ProShares Short VIX Short-Term Futures ETF
SVXY
32 hedge funds and large institutions have $355M invested in ProShares Short VIX Short-Term Futures ETF in 2016 Q3 according to their latest regulatory filings, with 6 funds opening new positions, 3 increasing their positions, 17 reducing their positions, and 9 closing their positions.
50% more funds holding in top 10
Funds holding in top 10: 2 → 3 (+1)
17.5% more ownership
Funds ownership: 52.26% → 69.76% (+17%)
9% more capital invested
Capital invested by funds: $325M → $355M (+$29.8M)
11% less funds holding
Funds holding: 36 → 32 (-4)
26% less call options, than puts
Call options by funds: $474M | Put options by funds: $637M
33% less first-time investments, than exits
New positions opened: 6 | Existing positions closed: 9
82% less repeat investments, than reductions
Existing positions increased: 3 | Existing positions reduced: 17
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
OMC
Old Mission Capital
Chicago,
Illinois
|
+$3.35M |
| 2 |
Jane Street
New York
|
+$2.35M |
| 3 |
AIM
Ashford Investment Management
Dallas,
Texas
|
+$1.67M |
| 4 |
TRCT
Tower Research Capital (TRC)
New York
|
+$430K |
| 5 |
JT
Jump Trading
Chicago,
Illinois
|
+$395K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$35M |
| 2 |
FTUS
Flow Traders U.S.
New York
|
-$22.9M |
| 3 |
VF
Virtu Financial
New York
|
-$16.3M |
| 4 |
BCM
Bluefin Capital Management
New York
|
-$6.25M |
| 5 |
Parallax Volatility Advisers
San Francisco,
California
|
-$4.25M |
SVXY Hedge Fund Activity: Q3 2016 in Review
32 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q3 2016, worth a combined $355M — up 9.2% from $325M a quarter earlier.
Sellers outnumbered buyers: 9 funds closed out of SVXY and 6 opened new positions — a net loss of 3 holders — while 17 trimmed existing stakes and 3 added.
The largest buyer was Old Mission Capital, opening a new position worth an estimated $3.35M. The largest seller was Susquehanna International Group, cutting an estimated $35M.
- 32 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q3 2016, down from 36 in Q2 2016.
- Funds reported $355M of ProShares Short VIX Short-Term Futures ETF stock for Q3 2016, up 9.2% quarter-over-quarter.
- 6 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q3 2016 and 9 closed out, a net change of -3 holders.
- The largest ProShares Short VIX Short-Term Futures ETF buyer in Q3 2016 was Old Mission Capital, an estimated $3.35M added.
- The largest ProShares Short VIX Short-Term Futures ETF seller in Q3 2016 was Susquehanna International Group, an estimated $35M sold.
Based on aggregated 13F filings for Q3 2016.