ProShares VIX Mid-Term Futures ETF
VIXM
11 hedge funds and large institutions have $16.5M invested in ProShares VIX Mid-Term Futures ETF in 2014 Q4 according to their latest regulatory filings, with 4 funds opening new positions, 3 increasing their positions, 3 reducing their positions, and 5 closing their positions.
6,349% more call options, than puts
Call options by funds: $28M | Put options by funds: $434K
35.36% more ownership
Funds ownership: 20.7% → 56.06% (+35%)
0% more repeat investments, than reductions
Existing positions increased: 3 | Existing positions reduced: 3
15% less funds holding
Funds holding: 13 → 11 (-2)
20% less first-time investments, than exits
New positions opened: 4 | Existing positions closed: 5
56% less capital invested
Capital invested by funds: $37.7M → $16.5M (-$21.1M)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
FTUS
Flow Traders U.S.
New York
|
+$1.39M |
| 2 |
Jane Street
New York
|
+$491K |
| 3 |
DADC
D.A. Davidson & Co
Great Falls,
Montana
|
+$375K |
| 4 |
WA
WFG Advisors
Dallas,
Texas
|
+$11.1K |
| 5 |
TFA
Transamerica Financial Advisors
St. Petersburg,
Florida
|
+$63 |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
-$18.8M |
| 2 |
VF
Virtu Financial
New York
|
-$3.32M |
| 3 |
CC
Curian Capital
Denver,
Colorado
|
-$780K |
| 4 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$275K |
| 5 |
AIG
American International Group
New York
|
-$105K |
VIXM Hedge Fund Activity: Q4 2014 in Review
11 of the 3,765 institutional investors tracked by Wall St. Rank reported a position in ProShares VIX Mid-Term Futures ETF (VIXM) for Q4 2014, worth a combined $16.5M — down 56% from $37.7M a quarter earlier.
Sellers outnumbered buyers: 5 funds closed out of VIXM and 4 opened new positions — a net loss of 1 holder — while 3 trimmed existing stakes and 3 added.
The largest buyer was Flow Traders U.S., adding an estimated $1.39M. The largest seller was Morgan Stanley, cutting an estimated $18.8M.
- 11 institutional investors held ProShares VIX Mid-Term Futures ETF (VIXM) as of Q4 2014, down from 13 in Q3 2014.
- Funds reported $16.5M of ProShares VIX Mid-Term Futures ETF stock for Q4 2014, down 56% quarter-over-quarter.
- 4 funds opened new ProShares VIX Mid-Term Futures ETF positions in Q4 2014 and 5 closed out, a net change of -1 holder.
- The largest ProShares VIX Mid-Term Futures ETF buyer in Q4 2014 was Flow Traders U.S., an estimated $1.39M added.
- The largest ProShares VIX Mid-Term Futures ETF seller in Q4 2014 was Morgan Stanley, an estimated $18.8M sold.
Based on aggregated 13F filings for Q4 2014.