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ProShares VIX Mid-Term Futures ETF

13 hedge funds and large institutions have $33.2M invested in ProShares VIX Mid-Term Futures ETF in 2014 Q2 according to their latest regulatory filings, with 6 funds opening new positions, 3 increasing their positions, 3 reducing their positions, and 3 closing their positions.

New
Increased
Maintained
Reduced
Closed

100% more first-time investments, than exits

New positions opened: 6 | Existing positions closed: 3

30% more funds holding

Funds holding: 1013 (+3)

0% more repeat investments, than reductions

Existing positions increased: 3 | Existing positions reduced: 3

1.2% less ownership

Funds ownership: 21.66%20.45% (-1.2%)

34% less capital invested

Capital invested by funds: $50.1M → $33.2M (-$16.9M)

62% less call options, than puts

Call options by funds: $59K | Put options by funds: $155K

Holders
13
Holders Change
+3
Holders Change %
+30%
% of All Funds
0.37%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
6
Increased
3
Reduced
3
Closed
3
Calls
$59K
Puts
$155K
Net Calls
-$96K
Net Calls Change
-$911K

VIXM Hedge Fund Activity: Q2 2014 in Review

13 of the 3,479 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q2 2014, worth a combined $33.2M — down 34% from $50.1M a quarter earlier.

Buyers outnumbered sellers: 6 funds opened new VIXM positions and 3 closed out — a net gain of 3 holders — while 3 added to existing stakes and 3 trimmed.

The largest buyer was Jane Street, opening a new position worth an estimated $1.28M. The largest seller was Morgan Stanley, cutting an estimated $6.37M.

  • 13 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q2 2014, up from 10 in Q1 2014.
  • Funds reported $33.2M of ProShares VIX Mid-Term Futures ETF stock for Q2 2014, down 34% quarter-over-quarter.
  • 6 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q2 2014 and 3 closed out, a net change of +3 holders.
  • The largest ProShares VIX Mid-Term Futures ETF buyer in Q2 2014 was Jane Street, an estimated $1.28M added.
  • The largest ProShares VIX Mid-Term Futures ETF seller in Q2 2014 was Morgan Stanley, an estimated $6.37M sold.

Based on aggregated 13F filings for Q2 2014.