ProShares VIX Mid-Term Futures ETF
VIXM
8 hedge funds and large institutions have $33.3M invested in ProShares VIX Mid-Term Futures ETF in 2019 Q4 according to their latest regulatory filings, with 2 funds opening new positions, 1 increasing their positions, 2 reducing their positions, and 4 closing their positions.
21% more call options, than puts
Call options by funds: $7.96M | Put options by funds: $6.59M
3% less capital invested
Capital invested by funds: $34.3M → $33.3M (-$991K)
3.44% less ownership
Funds ownership: 75.79% → 72.35% (-3.4%)
20% less funds holding
Funds holding: 10 → 8 (-2)
50% less first-time investments, than exits
New positions opened: 2 | Existing positions closed: 4
50% less repeat investments, than reductions
Existing positions increased: 1 | Existing positions reduced: 2
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
+$3.97M |
| 2 |
UBS Group
Zurich,
Switzerland
|
+$23.7K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
VF
Virtu Financial
New York
|
-$515K |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$374K |
| 3 |
FTUS
Flow Traders U.S.
New York
|
-$331K |
| 4 |
Jane Street
New York
|
-$217K |
| 5 |
JP Morgan Chase
New York
|
-$2.93K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
Morgan Stanley
New York
| $25.3M | +$3.97M | +175,877 | +17% |
|
|
2
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $7.95M | -$374K | -16,554 | -4% |
|
|
3
UBS Group
Zurich,
Switzerland
| $22K | +$23.7K | +1,052 | New |
|
|
AG
4
Advisor Group
Phoenix,
Arizona
| $10K | – | – | – |
|
|
SPIA
5
Steward Partners Investment Advisory
New York
| $10K | – | – | – |
|
6
Rockefeller Capital Management
New York
| $5K | – | – | – |
|
|
7
JP Morgan Chase
New York
| $4K | -$2.93K | -130 | -39% |
|
|
VF
8
Virtu Financial
New York
| – | -$515K | -21,744 | Closed |
|
|
FTUS
9
Flow Traders U.S.
New York
| – | -$331K | -13,985 | Closed |
|
|
10
Jane Street
New York
| – | -$217K | -9,160 | Closed |
|
|
SWP
11
Strategic Wealth Partners
Independence,
Ohio
| – | -$7 | -300 | Closed |
|
|
RG
12
Retirement Group
San Diego,
California
| – | +$248 | +11 | New |
|
VIXM Hedge Fund Activity: Q4 2019 in Review
8 of the 5,075 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q4 2019, worth a combined $33.3M — down 2.9% from $34.3M a quarter earlier.
Sellers outnumbered buyers: 4 funds closed out of VIXM and 2 opened new positions — a net loss of 2 holders — while 2 trimmed existing stakes and 1 added.
The largest buyer was Morgan Stanley, adding an estimated $3.97M. The largest seller was Virtu Financial, exiting entirely with an estimated $515K sold.
- 8 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q4 2019, down from 10 in Q3 2019.
- Funds reported $33.3M of ProShares VIX Mid-Term Futures ETF stock for Q4 2019, down 2.9% quarter-over-quarter.
- 2 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q4 2019 and 4 closed out, a net change of -2 holders.
- The largest ProShares VIX Mid-Term Futures ETF buyer in Q4 2019 was Morgan Stanley, an estimated $3.97M added.
- The largest ProShares VIX Mid-Term Futures ETF seller in Q4 2019 was Virtu Financial, an estimated $515K sold.
Based on aggregated 13F filings for Q4 2019.