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ProShares Short VIX Short-Term Futures ETF

22 hedge funds and large institutions have $125M invested in ProShares Short VIX Short-Term Futures ETF in 2014 Q2 according to their latest regulatory filings, with 5 funds opening new positions, 7 increasing their positions, 9 reducing their positions, and 4 closing their positions.

New
Increased
Maintained
Reduced
Closed

196% more capital invested

Capital invested by funds: $42.1M → $125M (+$82.5M)

44.18% more ownership

Funds ownership: 18.69%62.87% (+44%)

25% more first-time investments, than exits

New positions opened: 5 | Existing positions closed: 4

5% more funds holding

Funds holding: 2122 (+1)

10% less call options, than puts

Call options by funds: $225M | Put options by funds: $250M

22% less repeat investments, than reductions

Existing positions increased: 7 | Existing positions reduced: 9

Holders
22
Holders Change
+1
Holders Change %
+4.76%
% of All Funds
0.63%
Holding in Top 10
2
Holding in Top 10 Change
+2
Holding in Top 10 Change %
% of All Funds
0.06%
New
5
Increased
7
Reduced
9
Closed
4
Calls
$225M
Puts
$250M
Net Calls
-$24.8M
Net Calls Change
+$23.2M
Name Holding Trade Value Shares
Change
Change in
Stake
Susquehanna International Group
1
Susquehanna International Group
Pennsylvania
$55.7M +$37.2M +518,209 +457%
VF
2
Virtu Financial
New York
$19.6M +$11.8M +164,386 +283%
DS
3
DRW Securities
Illinois
$19.4M +$15.8M +220,000 New
Jane Street
4
Jane Street
New York
$9.76M +$2.92M +40,653 +58%
WAM
5
Wolverine Asset Management
Illinois
$7.12M +$5.79M +80,644 New
Bank of America
6
Bank of America
North Carolina
$3.88M +$2.78M +38,764 +747%
Bessemer Group
7
Bessemer Group
New Jersey
$3.09M -$3.23M -45,000 -56%
CC
8
Curian Capital
Colorado
$1.65M -$2.94M -40,886 -69%
Morgan Stanley
9
Morgan Stanley
New York
$1.53M -$6.89K -96 -0.6%
FTUS
10
Flow Traders U.S.
New York
$1.26M -$5.33M -74,223 -84%
CS
11
Credit Suisse
Switzerland
$735K +$598K +8,329 New
Citadel Advisors
12
Citadel Advisors
Florida
$437K -$4.26M -59,266 -92%
U
13
UBS
Switzerland
$168K +$80.1K +1,115 +141%
KPCM
14
Kings Point Capital Management
New York
$88K -$20.6K -287 -22%
Citigroup
15
Citigroup
New York
$46K +$37.3K +519 New
W
16
Wealthfront
California
$37K +$28.7K +400 New
CP
17
Corbenic Partners
Pennsylvania
$13K +$14.4K +200 +40%
IFWM
18
Institute for Wealth Management
Colorado
$11K
AIG
19
American International Group
New York
$7.06K -$1.4M -19,530 -100%
RIA
20
Regal Investment Advisors
Michigan
$7K -$519K -7,234 -99%
Barclays
21
Barclays
United Kingdom
$1K -$3.11M -43,262 -100%
Walleye Trading
22
Walleye Trading
New York
$173 +$71.5K +996 +103%
PSW
23
Portfolio Strategies (Washington)
Washington
-$1.28M -20,668 Closed
CA
24
Commerzbank Aktiengesellschaft
Germany
-$1.03M -16,693 Closed
LPL Financial
25
LPL Financial
California
-$808K -13,046 Closed

SVXY Hedge Fund Activity: Q2 2014 in Review

22 of the 3,481 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q2 2014, worth a combined $125M — up 196% from $42.1M a quarter earlier.

Buyers outnumbered sellers: 5 funds opened new SVXY positions and 4 closed out — a net gain of 1 holder — while 7 added to existing stakes and 9 trimmed.

The largest buyer was Susquehanna International Group, adding an estimated $37.2M. The largest seller was Flow Traders U.S., cutting an estimated $5.33M.

  • 22 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q2 2014, up from 21 in Q1 2014.
  • Funds reported $125M of ProShares Short VIX Short-Term Futures ETF stock for Q2 2014, up 196% quarter-over-quarter.
  • 5 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q2 2014 and 4 closed out, a net change of +1 holder.
  • The largest ProShares Short VIX Short-Term Futures ETF buyer in Q2 2014 was Susquehanna International Group, an estimated $37.2M added.
  • The largest ProShares Short VIX Short-Term Futures ETF seller in Q2 2014 was Flow Traders U.S., an estimated $5.33M sold.

Based on aggregated 13F filings for Q2 2014.