The flash crash on May 6 that transfixed investors — and has been the source of finger-pointing ever since — may not have originated in the canyons of Wall Street or a hedge fund manager’s European lair.

How about Kansas?

Futures trades by Waddell & Reed, a conservative 70-year-old mutual fund based in Overland Park, Kan., have been linked to the plunge, during which the Dow dropped hundreds of points in a matter of minutes. The company was identified in a Chicago Mercantile Exchange document, according to Reuters.

In a statement, Waddell & Reed said it was among the firms that traded the stock index futures contract suspected of being a crucial link in the cascade of events leading up to the plunge that began shortly after 2:30 p.m.

“On May 6, as on many trading days, Waddell & Reed executed several trading strategies, including index futures contracts, as part of the normal operation of our flexible portfolio funds,” the firm said. “Like many market participants, Waddell & Reed was affected negatively by the market activity of May 6.”