois
$332K -$48.1K -2,216 -13%
AG
5
Advisor Group
Arizona
$10K +$10.4K +478 New
SPIA
6
Steward Partners Investment Advisory
New York
$10K +$10.9K +500 New
SWP
7
Strategic Wealth Partners
Ohio
$6K
JP Morgan Chase
8
JP Morgan Chase
New York
$2K -$17.4K -800 -89%
LCM
9
Lakewood Capital Management
New York
-$21.2M -981,700 Closed
Jane Street
10
Jane Street
New York
-$386K -17,856 Closed
VF
11
Virtu Financial
New York
-$272K -12,587 Closed
Citadel Advisors
12
Citadel Advisors
Florida
-$263K -12,122 Closed
Goldman Sachs
13
Goldman Sachs
New York
-$234K -10,833 Closed
CG
14
Cutler Group
California
-$15.2K -699 Closed
CIAS
15
Capital Investment Advisory Services
North Carolina
-$2K -75 Closed
UBS Group
16
UBS Group
Switzerland
-$1K -58 Closed

VIXM Hedge Fund Activity: Q2 2019 in Review

8 of the 4,604 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q2 2019, worth a combined $27.7M — down 33% from $41.3M a quarter earlier.

Sellers outnumbered buyers: 8 funds closed out of VIXM and 3 opened new positions — a net loss of 5 holders — while 2 trimmed existing stakes and 2 added.

The largest buyer was Morgan Stanley, adding an estimated $5.93M. The largest seller was Lakewood Capital Management, exiting entirely with an estimated $21.2M sold.

  • 8 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q2 2019, down from 13 in Q1 2019.
  • Funds reported $27.7M of ProShares VIX Mid-Term Futures ETF stock for Q2 2019, down 33% quarter-over-quarter.
  • 3 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q2 2019 and 8 closed out, a net change of -5 holders.
  • The largest ProShares VIX Mid-Term Futures ETF buyer in Q2 2019 was Morgan Stanley, an estimated $5.93M added.
  • The largest ProShares VIX Mid-Term Futures ETF seller in Q2 2019 was Lakewood Capital Management, an estimated $21.2M sold.

Based on aggregated 13F filings for Q2 2019.