ProShares Short VIX Short-Term Futures ETF
SVXY
30 hedge funds and large institutions have $161M invested in ProShares Short VIX Short-Term Futures ETF in 2014 Q4 according to their latest regulatory filings, with 13 funds opening new positions, 10 increasing their positions, 5 reducing their positions, and 4 closing their positions.
225% more first-time investments, than exits
New positions opened: 13 | Existing positions closed: 4
100% more funds holding in top 10
Funds holding in top 10: 1 → 2 (+1)
100% more repeat investments, than reductions
Existing positions increased: 10 | Existing positions reduced: 5
36% more funds holding
Funds holding: 22 → 30 (+8)
23% more capital invested
Capital invested by funds: $131M → $161M (+$29.7M)
11% less call options, than puts
Call options by funds: $201M | Put options by funds: $225M
24.22% less ownership
Funds ownership: 55.29% → 31.06% (-24%)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
+$42M |
| 2 |
VF
Virtu Financial
New York
|
+$15.7M |
| 3 |
WAM
Wolverine Asset Management
Chicago,
Illinois
|
+$9.81M |
| 4 |
DS
DRW Securities
Chicago,
Illinois
|
+$9.1M |
| 5 |
Goldman Sachs
New York
|
+$8.43M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$43.8M |
| 2 |
Barclays
London,
United Kingdom
|
-$2.46M |
| 3 |
PSW
Portfolio Strategies (Washington)
Tacoma,
Washington
|
-$2.09M |
| 4 |
Citigroup
New York
|
-$497K |
| 5 |
NFG
Next Financial Group
Houston,
Texas
|
-$360K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
AIG
26
American International Group
New York
| $4.89K | – | – | – |
|
|
GWS
27
Glassman Wealth Services
Vienna,
Virginia
| $3K | +$3.43K | +50 | New |
|
|
NFG
28
Next Financial Group
Houston,
Texas
| $2K | -$360K | -5,240 | -99% |
|
|
FMP
29
Financial Management Professionals
Austin,
Texas
| $2K | +$2.33K | +34 | New |
|
|
BRWA
30
B. Riley Wealth Advisors
Boca Raton,
Florida
| $2 | +$1.85K | +27 | New |
|
|
PSW
31
Portfolio Strategies (Washington)
Tacoma,
Washington
| – | -$2.09M | -27,922 | Closed |
|
|
32
Citigroup
New York
| – | -$497K | -6,636 | Closed |
|
|
BTS
33
BB&T Securities
Richmond,
Virginia
| – | -$240K | -3,500 | Closed |
|
|
IFWM
34
Institute for Wealth Management
Denver,
Colorado
| – | -$10K | -128 | Closed |
|
35
Parallax Volatility Advisers
San Francisco,
California
| – | +$69 | +1 | New |
|
SVXY Hedge Fund Activity: Q4 2014 in Review
30 of the 3,749 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q4 2014, worth a combined $161M — up 23% from $131M a quarter earlier.
Buyers outnumbered sellers: 13 funds opened new SVXY positions and 4 closed out — a net gain of 9 holders — while 10 added to existing stakes and 5 trimmed.
The largest buyer was Jane Street, adding an estimated $42M. The largest seller was Susquehanna International Group, cutting an estimated $43.8M.
- 30 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q4 2014, up from 22 in Q3 2014.
- Funds reported $161M of ProShares Short VIX Short-Term Futures ETF stock for Q4 2014, up 23% quarter-over-quarter.
- 13 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q4 2014 and 4 closed out, a net change of +9 holders.
- The largest ProShares Short VIX Short-Term Futures ETF buyer in Q4 2014 was Jane Street, an estimated $42M added.
- The largest ProShares Short VIX Short-Term Futures ETF seller in Q4 2014 was Susquehanna International Group, an estimated $43.8M sold.
Based on aggregated 13F filings for Q4 2014.