ProShares Short VIX Short-Term Futures ETF
SVXY
43 hedge funds and large institutions have $260M invested in ProShares Short VIX Short-Term Futures ETF in 2016 Q1 according to their latest regulatory filings, with 12 funds opening new positions, 15 increasing their positions, 7 reducing their positions, and 6 closing their positions.
114% more repeat investments, than reductions
Existing positions increased: 15 | Existing positions reduced: 7
100% more first-time investments, than exits
New positions opened: 12 | Existing positions closed: 6
76% more capital invested
Capital invested by funds: $147M → $260M (+$113M)
16% more funds holding
Funds holding: 37 → 43 (+6)
9% more call options, than puts
Call options by funds: $300M | Put options by funds: $274M
50% less funds holding in top 10
Funds holding in top 10: 2 → 1 (-1)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
SG Americas Securities
New York
|
+$60.4M |
| 2 |
CS
Credit Suisse
Zurich,
Switzerland
|
+$41.3M |
| 3 |
Bessemer Group
Woodbridge,
New Jersey
|
+$8.67M |
| 4 |
Parallax Volatility Advisers
San Francisco,
California
|
+$4.55M |
| 5 |
BCM
Bluefin Capital Management
New York
|
+$3.53M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$40M |
| 2 |
VF
Virtu Financial
New York
|
-$7.08M |
| 3 |
MTIM
Marathon Trading Investment Management
Radnor,
Pennsylvania
|
-$857K |
| 4 |
Morgan Stanley
New York
|
-$755K |
| 5 |
LPL Financial
San Diego,
California
|
-$655K |
SVXY Hedge Fund Activity: Q1 2016 in Review
43 of the 3,767 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q1 2016, worth a combined $260M — up 76% from $147M a quarter earlier.
Buyers outnumbered sellers: 12 funds opened new SVXY positions and 6 closed out — a net gain of 6 holders — while 15 added to existing stakes and 7 trimmed.
The largest buyer was SG Americas Securities, opening a new position worth an estimated $60.4M. The largest seller was Jane Street, cutting an estimated $40M.
- 43 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q1 2016, up from 37 in Q4 2015.
- Funds reported $260M of ProShares Short VIX Short-Term Futures ETF stock for Q1 2016, up 76% quarter-over-quarter.
- 12 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q1 2016 and 6 closed out, a net change of +6 holders.
- The largest ProShares Short VIX Short-Term Futures ETF buyer in Q1 2016 was SG Americas Securities, an estimated $60.4M added.
- The largest ProShares Short VIX Short-Term Futures ETF seller in Q1 2016 was Jane Street, an estimated $40M sold.
Based on aggregated 13F filings for Q1 2016.