ProShares VIX Mid-Term Futures ETF
VIXM
7 hedge funds and large institutions have $46.8M invested in ProShares VIX Mid-Term Futures ETF in 2020 Q2 according to their latest regulatory filings, with 4 funds opening new positions, 2 increasing their positions, 1 reducing their positions, and 6 closing their positions.
100% more repeat investments, than reductions
Existing positions increased: 2 | Existing positions reduced: 1
42% more call options, than puts
Call options by funds: $7.3M | Put options by funds: $5.13M
33% more capital invested
Capital invested by funds: $35.2M → $46.8M (+$11.6M)
5.69% less ownership
Funds ownership: 86.38% → 80.69% (-5.7%)
22% less funds holding
Funds holding: 9 → 7 (-2)
33% less first-time investments, than exits
New positions opened: 4 | Existing positions closed: 6
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
+$11.3M |
| 2 |
Citadel Advisors
Miami,
Florida
|
+$2.76M |
| 3 |
SC
Sepio Capital
Salt Lake City,
Utah
|
+$501K |
| 4 |
FTUS
Flow Traders U.S.
New York
|
+$368K |
| 5 |
JP Morgan Chase
New York
|
+$8.55K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$2.43M |
| 2 |
IMC Chicago
Chicago,
Illinois
|
-$996K |
| 3 |
CG
Cutler Group
San Francisco,
California
|
-$730K |
| 4 |
Simplex Trading
Chicago,
Illinois
|
-$467K |
| 5 |
Wolverine Trading
Chicago,
Illinois
|
-$226K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
Morgan Stanley
New York
| $22M | +$11.3M | +281,610 | +106% |
|
|
2
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $21.1M | -$2.43M | -60,574 | -10% |
|
|
3
Citadel Advisors
Miami,
Florida
| $2.77M | +$2.76M | +68,825 | New |
|
|
SC
4
Sepio Capital
Salt Lake City,
Utah
| $502K | +$501K | +12,481 | New |
|
|
FTUS
5
Flow Traders U.S.
New York
| $369K | +$368K | +9,178 | New |
|
|
6
JP Morgan Chase
New York
| $25K | +$8.55K | +213 | +51% |
|
7
BlackRock
New York
| $4K | +$3.53K | +88 | New |
|
|
8
IMC Chicago
Chicago,
Illinois
| – | -$996K | -25,911 | Closed |
|
|
CG
9
Cutler Group
San Francisco,
California
| – | -$730K | -19,000 | Closed |
|
|
10
Simplex Trading
Chicago,
Illinois
| – | -$467K | -12,167 | Closed |
|
|
11
Wolverine Trading
Chicago,
Illinois
| – | -$226K | -5,902 | Closed |
|
12
Osaic Holdings
Scottsdale,
Arizona
| – | -$51K | -1,327 | Closed |
|
13
UBS Group
Zurich,
Switzerland
| – | -$45K | -1,165 | Closed |
|
VIXM Hedge Fund Activity: Q2 2020 in Review
7 of the 4,877 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q2 2020, worth a combined $46.8M — up 33% from $35.2M a quarter earlier.
Sellers outnumbered buyers: 6 funds closed out of VIXM and 4 opened new positions — a net loss of 2 holders — while 1 trimmed existing stakes and 2 added.
The largest buyer was Morgan Stanley, adding an estimated $11.3M. The largest seller was Susquehanna International Group, cutting an estimated $2.43M.
- 7 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q2 2020, down from 9 in Q1 2020.
- Funds reported $46.8M of ProShares VIX Mid-Term Futures ETF stock for Q2 2020, up 33% quarter-over-quarter.
- 4 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q2 2020 and 6 closed out, a net change of -2 holders.
- The largest ProShares VIX Mid-Term Futures ETF buyer in Q2 2020 was Morgan Stanley, an estimated $11.3M added.
- The largest ProShares VIX Mid-Term Futures ETF seller in Q2 2020 was Susquehanna International Group, an estimated $2.43M sold.
Based on aggregated 13F filings for Q2 2020.