ProShares Short VIX Short-Term Futures ETF
SVXY
30 hedge funds and large institutions have $380M invested in ProShares Short VIX Short-Term Futures ETF in 2017 Q1 according to their latest regulatory filings, with 5 funds opening new positions, 7 increasing their positions, 11 reducing their positions, and 7 closing their positions.
144% more capital invested
Capital invested by funds: $156M → $380M (+$224M)
9.49% more ownership
Funds ownership: 68.62% → 78.1% (+9.5%)
6% less funds holding
Funds holding: 32 → 30 (-2)
23% less call options, than puts
Call options by funds: $1.04B | Put options by funds: $1.36B
29% less first-time investments, than exits
New positions opened: 5 | Existing positions closed: 7
36% less repeat investments, than reductions
Existing positions increased: 7 | Existing positions reduced: 11
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
+$79.2M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$55.3M |
| 3 |
Morgan Stanley
New York
|
+$21.1M |
| 4 |
Parallax Volatility Advisers
San Francisco,
California
|
+$14.5M |
| 5 |
CG
Cutler Group
San Francisco,
California
|
+$9.09M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
CS
Credit Suisse
Zurich,
Switzerland
|
-$49.6M |
| 2 |
SG Americas Securities
New York
|
-$12.4M |
| 3 |
HT
HAP Trading
New York
|
-$3.59M |
| 4 |
Citadel Advisors
Miami,
Florida
|
-$3.32M |
| 5 |
Nomura Holdings
Tokyo,
Japan
|
-$2.12M |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
26
UBS Group
Zurich,
Switzerland
| $106K | -$333K | -2,683 | -78% |
|
|
KPCM
27
Kings Point Capital Management
Great Neck,
New York
| $17K | – | – | – |
|
|
SA
28
SpiderRock Advisors
Wilimington,
Delaware
| $17K | – | – | – |
|
29
BNP Paribas Financial Markets
Paris,
France
| $14.1K | – | – | – |
|
|
GWS
30
Glassman Wealth Services
Vienna,
Virginia
| $7K | – | – | – |
|
|
CP
31
Corbenic Partners
Bethlehem,
Pennsylvania
| $3K | – | – | – |
|
|
HT
32
HAP Trading
New York
| – | -$3.59M | -29,000 | Closed |
|
|
33
Citadel Advisors
Miami,
Florida
| – | -$3.32M | -26,822 | Closed |
|
|
34
Nomura Holdings
Tokyo,
Japan
| – | -$2.12M | -23,296 | Closed |
|
|
PSW
35
Portfolio Strategies (Washington)
Tacoma,
Washington
| – | -$1.1M | -12,105 | Closed |
|
|
VKH
36
Virtu KCG Holdings
New York
| – | -$596K | -6,556 | Closed |
|
37
Walleye Trading
New York
| – | -$558K | -4,504 | Closed |
|
38
Barclays
London,
United Kingdom
| – | -$131K | -1,056 | Closed |
|
SVXY Hedge Fund Activity: Q1 2017 in Review
30 of the 4,018 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q1 2017, worth a combined $380M — up 144% from $156M a quarter earlier.
Sellers outnumbered buyers: 7 funds closed out of SVXY and 5 opened new positions — a net loss of 2 holders — while 11 trimmed existing stakes and 7 added.
The largest buyer was Jane Street, adding an estimated $79.2M. The largest seller was Credit Suisse, cutting an estimated $49.6M.
- 30 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q1 2017, down from 32 in Q4 2016.
- Funds reported $380M of ProShares Short VIX Short-Term Futures ETF stock for Q1 2017, up 144% quarter-over-quarter.
- 5 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q1 2017 and 7 closed out, a net change of -2 holders.
- The largest ProShares Short VIX Short-Term Futures ETF buyer in Q1 2017 was Jane Street, an estimated $79.2M added.
- The largest ProShares Short VIX Short-Term Futures ETF seller in Q1 2017 was Credit Suisse, an estimated $49.6M sold.
Based on aggregated 13F filings for Q1 2017.