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ProShares Short VIX Short-Term Futures ETF

39 hedge funds and large institutions have $125M invested in ProShares Short VIX Short-Term Futures ETF in 2018 Q4 according to their latest regulatory filings, with 12 funds opening new positions, 8 increasing their positions, 14 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

248% more call options, than puts

Call options by funds: $391M | Put options by funds: $112M

0% more funds holding in top 10

Funds holding in top 10: 22 (0)

8% less first-time investments, than exits

New positions opened: 12 | Existing positions closed: 13

3% less funds holding

Funds holding: 4039 (-1)

34.78% less ownership

Funds ownership: 107.69%72.91% (-35%)

41% less capital invested

Capital invested by funds: $211M → $125M (-$85.7M)

43% less repeat investments, than reductions

Existing positions increased: 8 | Existing positions reduced: 14

Holders
39
Holders Change
-1
Holders Change %
-2.5%
% of All Funds
0.87%
Holding in Top 10
2
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.04%
New
12
Increased
8
Reduced
14
Closed
13
Calls
$391M
Puts
$112M
Net Calls
+$279M
Net Calls Change
-$25M
Name Holding Trade Value Shares
Change
Change in
Stake
BNP Paribas Financial Markets
26
BNP Paribas Financial Markets
France
$355K -$82.6K -3,360 -17%
Wolverine Trading
27
Wolverine Trading
Illinois
$329K +$47.7K +1,942 +14%
JP Morgan Chase
28
JP Morgan Chase
New York
$313K -$123K -5,002 -25%
HF
29
HRT Financial
New York
$285K +$332K +13,518 New
Royal Bank of Canada
30
Royal Bank of Canada
Ontario, Canada
$257K +$174K +7,088 +139%
SM
31
SG3 Management
Puerto Rico
$212K +$246K +10,000 New
CG
32
Cutler Group
California
$142K +$155K +6,290 +1,398%
SMFS
33
Squar Milner Financial Services
California
$63K +$72.7K +2,960 New
BI
34
Bramshill Investments
Florida
$21K +$24K +976 New
LTFS
35
Ladenburg Thalmann Financial Services
Florida
$16K -$61.4K -2,500 -77%
LFG
36
Larson Financial Group
Missouri
$9K +$10.8K +440 New
TJHA
37
Thomas J. Herzfeld Advisors
Florida
$8K -$2.46K -100 -20%
FDCDDQ
38
Federation des caisses Desjardins du Quebec
Quebec, Canada
$2.12K
CFA
39
Carroll Financial Associates
North Carolina
$2K
Mackenzie Financial
40
Mackenzie Financial
Ontario, Canada
-$7.8M -263,898 Closed
BFM
41
Boothbay Fund Management
New York
-$7.39M -250,016 Closed
RC
42
RBF Capital
California
-$4M -135,312 Closed
VF
43
Virtu Financial
New York
-$2.51M -85,040 Closed
Citadel Advisors
44
Citadel Advisors
Florida
-$1.14M -46,510 Closed
AC
45
AWH Capital
Texas
-$660K -22,350 Closed
ICM
46
Ionic Capital Management
New York
-$430K -14,552 Closed
SAM
47
Selway Asset Management
-$275K -9,300 Closed
Walleye Trading
48
Walleye Trading
New York
-$138K -5,600 Closed
BRC
49
Bell Rock Capital
Delaware
-$118K -4,000 Closed
EWM
50
Edge Wealth Management
New York
-$59K -2,000 Closed

SVXY Hedge Fund Activity: Q4 2018 in Review

39 of the 4,489 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q4 2018, worth a combined $125M — down 41% from $211M a quarter earlier.

Sellers outnumbered buyers: 13 funds closed out of SVXY and 12 opened new positions — a net loss of 1 holder — while 14 trimmed existing stakes and 8 added.

The largest buyer was Susquehanna International Group, adding an estimated $25.5M. The largest seller was Goldman Sachs, cutting an estimated $20.2M.

  • 39 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q4 2018, down from 40 in Q3 2018.
  • Funds reported $125M of ProShares Short VIX Short-Term Futures ETF stock for Q4 2018, down 41% quarter-over-quarter.
  • 12 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q4 2018 and 13 closed out, a net change of -1 holder.
  • The largest ProShares Short VIX Short-Term Futures ETF buyer in Q4 2018 was Susquehanna International Group, an estimated $25.5M added.
  • The largest ProShares Short VIX Short-Term Futures ETF seller in Q4 2018 was Goldman Sachs, an estimated $20.2M sold.

Based on aggregated 13F filings for Q4 2018.