ProShares Short VIX Short-Term Futures ETF
SVXY
37 hedge funds and large institutions have $170M invested in ProShares Short VIX Short-Term Futures ETF in 2015 Q3 according to their latest regulatory filings, with 21 funds opening new positions, 7 increasing their positions, 6 reducing their positions, and 7 closing their positions.
274% more capital invested
Capital invested by funds: $45.5M → $170M (+$125M)
200% more first-time investments, than exits
New positions opened: 21 | Existing positions closed: 7
100% more funds holding in top 10
Funds holding in top 10: 2 → 4 (+2)
61% more funds holding
Funds holding: 23 → 37 (+14)
17% more repeat investments, than reductions
Existing positions increased: 7 | Existing positions reduced: 6
2.81% less ownership
Funds ownership: 29.56% → 26.75% (-2.8%)
22% less call options, than puts
Call options by funds: $154M | Put options by funds: $197M
Top Buyers
| 1 |
Jane Street
New York
|
+$135M |
| 2 |
VF
Virtu Financial
New York
|
+$45.7M |
| 3 |
FTUS
Flow Traders U.S.
New York
|
+$14.5M |
| 4 |
JC
JBF Capital
Aspen,
Colorado
|
+$12.4M |
| 5 |
Nomura Holdings
Tokyo,
Japan
|
+$6.3M |
Top Sellers
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$15.9M |
| 2 |
ICM
Ionic Capital Management
New York
|
-$2.91M |
| 3 |
CT
CMT Trading
Chicago,
Illinois
|
-$1.05M |
| 4 |
WAM
Wolverine Asset Management
Chicago,
Illinois
|
-$825K |
| 5 |
Citadel Advisors
Miami,
Florida
|
-$803K |
SVXY Hedge Fund Activity: Q3 2015 in Review
37 of the 3,582 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q3 2015, worth a combined $170M — up 274% from $45.5M a quarter earlier.
Buyers outnumbered sellers: 21 funds opened new SVXY positions and 7 closed out — a net gain of 14 holders — while 7 added to existing stakes and 6 trimmed.
The largest buyer was Jane Street, adding an estimated $135M. The largest seller was Susquehanna International Group, exiting entirely with an estimated $15.9M sold.
- 37 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q3 2015, up from 23 in Q2 2015.
- Funds reported $170M of ProShares Short VIX Short-Term Futures ETF stock for Q3 2015, up 274% quarter-over-quarter.
- 21 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q3 2015 and 7 closed out, a net change of +14 holders.
- The largest ProShares Short VIX Short-Term Futures ETF buyer in Q3 2015 was Jane Street, an estimated $135M added.
- The largest ProShares Short VIX Short-Term Futures ETF seller in Q3 2015 was Susquehanna International Group, an estimated $15.9M sold.
Based on aggregated 13F filings for Q3 2015.