ProShares Short VIX Short-Term Futures ETF
SVXY
31 hedge funds and large institutions have $173M invested in ProShares Short VIX Short-Term Futures ETF in 2020 Q4 according to their latest regulatory filings, with 8 funds opening new positions, 8 increasing their positions, 9 reducing their positions, and 7 closing their positions.
100% more funds holding in top 10
Funds holding in top 10: 1 → 2 (+1)
78% more call options, than puts
Call options by funds: $245M | Put options by funds: $138M
67% more capital invested
Capital invested by funds: $104M → $173M (+$69.3M)
28.04% more ownership
Funds ownership: 56.48% → 84.52% (+28%)
14% more first-time investments, than exits
New positions opened: 8 | Existing positions closed: 7
3% more funds holding
Funds holding: 30 → 31 (+1)
11% less repeat investments, than reductions
Existing positions increased: 8 | Existing positions reduced: 9
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$35.3M |
| 2 |
GL
Gemsstock Ltd
London,
United Kingdom
|
+$21.7M |
| 3 |
Two Sigma Investments
New York
|
+$3.64M |
| 4 |
HKAM
Horizon Kinetics Asset Management
New York
|
+$3.61M |
| 5 |
UBS Group
Zurich,
Switzerland
|
+$444K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
IMC Chicago
Chicago,
Illinois
|
-$6.74M |
| 2 |
TRCT
Tower Research Capital (TRC)
New York
|
-$3.66M |
| 3 |
TCM
Tuttle Capital Management
Riverside,
Connecticut
|
-$3.22M |
| 4 |
GPCM
Granite Point Capital Management
Boston,
Massachusetts
|
-$1.42M |
| 5 |
N
Natixis
Paris,
France
|
-$1.04M |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
MAM
26
Meeder Asset Management
Dublin,
Ohio
| $8K | – | – | – |
|
|
TJHA
27
Thomas J. Herzfeld Advisors
Miami Beach,
Florida
| $5K | – | – | – |
|
28
Simplex Trading
Chicago,
Illinois
| $4K | – | – | – |
|
|
FDCDDQ
29
Federation des caisses Desjardins du Quebec
Levis,
Quebec, Canada
| $2.07K | – | – | – |
|
|
30
IMC Chicago
Chicago,
Illinois
| – | -$6.74M | -379,614 | Closed |
|
|
TCM
31
Tuttle Capital Management
Riverside,
Connecticut
| – | -$3.22M | -181,318 | Closed |
|
|
GPCM
32
Granite Point Capital Management
Boston,
Massachusetts
| – | -$1.42M | -80,000 | Closed |
|
|
HCM
33
Hilton Capital Management
Garden City,
New York
| – | -$625K | -35,220 | Closed |
|
|
HF
34
HRT Financial
New York
| – | -$244K | -13,780 | Closed |
|
|
RA
35
Rational Advisors
Huntington,
New York
| – | -$225K | -12,678 | Closed |
|
|
PVH
36
Psagot Value Holdings
Tel Aviv,
Israel
| – | -$88K | -4,960 | Closed |
|
37
Lazard Asset Management
New York
| – | +$39 | +2 | New |
|
SVXY Hedge Fund Activity: Q4 2020 in Review
31 of the 5,652 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q4 2020, worth a combined $173M — up 67% from $104M a quarter earlier.
Buyers outnumbered sellers: 8 funds opened new SVXY positions and 7 closed out — a net gain of 1 holder — while 8 added to existing stakes and 9 trimmed.
The largest buyer was Susquehanna International Group, adding an estimated $35.3M. The largest seller was IMC Chicago, exiting entirely with an estimated $6.74M sold.
- 31 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q4 2020, up from 30 in Q3 2020.
- Funds reported $173M of ProShares Short VIX Short-Term Futures ETF stock for Q4 2020, up 67% quarter-over-quarter.
- 8 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q4 2020 and 7 closed out, a net change of +1 holder.
- The largest ProShares Short VIX Short-Term Futures ETF buyer in Q4 2020 was Susquehanna International Group, an estimated $35.3M added.
- The largest ProShares Short VIX Short-Term Futures ETF seller in Q4 2020 was IMC Chicago, an estimated $6.74M sold.
Based on aggregated 13F filings for Q4 2020.