ProShares Short VIX Short-Term Futures ETF
SVXY
49 hedge funds and large institutions have $269M invested in ProShares Short VIX Short-Term Futures ETF in 2020 Q1 according to their latest regulatory filings, with 26 funds opening new positions, 15 increasing their positions, 6 reducing their positions, and 8 closing their positions.
240% more call options, than puts
Call options by funds: $153M | Put options by funds: $45M
225% more first-time investments, than exits
New positions opened: 26 | Existing positions closed: 8
150% more funds holding in top 10
Funds holding in top 10: 2 → 5 (+3)
150% more repeat investments, than reductions
Existing positions increased: 15 | Existing positions reduced: 6
76% more capital invested
Capital invested by funds: $153M → $269M (+$116M)
58% more funds holding
Funds holding: 31 → 49 (+18)
41.65% less ownership
Funds ownership: 108.98% → 67.33% (-42%)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Wolverine Trading
Chicago,
Illinois
|
+$202M |
| 2 |
HKAM
Horizon Kinetics Asset Management
New York
|
+$65.9M |
| 3 |
Neuberger Berman Group
New York
|
+$37.4M |
| 4 |
IMC Chicago
Chicago,
Illinois
|
+$24.3M |
| 5 |
NAM
Nexpoint Asset Management
Dallas,
Texas
|
+$20.2M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
-$19.7M |
| 2 |
MCM
Moore Capital Management
New York
|
-$16.3M |
| 3 |
UBS Group
Zurich,
Switzerland
|
-$11M |
| 4 |
TRCT
Tower Research Capital (TRC)
New York
|
-$7.7M |
| 5 |
GL
Gemsstock Ltd
London,
United Kingdom
|
-$7M |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
GL
51
Gemsstock Ltd
London,
United Kingdom
| – | -$7M | -214,600 | Closed |
|
52
Goldman Sachs
New York
| – | -$700K | -21,484 | Closed |
|
53
Walleye Trading
New York
| – | -$263K | -9,634 | Closed |
|
54
Millennium Management
New York
| – | -$307K | -9,400 | Closed |
|
55
Parallax Volatility Advisers
San Francisco,
California
| – | -$115K | -3,518 | Closed |
|
|
CFA
56
Carroll Financial Associates
Charlotte,
North Carolina
| – | -$8K | -260 | Closed |
|
|
JPLA
57
Joseph P. Lucia & Associates
Yorktown Heights,
New York
| – | +$600 | +22 | New |
|
SVXY Hedge Fund Activity: Q1 2020 in Review
49 of the 4,539 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q1 2020, worth a combined $269M — up 76% from $153M a quarter earlier.
Buyers outnumbered sellers: 26 funds opened new SVXY positions and 8 closed out — a net gain of 18 holders — while 15 added to existing stakes and 6 trimmed.
The largest buyer was Wolverine Trading, adding an estimated $202M. The largest seller was Morgan Stanley, cutting an estimated $19.7M.
- 49 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q1 2020, up from 31 in Q4 2019.
- Funds reported $269M of ProShares Short VIX Short-Term Futures ETF stock for Q1 2020, up 76% quarter-over-quarter.
- 26 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q1 2020 and 8 closed out, a net change of +18 holders.
- The largest ProShares Short VIX Short-Term Futures ETF buyer in Q1 2020 was Wolverine Trading, an estimated $202M added.
- The largest ProShares Short VIX Short-Term Futures ETF seller in Q1 2020 was Morgan Stanley, an estimated $19.7M sold.
Based on aggregated 13F filings for Q1 2020.