ProShares Short VIX Short-Term Futures ETF
SVXY
31 hedge funds and large institutions have $153M invested in ProShares Short VIX Short-Term Futures ETF in 2019 Q4 according to their latest regulatory filings, with 6 funds opening new positions, 6 increasing their positions, 17 reducing their positions, and 11 closing their positions.
234% more call options, than puts
Call options by funds: $431M | Put options by funds: $129M
14% less funds holding
Funds holding: 36 → 31 (-5)
38% less capital invested
Capital invested by funds: $246M → $153M (-$92.9M)
39.3% less ownership
Funds ownership: 148.29% → 108.98% (-39%)
45% less first-time investments, than exits
New positions opened: 6 | Existing positions closed: 11
60% less funds holding in top 10
Funds holding in top 10: 5 → 2 (-3)
65% less repeat investments, than reductions
Existing positions increased: 6 | Existing positions reduced: 17
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
MCM
Moore Capital Management
New York
|
+$14.9M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$13.3M |
| 3 |
UBS Group
Zurich,
Switzerland
|
+$9M |
| 4 |
Morgan Stanley
New York
|
+$3.5M |
| 5 |
Millennium Management
New York
|
+$280K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
II
Ibex Investors
Denver,
Colorado
|
-$82.1M |
| 2 |
IMC Chicago
Chicago,
Illinois
|
-$25.4M |
| 3 |
VF
Virtu Financial
New York
|
-$11.7M |
| 4 |
LP
LMR Partners
London,
United Kingdom
|
-$9.49M |
| 5 |
TI
Tidal Investments
Milwaukee,
Wisconsin
|
-$8.5M |
SVXY Hedge Fund Activity: Q4 2019 in Review
31 of the 5,076 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q4 2019, worth a combined $153M — down 38% from $246M a quarter earlier.
Sellers outnumbered buyers: 11 funds closed out of SVXY and 6 opened new positions — a net loss of 5 holders — while 17 trimmed existing stakes and 6 added.
The largest buyer was Moore Capital Management, opening a new position worth an estimated $14.9M. The largest seller was Ibex Investors, exiting entirely with an estimated $82.1M sold.
- 31 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q4 2019, down from 36 in Q3 2019.
- Funds reported $153M of ProShares Short VIX Short-Term Futures ETF stock for Q4 2019, down 38% quarter-over-quarter.
- 6 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q4 2019 and 11 closed out, a net change of -5 holders.
- The largest ProShares Short VIX Short-Term Futures ETF buyer in Q4 2019 was Moore Capital Management, an estimated $14.9M added.
- The largest ProShares Short VIX Short-Term Futures ETF seller in Q4 2019 was Ibex Investors, an estimated $82.1M sold.
Based on aggregated 13F filings for Q4 2019.