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ProShares VIX Mid-Term Futures ETF

13 hedge funds and large institutions have $37.7M invested in ProShares VIX Mid-Term Futures ETF in 2014 Q3 according to their latest regulatory filings, with 3 funds opening new positions, 6 increasing their positions, 4 reducing their positions, and 3 closing their positions.

New
Increased
Maintained
Reduced
Closed

50% more repeat investments, than reductions

Existing positions increased: 6 | Existing positions reduced: 4

13% more capital invested

Capital invested by funds: $33.2M → $37.7M (+$4.47M)

0.25% more ownership

Funds ownership: 20.45%20.7% (+0.25%)

0% more funds holding

Funds holding: 1313 (0)

0% more first-time investments, than exits

New positions opened: 3 | Existing positions closed: 3

Holders
13
Holders Change
Holders Change %
0%
% of All Funds
0.38%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
3
Increased
6
Reduced
4
Closed
3
Calls
$57K
Puts
Net Calls
+$57K
Net Calls Change
+$153K
Name Holding Trade Value Shares
Change
Change in
Stake
Morgan Stanley
1
Morgan Stanley
New York
$27.2M +$329K +5,422 +1%
Jane Street
2
Jane Street
New York
$3.82M +$2.5M +41,208 +222%
VF
3
Virtu Financial
New York
$3.32M +$352K +5,791 +13%
CC
4
Curian Capital
Colorado
$1.82M -$261K -4,302 -13%
DADC
5
D.A. Davidson & Co
Montana
$403K +$384K +6,315 New
FTUS
6
Flow Traders U.S.
New York
$394K +$96.4K +1,588 +35%
LPL Financial
7
LPL Financial
California
$300K +$98.4K +1,620 +55%
Susquehanna International Group
8
Susquehanna International Group
Pennsylvania
$277K -$92.9K -1,529 -26%
AIG
9
American International Group
New York
$105K +$100K +1,651 New
U
10
UBS
Switzerland
$31K -$6.8K -112 -19%
TCM
11
Tradewinds Capital Management
Washington
$6K +$1.52K +25 +33%
IFWM
12
Institute for Wealth Management
Colorado
$2K -$2.37K -39 -61%
TFA
13
Transamerica Financial Advisors
Florida
$1K -$607 -10 Closed
Nomura Holdings
14
Nomura Holdings
Japan
-$266K -4,242 Closed
Fifth Third Bancorp
15
Fifth Third Bancorp
Ohio
-$15K -242 Closed
Bank of America
16
Bank of America
North Carolina
+$304 +5 New

VIXM Hedge Fund Activity: Q3 2014 in Review

13 of the 3,446 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q3 2014, worth a combined $37.7M — up 13% from $33.2M a quarter earlier.

Fund positioning in VIXM was balanced in Q3 2014: 3 funds opened new positions, 3 closed out, 6 added to existing stakes and 4 trimmed.

The largest buyer was Jane Street, adding an estimated $2.5M. The largest seller was Nomura Holdings, exiting entirely with an estimated $266K sold.

  • 13 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q3 2014, unchanged from Q2 2014.
  • Funds reported $37.7M of ProShares VIX Mid-Term Futures ETF stock for Q3 2014, up 13% quarter-over-quarter.
  • 3 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q3 2014 and 3 closed out, a net change of 0 holders.
  • The largest ProShares VIX Mid-Term Futures ETF buyer in Q3 2014 was Jane Street, an estimated $2.5M added.
  • The largest ProShares VIX Mid-Term Futures ETF seller in Q3 2014 was Nomura Holdings, an estimated $266K sold.

Based on aggregated 13F filings for Q3 2014.