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ProShares Short VIX Short-Term Futures ETF

36 hedge funds and large institutions have $325M invested in ProShares Short VIX Short-Term Futures ETF in 2016 Q2 according to their latest regulatory filings, with 6 funds opening new positions, 10 increasing their positions, 12 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

100% more funds holding in top 10

Funds holding in top 10: 12 (+1)

25% more capital invested

Capital invested by funds: $260M → $325M (+$65M)

4.36% more ownership

Funds ownership: 47.91%52.26% (+4.4%)

16% less funds holding

Funds holding: 4336 (-7)

17% less repeat investments, than reductions

Existing positions increased: 10 | Existing positions reduced: 12

26% less call options, than puts

Call options by funds: $315M | Put options by funds: $424M

54% less first-time investments, than exits

New positions opened: 6 | Existing positions closed: 13

Holders
36
Holders Change
-7
Holders Change %
-16.28%
% of All Funds
0.96%
Holding in Top 10
2
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+100%
% of All Funds
0.05%
New
6
Increased
10
Reduced
12
Closed
13
Calls
$315M
Puts
$424M
Net Calls
-$109M
Net Calls Change
-$135M
Name Holding Trade Value Shares
Change
Change in
Stake
Jane Street
1
Jane Street
New York
$123M +$94.4M +1,745,547 +230%
CS
2
Credit Suisse
Switzerland
$54.5M +$575K +10,631 +1%
Susquehanna International Group
3
Susquehanna International Group
Pennsylvania
$26.4M +$19.6M +361,667 +205%
SG Americas Securities
4
SG Americas Securities
New York
$24.5M -$54.2M -1,002,000 -67%
SG
5
Societe Generale
$24.5M +$27.1M +500,000 New
FTUS
6
Flow Traders U.S.
New York
$24.4M +$22.5M +415,796 +513%
VF
7
Virtu Financial
New York
$16.3M +$17.9M +330,843 New
BCM
8
Bluefin Capital Management
New York
$6.19M -$144K -2,654 -2%
Nomura Holdings
9
Nomura Holdings
Japan
$5M -$6.09M -112,630 -53%
WP
10
WealthSource Partners
California
$3.71M +$4.09M +75,616 New
Parallax Volatility Advisers
11
Parallax Volatility Advisers
California
$3.12M -$2.68M -49,515 -44%
Citigroup
12
Citigroup
New York
$3.1M +$3.27M +60,520 +2,382%
SKK
13
Shepherd Kaplan Krochuk
Massachusetts
$2.11M -$343K -6,339 -13%
Goldman Sachs
14
Goldman Sachs
New York
$1.89M -$2.41M -44,464 -54%
LTFS
15
Ladenburg Thalmann Financial Services
Florida
$1.66M +$1.69M +31,225 +1,194%
BCI
16
Brinker Capital Investments
Pennsylvania
$1.2M +$135K +2,500 +11%
RC
17
RBF Capital
California
$981K -$3.12M -57,583 -74%
VIA
18
Vident Investment Advisory
Georgia
$498K +$549K +10,148 New
LPL Financial
19
LPL Financial
California
$484K -$325K -6,000 -39%
Barclays
20
Barclays
United Kingdom
$235K -$281K -5,200 -52%
PAS
21
Partnervest Advisory Services
California
$232K -$8.39K -155 -3%
SPC
22
Sigma Planning Corp
Michigan
$231K +$254K +4,700 New
CG
23
Cutler Group
California
$217K +$37K +684 +18%
Allianz Asset Management
24
Allianz Asset Management
Germany
$200K
Royal Bank of Canada
25
Royal Bank of Canada
Ontario, Canada
$196K

SVXY Hedge Fund Activity: Q2 2016 in Review

36 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q2 2016, worth a combined $325M — up 25% from $260M a quarter earlier.

Sellers outnumbered buyers: 13 funds closed out of SVXY and 6 opened new positions — a net loss of 7 holders — while 12 trimmed existing stakes and 10 added.

The largest buyer was Jane Street, adding an estimated $94.4M. The largest seller was SG Americas Securities, cutting an estimated $54.2M.

  • 36 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q2 2016, down from 43 in Q1 2016.
  • Funds reported $325M of ProShares Short VIX Short-Term Futures ETF stock for Q2 2016, up 25% quarter-over-quarter.
  • 6 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q2 2016 and 13 closed out, a net change of -7 holders.
  • The largest ProShares Short VIX Short-Term Futures ETF buyer in Q2 2016 was Jane Street, an estimated $94.4M added.
  • The largest ProShares Short VIX Short-Term Futures ETF seller in Q2 2016 was SG Americas Securities, an estimated $54.2M sold.

Based on aggregated 13F filings for Q2 2016.