ProShares VIX Mid-Term Futures ETF
VIXM
10 hedge funds and large institutions have $55.5M invested in ProShares VIX Mid-Term Futures ETF in 2020 Q4 according to their latest regulatory filings, with 3 funds opening new positions, 1 increasing their positions, 5 reducing their positions, and 5 closing their positions.
339% more call options, than puts
Call options by funds: $48M | Put options by funds: $10.9M
3.9% less ownership
Funds ownership: 79.85% → 75.94% (-3.9%)
17% less funds holding
Funds holding: 12 → 10 (-2)
31% less capital invested
Capital invested by funds: $80.9M → $55.5M (-$25.4M)
40% less first-time investments, than exits
New positions opened: 3 | Existing positions closed: 5
80% less repeat investments, than reductions
Existing positions increased: 1 | Existing positions reduced: 5
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
DA
Doliver Advisors
Houston,
Texas
|
+$327K |
| 2 |
GG
Gofen & Glossberg
Chicago,
Illinois
|
+$325K |
| 3 |
JP Morgan Chase
New York
|
+$25.3K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
-$12.4M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$2.01M |
| 3 |
Citadel Advisors
Miami,
Florida
|
-$1.73M |
| 4 |
Simplex Trading
Chicago,
Illinois
|
-$893K |
| 5 |
FTUS
Flow Traders U.S.
New York
|
-$648K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
Morgan Stanley
New York
| $33.6M | -$12.4M | -326,044 | -26% |
|
|
2
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $17.7M | -$2.01M | -52,973 | -10% |
|
|
FTUS
3
Flow Traders U.S.
New York
| $2.13M | -$648K | -17,080 | -23% |
|
4
Wolverine Trading
Chicago,
Illinois
| $720K | -$206K | -5,415 | -22% |
|
|
SC
5
Sepio Capital
Salt Lake City,
Utah
| $587K | -$28.2K | -744 | -4% |
|
|
DA
6
Doliver Advisors
Houston,
Texas
| $316K | +$327K | +8,617 | New |
|
|
GG
7
Gofen & Glossberg
Chicago,
Illinois
| $314K | +$325K | +8,558 | New |
|
|
8
JP Morgan Chase
New York
| $47K | +$25.3K | +666 | +107% |
|
9
BlackRock
New York
| $3K | – | – | – |
|
|
OIM
10
Oder Investment Management
Woodland Hills,
California
| $1K | +$1.4K | +37 | New |
|
|
11
Citadel Advisors
Miami,
Florida
| – | -$1.73M | -45,608 | Closed |
|
|
12
Simplex Trading
Chicago,
Illinois
| – | -$893K | -21,975 | Closed |
|
|
AWM
13
AE Wealth Management
Topeka,
Kansas
| – | -$464K | -11,395 | Closed |
|
|
SS
14
Simplicity Solutions
Minneapolis,
Minnesota
| – | -$464K | -11,395 | Closed |
|
15
UBS Group
Zurich,
Switzerland
| – | -$88K | -2,161 | Closed |
|
VIXM Hedge Fund Activity: Q4 2020 in Review
10 of the 5,651 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q4 2020, worth a combined $55.5M — down 31% from $80.9M a quarter earlier.
Sellers outnumbered buyers: 5 funds closed out of VIXM and 3 opened new positions — a net loss of 2 holders — while 5 trimmed existing stakes and 1 added.
The largest buyer was Doliver Advisors, opening a new position worth an estimated $327K. The largest seller was Morgan Stanley, cutting an estimated $12.4M.
- 10 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q4 2020, down from 12 in Q3 2020.
- Funds reported $55.5M of ProShares VIX Mid-Term Futures ETF stock for Q4 2020, down 31% quarter-over-quarter.
- 3 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q4 2020 and 5 closed out, a net change of -2 holders.
- The largest ProShares VIX Mid-Term Futures ETF buyer in Q4 2020 was Doliver Advisors, an estimated $327K added.
- The largest ProShares VIX Mid-Term Futures ETF seller in Q4 2020 was Morgan Stanley, an estimated $12.4M sold.
Based on aggregated 13F filings for Q4 2020.