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ProShares Short VIX Short-Term Futures ETF

21 hedge funds and large institutions have $42.1M invested in ProShares Short VIX Short-Term Futures ETF in 2014 Q1 according to their latest regulatory filings, with 6 funds opening new positions, 6 increasing their positions, 8 reducing their positions, and 5 closing their positions.

New
Increased
Maintained
Reduced
Closed

20% more first-time investments, than exits

New positions opened: 6 | Existing positions closed: 5

0% more funds holding

Funds holding: 2121 (0)

25% less repeat investments, than reductions

Existing positions increased: 6 | Existing positions reduced: 8

35% less call options, than puts

Call options by funds: $89.1M | Put options by funds: $137M

47% less capital invested

Capital invested by funds: $79.9M → $42.1M (-$37.7M)

96.17% less ownership

Funds ownership: 114.85%18.69% (-96%)

100% less funds holding in top 10

Funds holding in top 10: 10 (-1)

Holders
21
Holders Change
Holders Change %
0%
% of All Funds
0.61%
Holding in Top 10
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
New
6
Increased
6
Reduced
8
Closed
5
Calls
$89.1M
Puts
$137M
Net Calls
-$48M
Net Calls Change
-$50.2M
Name Holding Trade Value Shares
Change
Change in
Stake
Susquehanna International Group
1
Susquehanna International Group
Pennsylvania
$7.03M -$28.4M -456,003 -80%
FTUS
2
Flow Traders U.S.
New York
$5.48M +$4.65M +74,591 +536%
Bessemer Group
3
Bessemer Group
New Jersey
$4.96M
Jane Street
4
Jane Street
New York
$4.33M +$883K +14,172 +25%
Citadel Advisors
5
Citadel Advisors
Florida
$3.98M +$4M +64,216 New
CC
6
Curian Capital
Colorado
$3.69M -$244K -3,910 -6%
VF
7
Virtu Financial
New York
$3.6M -$382K -6,135 -10%
Barclays
8
Barclays
United Kingdom
$2.64M +$1.57M +25,191 +139%
PSW
9
Portfolio Strategies (Washington)
Washington
$1.28M +$1.29M +20,668 New
AIG
10
American International Group
New York
$1.22M +$1.22M +19,610 New
Morgan Stanley
11
Morgan Stanley
New York
$1.08M -$2.8M -44,889 -72%
CA
12
Commerzbank Aktiengesellschaft
Germany
$1.03M +$1.04M +16,693 New
LPL Financial
13
LPL Financial
California
$808K -$1M -16,068 -55%
RIA
14
Regal Investment Advisors
Michigan
$453K +$186K +2,985 +69%
Bank of America
15
Bank of America
North Carolina
$322K +$102K +1,637 +46%
Envestnet Asset Management
16
Envestnet Asset Management
Illinois
$93K -$425K -6,812 -82%
KPCM
17
Kings Point Capital Management
New York
$80K +$42.8K +687 +115%
U
18
UBS
Switzerland
$49K -$36.2K -581 -42%
CP
19
Corbenic Partners
Pennsylvania
$14K +$31.2K +500 New
IFWM
20
Institute for Wealth Management
Colorado
$8K -$1.08M -17,344 -99%
Walleye Trading
21
Walleye Trading
New York
$60 +$60K +963 New
SMM
22
Stadion Money Management
Georgia
-$2.49M -40,000 Closed
DS
23
DRW Securities
Illinois
-$2.5M -37,084 Closed
WAM
24
Wolverine Asset Management
Illinois
-$2.18M -35,000 Closed
VKH
25
Virtu KCG Holdings
New York
-$229K -3,394 Closed

SVXY Hedge Fund Activity: Q1 2014 in Review

21 of the 3,464 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q1 2014, worth a combined $42.1M — down 47% from $79.9M a quarter earlier.

Buyers outnumbered sellers: 6 funds opened new SVXY positions and 5 closed out — a net gain of 1 holder — while 6 added to existing stakes and 8 trimmed.

The largest buyer was Flow Traders U.S., adding an estimated $4.65M. The largest seller was Susquehanna International Group, cutting an estimated $28.4M.

  • 21 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q1 2014, unchanged from Q4 2013.
  • Funds reported $42.1M of ProShares Short VIX Short-Term Futures ETF stock for Q1 2014, down 47% quarter-over-quarter.
  • 6 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q1 2014 and 5 closed out, a net change of +1 holder.
  • The largest ProShares Short VIX Short-Term Futures ETF buyer in Q1 2014 was Flow Traders U.S., an estimated $4.65M added.
  • The largest ProShares Short VIX Short-Term Futures ETF seller in Q1 2014 was Susquehanna International Group, an estimated $28.4M sold.

Based on aggregated 13F filings for Q1 2014.