ProShares VIX Mid-Term Futures ETF
VIXM
10 hedge funds and large institutions have $50.1M invested in ProShares VIX Mid-Term Futures ETF in 2014 Q1 according to their latest regulatory filings, with 1 funds opening new positions, 4 increasing their positions, 5 reducing their positions, and 5 closing their positions.
1,630% more call options, than puts
Call options by funds: $865K | Put options by funds: $50K
34% more capital invested
Capital invested by funds: $37.3M → $50.1M (+$12.7M)
5.11% more ownership
Funds ownership: 16.55% → 21.66% (+5.1%)
20% less repeat investments, than reductions
Existing positions increased: 4 | Existing positions reduced: 5
29% less funds holding
Funds holding: 14 → 10 (-4)
80% less first-time investments, than exits
New positions opened: 1 | Existing positions closed: 5
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
+$13.9M |
| 2 |
VF
Virtu Financial
New York
|
+$2.59M |
| 3 |
CC
Curian Capital
Denver,
Colorado
|
+$364K |
| 4 |
Cambridge Investment Research Advisors
Fairfield,
Iowa
|
+$21.9K |
| 5 |
Envestnet Asset Management
Chicago,
Illinois
|
+$19.6K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$710K |
| 2 |
Jane Street
New York
|
-$623K |
| 3 |
Goldman Sachs
New York
|
-$298K |
| 4 |
FTUS
Flow Traders U.S.
New York
|
-$277K |
| 5 |
BF
BOK Financial
Tulsa,
Oklahoma
|
-$208K |
VIXM Hedge Fund Activity: Q1 2014 in Review
10 of the 3,475 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q1 2014, worth a combined $50.1M — up 34% from $37.3M a quarter earlier.
Sellers outnumbered buyers: 5 funds closed out of VIXM and 1 opened new positions — a net loss of 4 holders — while 5 trimmed existing stakes and 4 added.
The largest buyer was Morgan Stanley, adding an estimated $13.9M. The largest seller was Susquehanna International Group, exiting entirely with an estimated $710K sold.
- 10 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q1 2014, down from 14 in Q4 2013.
- Funds reported $50.1M of ProShares VIX Mid-Term Futures ETF stock for Q1 2014, up 34% quarter-over-quarter.
- 1 fund opened new ProShares VIX Mid-Term Futures ETF positions in Q1 2014 and 5 closed out, a net change of -4 holders.
- The largest ProShares VIX Mid-Term Futures ETF buyer in Q1 2014 was Morgan Stanley, an estimated $13.9M added.
- The largest ProShares VIX Mid-Term Futures ETF seller in Q1 2014 was Susquehanna International Group, an estimated $710K sold.
Based on aggregated 13F filings for Q1 2014.