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ProShares Short VIX Short-Term Futures ETF

30 hedge funds and large institutions have $161M invested in ProShares Short VIX Short-Term Futures ETF in 2014 Q4 according to their latest regulatory filings, with 13 funds opening new positions, 10 increasing their positions, 5 reducing their positions, and 4 closing their positions.

New
Increased
Maintained
Reduced
Closed

225% more first-time investments, than exits

New positions opened: 13 | Existing positions closed: 4

100% more funds holding in top 10

Funds holding in top 10: 12 (+1)

100% more repeat investments, than reductions

Existing positions increased: 10 | Existing positions reduced: 5

36% more funds holding

Funds holding: 2230 (+8)

23% more capital invested

Capital invested by funds: $131M → $161M (+$29.7M)

11% less call options, than puts

Call options by funds: $201M | Put options by funds: $225M

24.22% less ownership

Funds ownership: 55.29%31.06% (-24%)

Holders
30
Holders Change
+8
Holders Change %
+36.36%
% of All Funds
0.8%
Holding in Top 10
2
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+100%
% of All Funds
0.05%
New
13
Increased
10
Reduced
5
Closed
4
Calls
$201M
Puts
$225M
Net Calls
-$24.5M
Net Calls Change
+$44.3M
Name Holding Trade Value Shares
Change
Change in
Stake
Jane Street
1
Jane Street
New York
$64M +$42M +611,640 +141%
CS
2
Credit Suisse
Switzerland
$15.4M +$8.28M +120,586 +92%
VF
3
Virtu Financial
New York
$13.9M +$15.7M +228,004 New
Morgan Stanley
4
Morgan Stanley
New York
$10.4M +$2.54M +36,959 +28%
Susquehanna International Group
5
Susquehanna International Group
Pennsylvania
$9.93M -$43.8M -638,015 -80%
WAM
6
Wolverine Asset Management
Illinois
$9.07M +$9.81M +142,824 +2,602%
DS
7
DRW Securities
Illinois
$8.1M +$9.1M +132,500 New
Goldman Sachs
8
Goldman Sachs
New York
$7.51M +$8.43M +122,700 +96,614%
CT
9
CMT Trading
Illinois
$5.97M +$5.27M +76,756 +369%
Bessemer Group
10
Bessemer Group
New Jersey
$5.35M +$6.01M +87,500 New
Barclays
11
Barclays
United Kingdom
$3.42M -$2.46M -35,756 -39%
ICM
12
Ionic Capital Management
New York
$2.41M +$2.7M +39,380 New
Citadel Advisors
13
Citadel Advisors
Florida
$2.11M +$861K +12,540 +57%
Bank of America
14
Bank of America
North Carolina
$946K +$514K +7,487 +94%
Geode Capital Management
15
Geode Capital Management
Massachusetts
$611K
CA
16
Commerzbank Aktiengesellschaft
Germany
$541K +$402K +5,850 +195%
CC
17
Curian Capital
Colorado
$429K -$328K -4,770 -40%
WA
18
WFG Advisors
Texas
$283K +$318K +4,635 New
CAN
19
Cetera Advisor Networks
California
$275K +$307K +4,472 New
UBS Group
20
UBS Group
Switzerland
$205K +$230K +3,345 New
Walleye Trading
21
Walleye Trading
New York
$89K -$6.87K -100 -6%
KPCM
22
Kings Point Capital Management
New York
$75K +$8.45K +123 +11%
Deutsche Bank
23
Deutsche Bank
Germany
$30K +$34.3K +500 New
CP
24
Corbenic Partners
Pennsylvania
$15K
Creative Planning
25
Creative Planning
Kansas
$12K +$13.7K +200 New

SVXY Hedge Fund Activity: Q4 2014 in Review

30 of the 3,749 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q4 2014, worth a combined $161M — up 23% from $131M a quarter earlier.

Buyers outnumbered sellers: 13 funds opened new SVXY positions and 4 closed out — a net gain of 9 holders — while 10 added to existing stakes and 5 trimmed.

The largest buyer was Jane Street, adding an estimated $42M. The largest seller was Susquehanna International Group, cutting an estimated $43.8M.

  • 30 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q4 2014, up from 22 in Q3 2014.
  • Funds reported $161M of ProShares Short VIX Short-Term Futures ETF stock for Q4 2014, up 23% quarter-over-quarter.
  • 13 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q4 2014 and 4 closed out, a net change of +9 holders.
  • The largest ProShares Short VIX Short-Term Futures ETF buyer in Q4 2014 was Jane Street, an estimated $42M added.
  • The largest ProShares Short VIX Short-Term Futures ETF seller in Q4 2014 was Susquehanna International Group, an estimated $43.8M sold.

Based on aggregated 13F filings for Q4 2014.