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ProShares Short VIX Short-Term Futures ETF

37 hedge funds and large institutions have $147M invested in ProShares Short VIX Short-Term Futures ETF in 2015 Q4 according to their latest regulatory filings, with 9 funds opening new positions, 11 increasing their positions, 13 reducing their positions, and 9 closing their positions.

New
Increased
Maintained
Reduced
Closed

0% more funds holding

Funds holding: 3737 (0)

0% more first-time investments, than exits

New positions opened: 9 | Existing positions closed: 9

4.68% less ownership

Funds ownership: 26.75%22.07% (-4.7%)

14% less capital invested

Capital invested by funds: $170M → $147M (-$23M)

15% less repeat investments, than reductions

Existing positions increased: 11 | Existing positions reduced: 13

30% less call options, than puts

Call options by funds: $167M | Put options by funds: $240M

50% less funds holding in top 10

Funds holding in top 10: 42 (-2)

Holders
37
Holders Change
Holders Change %
0%
% of All Funds
0.97%
Holding in Top 10
2
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-50%
% of All Funds
0.05%
New
9
Increased
11
Reduced
13
Closed
9
Calls
$167M
Puts
$240M
Net Calls
-$73.3M
Net Calls Change
-$29.9M
Name Holding Trade Value Shares
Change
Change in
Stake
Jane Street
1
Jane Street
New York
$88.4M -$14.3M -254,171 -13%
Nomura Holdings
2
Nomura Holdings
Japan
$10.6M +$7.05M +124,911 +144%
JC
3
JBF Capital
Colorado
$10.1M +$1.69M +30,000 +18%
VF
4
Virtu Financial
New York
$7.08M -$31M -549,939 -80%
Susquehanna International Group
5
Susquehanna International Group
Pennsylvania
$6.69M +$7.48M +132,644 New
Bessemer Group
6
Bessemer Group
New Jersey
$5.68M +$2.12M +37,500 +50%
CS
7
Credit Suisse
Switzerland
$3.71M +$909K +16,110 +28%
CA
8
Commerzbank Aktiengesellschaft
Germany
$3.22M -$33.9K -600 -0.9%
BCM
9
Bluefin Capital Management
New York
$2.06M +$2.3M +40,804 New
LPL Financial
10
LPL Financial
California
$1.55M +$1.09M +19,236 +153%
SKK
11
Shepherd Kaplan Krochuk
Massachusetts
$1.15M +$1.29M +22,790 New
Morgan Stanley
12
Morgan Stanley
New York
$1.09M +$898K +15,918 +275%
BCI
13
Brinker Capital Investments
Pennsylvania
$858K +$959K +17,000 New
MTIM
14
Marathon Trading Investment Management
Pennsylvania
$857K -$1.07M -19,000 -53%
Legal & General Group
15
Legal & General Group
United Kingdom
$689K -$2.31M -40,972 -75%
Walleye Trading
16
Walleye Trading
New York
$642K +$674K +11,942 +1,537%
PCM
17
Palisade Capital Management
New Jersey
$555K -$84.6K -1,500 -12%
Mirae Asset Global Investments
18
Mirae Asset Global Investments
South Korea
$495K -$10.9K -193 -2%
Citadel Advisors
19
Citadel Advisors
Florida
$494K +$372K +6,600 +207%
JT
20
Jump Trading
Illinois
$228K +$255K +4,527 New
Allianz Asset Management
21
Allianz Asset Management
Germany
$206K -$608K -10,780 -73%
Goldman Sachs
22
Goldman Sachs
New York
$204K -$790K -14,000 -78%
Royal Bank of Canada
23
Royal Bank of Canada
Ontario, Canada
$202K
UBS Group
24
UBS Group
Switzerland
$179K -$82.9K -1,470 -29%
LTFS
25
Ladenburg Thalmann Financial Services
Florida
$162K +$180K +3,185 +10,617%

SVXY Hedge Fund Activity: Q4 2015 in Review

37 of the 3,812 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q4 2015, worth a combined $147M — down 14% from $170M a quarter earlier.

Fund positioning in SVXY was balanced in Q4 2015: 9 funds opened new positions, 9 closed out, 11 added to existing stakes and 13 trimmed.

The largest buyer was Susquehanna International Group, opening a new position worth an estimated $7.48M. The largest seller was Virtu Financial, cutting an estimated $31M.

  • 37 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q4 2015, unchanged from Q3 2015.
  • Funds reported $147M of ProShares Short VIX Short-Term Futures ETF stock for Q4 2015, down 14% quarter-over-quarter.
  • 9 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q4 2015 and 9 closed out, a net change of 0 holders.
  • The largest ProShares Short VIX Short-Term Futures ETF buyer in Q4 2015 was Susquehanna International Group, an estimated $7.48M added.
  • The largest ProShares Short VIX Short-Term Futures ETF seller in Q4 2015 was Virtu Financial, an estimated $31M sold.

Based on aggregated 13F filings for Q4 2015.