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ProShares Short VIX Short-Term Futures ETF

22 hedge funds and large institutions have $131M invested in ProShares Short VIX Short-Term Futures ETF in 2014 Q3 according to their latest regulatory filings, with 6 funds opening new positions, 9 increasing their positions, 4 reducing their positions, and 6 closing their positions.

New
Increased
Maintained
Reduced
Closed

125% more repeat investments, than reductions

Existing positions increased: 9 | Existing positions reduced: 4

5% more capital invested

Capital invested by funds: $125M → $131M (+$6.82M)

0% more funds holding

Funds holding: 2222 (0)

0% more first-time investments, than exits

New positions opened: 6 | Existing positions closed: 6

7.59% less ownership

Funds ownership: 62.87%55.29% (-7.6%)

22% less call options, than puts

Call options by funds: $245M | Put options by funds: $314M

50% less funds holding in top 10

Funds holding in top 10: 21 (-1)

Holders
22
Holders Change
Holders Change %
0%
% of All Funds
0.64%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.03%
New
6
Increased
9
Reduced
4
Closed
6
Calls
$245M
Puts
$314M
Net Calls
-$68.9M
Net Calls Change
-$44.1M
Name Holding Trade Value Shares
Change
Change in
Stake
Susquehanna International Group
1
Susquehanna International Group
Pennsylvania
$60M +$14.2M +168,764 +27%
Jane Street
2
Jane Street
New York
$32.6M +$27.3M +324,334 +293%
Morgan Stanley
3
Morgan Stanley
New York
$9.96M +$9.73M +115,547 +668%
CS
4
Credit Suisse
Switzerland
$9.82M +$10.3M +122,658 +1,473%
Barclays
5
Barclays
United Kingdom
$6.79M +$7.72M +91,741 +705,700%
BTS
6
BB&T Securities
Virginia
$2.62M +$295K +3,500 New
PSW
7
Portfolio Strategies (Washington)
Washington
$2.09M +$2.35M +27,922 New
Citadel Advisors
8
Citadel Advisors
Florida
$1.65M +$1.43M +17,026 +344%
CT
9
CMT Trading
Illinois
$1.56M +$1.75M +20,784 New
CC
10
Curian Capital
Colorado
$883K -$585K -6,948 -37%
Geode Capital Management
11
Geode Capital Management
Massachusetts
$749K
Bank of America
12
Bank of America
North Carolina
$597K -$3.03M -35,982 -82%
Citigroup
13
Citigroup
New York
$497K +$515K +6,117 +1,179%
WAM
14
Wolverine Asset Management
Illinois
$411K -$6.33M -75,155 -93%
NFG
15
Next Financial Group
Texas
$396K +$444K +5,280 New
U
16
UBS
Switzerland
$371K +$256K +3,045 +160%
CA
17
Commerzbank Aktiengesellschaft
Germany
$225K +$253K +3,000 New
Walleye Trading
18
Walleye Trading
New York
$117K -$33.7K -400 -20%
KPCM
19
Kings Point Capital Management
New York
$82K +$8.42K +100 +10%
CP
20
Corbenic Partners
Pennsylvania
$15K
IFWM
21
Institute for Wealth Management
Colorado
$10K
Goldman Sachs
22
Goldman Sachs
New York
$10K +$10.7K +127 New
AIG
23
American International Group
New York
$6K
VF
24
Virtu Financial
New York
-$19.6M -222,447 Closed
DS
25
DRW Securities
Illinois
-$19.4M -220,000 Closed

SVXY Hedge Fund Activity: Q3 2014 in Review

22 of the 3,446 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q3 2014, worth a combined $131M — up 5.5% from $125M a quarter earlier.

Fund positioning in SVXY was balanced in Q3 2014: 6 funds opened new positions, 6 closed out, 9 added to existing stakes and 4 trimmed.

The largest buyer was Jane Street, adding an estimated $27.3M. The largest seller was Virtu Financial, exiting entirely with an estimated $19.6M sold.

  • 22 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q3 2014, unchanged from Q2 2014.
  • Funds reported $131M of ProShares Short VIX Short-Term Futures ETF stock for Q3 2014, up 5.5% quarter-over-quarter.
  • 6 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q3 2014 and 6 closed out, a net change of 0 holders.
  • The largest ProShares Short VIX Short-Term Futures ETF buyer in Q3 2014 was Jane Street, an estimated $27.3M added.
  • The largest ProShares Short VIX Short-Term Futures ETF seller in Q3 2014 was Virtu Financial, an estimated $19.6M sold.

Based on aggregated 13F filings for Q3 2014.