ProShares Short VIX Short-Term Futures ETF
SVXY
40 hedge funds and large institutions have $211M invested in ProShares Short VIX Short-Term Futures ETF in 2018 Q3 according to their latest regulatory filings, with 4 funds opening new positions, 12 increasing their positions, 18 reducing their positions, and 18 closing their positions.
159% more call options, than puts
Call options by funds: $495M | Put options by funds: $191M
100% more funds holding in top 10
Funds holding in top 10: 1 → 2 (+1)
86.27% more ownership
Funds ownership: 21.41% → 107.69% (+86%)
6% less capital invested
Capital invested by funds: $225M → $211M (-$14.2M)
26% less funds holding
Funds holding: 54 → 40 (-14)
33% less repeat investments, than reductions
Existing positions increased: 12 | Existing positions reduced: 18
78% less first-time investments, than exits
New positions opened: 4 | Existing positions closed: 18
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
FTUS
Flow Traders U.S.
New York
|
+$2.56M |
| 2 |
TRCT
Tower Research Capital (TRC)
New York
|
+$2.56M |
| 3 |
Citigroup
New York
|
+$1.84M |
| 4 |
UBS Group
Zurich,
Switzerland
|
+$1.8M |
| 5 |
Nomura Holdings
Tokyo,
Japan
|
+$1.19M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Citadel Advisors
Miami,
Florida
|
-$25.6M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$13.4M |
| 3 |
Morgan Stanley
New York
|
-$4.23M |
| 4 |
Balyasny Asset Management
Chicago,
Illinois
|
-$2.54M |
| 5 |
TM
Thiel Macro
Los Angeles,
California
|
-$2.54M |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
51
Commonwealth Equity Services
Waltham,
Massachusetts
| – | -$168K | -6,614 | Closed |
|
|
GP
52
Geneva Partners
Lake Geneva,
Wisconsin
| – | -$165K | -6,500 | Closed |
|
|
HI
53
Hudock Inc
Williamsport,
Pennsylvania
| – | -$31K | -1,250 | Closed |
|
|
BI
54
Bramshill Investments
Naples,
Florida
| – | -$29K | -1,127 | Closed |
|
|
BCA
55
Bay Colony Advisors
Concord,
Massachusetts
| – | -$9K | -350 | Closed |
|
56
Bank of America
Charlotte,
North Carolina
| – | -$6K | -250 | Closed |
|
SVXY Hedge Fund Activity: Q3 2018 in Review
40 of the 4,375 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q3 2018, worth a combined $211M — down 6.3% from $225M a quarter earlier.
Sellers outnumbered buyers: 18 funds closed out of SVXY and 4 opened new positions — a net loss of 14 holders — while 18 trimmed existing stakes and 12 added.
The largest buyer was Flow Traders U.S., adding an estimated $2.56M. The largest seller was Citadel Advisors, cutting an estimated $25.6M.
- 40 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q3 2018, down from 54 in Q2 2018.
- Funds reported $211M of ProShares Short VIX Short-Term Futures ETF stock for Q3 2018, down 6.3% quarter-over-quarter.
- 4 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q3 2018 and 18 closed out, a net change of -14 holders.
- The largest ProShares Short VIX Short-Term Futures ETF buyer in Q3 2018 was Flow Traders U.S., an estimated $2.56M added.
- The largest ProShares Short VIX Short-Term Futures ETF seller in Q3 2018 was Citadel Advisors, an estimated $25.6M sold.
Based on aggregated 13F filings for Q3 2018.