ProShares Short VIX Short-Term Futures ETF
SVXY
32 hedge funds and large institutions have $156M invested in ProShares Short VIX Short-Term Futures ETF in 2016 Q4 according to their latest regulatory filings, with 7 funds opening new positions, 7 increasing their positions, 11 reducing their positions, and 7 closing their positions.
0% more funds holding
Funds holding: 32 → 32 (0)
0% more first-time investments, than exits
New positions opened: 7 | Existing positions closed: 7
1.15% less ownership
Funds ownership: 69.76% → 68.62% (-1.1%)
27% less call options, than puts
Call options by funds: $599M | Put options by funds: $825M
36% less repeat investments, than reductions
Existing positions increased: 7 | Existing positions reduced: 11
56% less capital invested
Capital invested by funds: $355M → $156M (-$199M)
100% less funds holding in top 10
Funds holding in top 10: 3 → 0 (-3)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
+$4.28M |
| 2 |
HT
HAP Trading
New York
|
+$2.35M |
| 3 |
Citadel Advisors
Miami,
Florida
|
+$2.18M |
| 4 |
TRCT
Tower Research Capital (TRC)
New York
|
+$666K |
| 5 |
CA
Commerzbank Aktiengesellschaft
Frankfurt,
Germany
|
+$562K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$191M |
| 2 |
CS
Credit Suisse
Zurich,
Switzerland
|
-$41.1M |
| 3 |
FTUS
Flow Traders U.S.
New York
|
-$11.3M |
| 4 |
VF
Virtu Financial
New York
|
-$6.43M |
| 5 |
OMC
Old Mission Capital
Chicago,
Illinois
|
-$3.66M |
SVXY Hedge Fund Activity: Q4 2016 in Review
32 of the 4,000 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q4 2016, worth a combined $156M — down 56% from $355M a quarter earlier.
Fund positioning in SVXY was balanced in Q4 2016: 7 funds opened new positions, 7 closed out, 7 added to existing stakes and 11 trimmed.
The largest buyer was Morgan Stanley, opening a new position worth an estimated $4.28M. The largest seller was Jane Street, cutting an estimated $191M.
- 32 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q4 2016, unchanged from Q3 2016.
- Funds reported $156M of ProShares Short VIX Short-Term Futures ETF stock for Q4 2016, down 56% quarter-over-quarter.
- 7 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q4 2016 and 7 closed out, a net change of 0 holders.
- The largest ProShares Short VIX Short-Term Futures ETF buyer in Q4 2016 was Morgan Stanley, an estimated $4.28M added.
- The largest ProShares Short VIX Short-Term Futures ETF seller in Q4 2016 was Jane Street, an estimated $191M sold.
Based on aggregated 13F filings for Q4 2016.