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ProShares Short VIX Short-Term Futures ETF

36 hedge funds and large institutions have $325M invested in ProShares Short VIX Short-Term Futures ETF in 2016 Q2 according to their latest regulatory filings, with 6 funds opening new positions, 10 increasing their positions, 12 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

100% more funds holding in top 10

Funds holding in top 10: 12 (+1)

25% more capital invested

Capital invested by funds: $260M → $325M (+$65M)

4.36% more ownership

Funds ownership: 47.91%52.26% (+4.4%)

16% less funds holding

Funds holding: 4336 (-7)

17% less repeat investments, than reductions

Existing positions increased: 10 | Existing positions reduced: 12

26% less call options, than puts

Call options by funds: $315M | Put options by funds: $424M

54% less first-time investments, than exits

New positions opened: 6 | Existing positions closed: 13

Holders
36
Holders Change
-7
Holders Change %
-16.28%
% of All Funds
0.96%
Holding in Top 10
2
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+100%
% of All Funds
0.05%
New
6
Increased
10
Reduced
12
Closed
13
Calls
$315M
Puts
$424M
Net Calls
-$109M
Net Calls Change
-$135M
Name Holding Trade Value Shares
Change
Change in
Stake
IA
26
IFP Advisors
Florida
$110K +$120K +2,223 +8,892%
UBS Group
27
UBS Group
Switzerland
$106K -$263K -4,855 -69%
NFG
28
Next Financial Group
Texas
$78K
KPCM
29
Kings Point Capital Management
New York
$40K
Morgan Stanley
30
Morgan Stanley
New York
$38K -$117K -2,156 -74%
CP
31
Corbenic Partners
Pennsylvania
$9K
CA
32
Commerzbank Aktiengesellschaft
Germany
$5.49K +$136K +2,518 +2%
BNP Paribas Financial Markets
33
BNP Paribas Financial Markets
France
$4.91K
GWS
34
Glassman Wealth Services
Virginia
$2K
AWE
35
Avidian Wealth Enterprises
Texas
$216 +$238K +4,400 New
Bessemer Group
36
Bessemer Group
New Jersey
-$16.6M -328,000 Closed
JC
37
JBF Capital
Colorado
-$10.8M -200,000 Closed
Simplex Trading
38
Simplex Trading
Illinois
-$2.54M -50,237 Closed
VP
39
Value Partners
Hong Kong
-$920K -18,200 Closed
CT
40
CMT Trading
Illinois
-$816K -16,147 Closed
IG
41
ING Group
Netherlands
-$722K -14,300 Closed
Legal & General Group
42
Legal & General Group
United Kingdom
-$690K -13,658 Closed
Walleye Trading
43
Walleye Trading
New York
-$631K -11,663 Closed
JT
44
Jump Trading
Illinois
-$455K -8,404 Closed
TRCT
45
Tower Research Capital (TRC)
New York
-$305K -6,038 Closed
Citadel Advisors
46
Citadel Advisors
Florida
-$228K -4,521 Closed
WAM
47
Wolverine Asset Management
Illinois
-$119K -2,200 Closed
AIG
48
American International Group
New York
-$8K -160 Closed

SVXY Hedge Fund Activity: Q2 2016 in Review

36 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q2 2016, worth a combined $325M — up 25% from $260M a quarter earlier.

Sellers outnumbered buyers: 13 funds closed out of SVXY and 6 opened new positions — a net loss of 7 holders — while 12 trimmed existing stakes and 10 added.

The largest buyer was Jane Street, adding an estimated $94.4M. The largest seller was SG Americas Securities, cutting an estimated $54.2M.

  • 36 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q2 2016, down from 43 in Q1 2016.
  • Funds reported $325M of ProShares Short VIX Short-Term Futures ETF stock for Q2 2016, up 25% quarter-over-quarter.
  • 6 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q2 2016 and 13 closed out, a net change of -7 holders.
  • The largest ProShares Short VIX Short-Term Futures ETF buyer in Q2 2016 was Jane Street, an estimated $94.4M added.
  • The largest ProShares Short VIX Short-Term Futures ETF seller in Q2 2016 was SG Americas Securities, an estimated $54.2M sold.

Based on aggregated 13F filings for Q2 2016.