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ProShares Short VIX Short-Term Futures ETF

21 hedge funds and large institutions have $79.9M invested in ProShares Short VIX Short-Term Futures ETF in 2013 Q4 according to their latest regulatory filings, with 10 funds opening new positions, 5 increasing their positions, 6 reducing their positions, and 1 closing their positions.

New
Increased
Maintained
Reduced
Closed

900% more first-time investments, than exits

New positions opened: 10 | Existing positions closed: 1

78% more capital invested

Capital invested by funds: $44.9M → $79.9M (+$35M)

75% more funds holding

Funds holding: 1221 (+9)

1% more call options, than puts

Call options by funds: $227M | Put options by funds: $225M

0% more funds holding in top 10

Funds holding in top 10: 11 (0)

17% less repeat investments, than reductions

Existing positions increased: 5 | Existing positions reduced: 6

19.81% less ownership

Funds ownership: 134.67%114.85% (-20%)

Holders
21
Holders Change
+9
Holders Change %
+75%
% of All Funds
0.61%
Holding in Top 10
1
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.03%
New
10
Increased
5
Reduced
6
Closed
1
Calls
$227M
Puts
$225M
Net Calls
+$2.15M
Net Calls Change
-$7.62M
Name Holding Trade Value Shares
Change
Change in
Stake
Susquehanna International Group
1
Susquehanna International Group
Pennsylvania
$38.4M +$16.2M +270,784 +91%
ST
2
Scout Trading
New York
$6.65M +$5.88M +98,512 New
Bessemer Group
3
Bessemer Group
New Jersey
$5.4M +$4.77M +80,000 New
VF
4
Virtu Financial
New York
$4.33M -$6.08M -101,892 -61%
CC
5
Curian Capital
Colorado
$4.29M +$8K +134 +0.2%
Morgan Stanley
6
Morgan Stanley
New York
$4.2M +$2.88M +48,328 +346%
Jane Street
7
Jane Street
New York
$3.76M +$3.06M +51,346 +1,167%
DS
8
DRW Securities
Illinois
$2.5M -$296K -4,968 -12%
WAM
9
Wolverine Asset Management
Illinois
$2.36M -$4.85M -81,252 -70%
LPL Financial
10
LPL Financial
California
$1.96M -$669K -11,218 -28%
SMM
11
Stadion Money Management
Georgia
$1.35M +$2.39M +40,000 New
Barclays
12
Barclays
United Kingdom
$1.21M +$1.08M +18,084 New
IFWM
13
Institute for Wealth Management
Colorado
$1.18M -$1.27M -21,292 -55%
FTUS
14
Flow Traders U.S.
New York
$938K +$830K +13,904 New
Envestnet Asset Management
15
Envestnet Asset Management
Illinois
$561K -$228K -3,812 -31%
Bank of America
16
Bank of America
North Carolina
$240K +$212K +3,554 New
VKH
17
Virtu KCG Holdings
New York
$229K +$203K +3,394 New
RIA
18
Regal Investment Advisors
Michigan
$146K +$258K +4,324 New
U
19
UBS
Switzerland
$93K +$81.9K +1,372 New
KPCM
20
Kings Point Capital Management
New York
$40K +$11.9K +200 +50%
PFG
21
Piershale Financial Group
Illinois
$3K +$2.27K +38 New
CP
22
Corbenic Partners
Pennsylvania
-$2.88M -146,256 Closed

SVXY Hedge Fund Activity: Q4 2013 in Review

21 of the 3,445 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q4 2013, worth a combined $79.9M — up 78% from $44.9M a quarter earlier.

Buyers outnumbered sellers: 10 funds opened new SVXY positions and 1 closed out — a net gain of 9 holders — while 5 added to existing stakes and 6 trimmed.

The largest buyer was Susquehanna International Group, adding an estimated $16.2M. The largest seller was Virtu Financial, cutting an estimated $6.08M.

  • 21 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q4 2013, up from 12 in Q3 2013.
  • Funds reported $79.9M of ProShares Short VIX Short-Term Futures ETF stock for Q4 2013, up 78% quarter-over-quarter.
  • 10 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q4 2013 and 1 closed out, a net change of +9 holders.
  • The largest ProShares Short VIX Short-Term Futures ETF buyer in Q4 2013 was Susquehanna International Group, an estimated $16.2M added.
  • The largest ProShares Short VIX Short-Term Futures ETF seller in Q4 2013 was Virtu Financial, an estimated $6.08M sold.

Based on aggregated 13F filings for Q4 2013.