ProShares VIX Mid-Term Futures ETF
VIXM
12 hedge funds and large institutions have $80.9M invested in ProShares VIX Mid-Term Futures ETF in 2020 Q3 according to their latest regulatory filings, with 5 funds opening new positions, 4 increasing their positions, 2 reducing their positions, and 0 closing their positions.
216% more call options, than puts
Call options by funds: $21.4M | Put options by funds: $6.78M
100% more repeat investments, than reductions
Existing positions increased: 4 | Existing positions reduced: 2
73% more capital invested
Capital invested by funds: $46.8M → $80.9M (+$34.1M)
71% more funds holding
Funds holding: 7 → 12 (+5)
0.85% less ownership
Funds ownership: 80.69% → 79.85% (-0.85%)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
+$27.8M |
| 2 |
FTUS
Flow Traders U.S.
New York
|
+$2.63M |
| 3 |
Wolverine Trading
Chicago,
Illinois
|
+$1M |
| 4 |
Simplex Trading
Chicago,
Illinois
|
+$876K |
| 5 |
AWM
AE Wealth Management
Topeka,
Kansas
|
+$454K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Citadel Advisors
Miami,
Florida
|
-$925K |
| 2 |
JP Morgan Chase
New York
|
-$120 |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
Morgan Stanley
New York
| $50.5M | +$27.8M | +696,439 | +128% |
|
2
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $21.8M | +$424K | +10,638 | +2% |
|
|
FTUS
3
Flow Traders U.S.
New York
| $3.06M | +$2.63M | +66,086 | +720% |
|
|
4
Citadel Advisors
Miami,
Florida
| $1.85M | -$925K | -23,217 | -34% |
|
|
5
Wolverine Trading
Chicago,
Illinois
| $1.02M | +$1M | +25,089 | New |
|
|
6
Simplex Trading
Chicago,
Illinois
| $893K | +$876K | +21,975 | New |
|
|
SC
7
Sepio Capital
Salt Lake City,
Utah
| $681K | +$170K | +4,255 | +34% |
|
|
AWM
8
AE Wealth Management
Topeka,
Kansas
| $464K | +$454K | +11,395 | New |
|
|
SS
9
Simplicity Solutions
Minneapolis,
Minnesota
| $464K | +$454K | +11,395 | New |
|
10
UBS Group
Zurich,
Switzerland
| $88K | +$86.1K | +2,161 | New |
|
|
11
JP Morgan Chase
New York
| $26K | -$120 | -3 | -0.5% |
|
12
BlackRock
New York
| $4K | – | – | – |
|
VIXM Hedge Fund Activity: Q3 2020 in Review
12 of the 4,956 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q3 2020, worth a combined $80.9M — up 73% from $46.8M a quarter earlier.
Buyers outnumbered sellers: 5 funds opened new VIXM positions and 0 closed out — a net gain of 5 holders — while 4 added to existing stakes and 2 trimmed.
The largest buyer was Morgan Stanley, adding an estimated $27.8M. The largest seller was Citadel Advisors, cutting an estimated $925K.
- 12 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q3 2020, up from 7 in Q2 2020.
- Funds reported $80.9M of ProShares VIX Mid-Term Futures ETF stock for Q3 2020, up 73% quarter-over-quarter.
- 5 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q3 2020 and 0 closed out, a net change of +5 holders.
- The largest ProShares VIX Mid-Term Futures ETF buyer in Q3 2020 was Morgan Stanley, an estimated $27.8M added.
- The largest ProShares VIX Mid-Term Futures ETF seller in Q3 2020 was Citadel Advisors, an estimated $925K sold.
Based on aggregated 13F filings for Q3 2020.