ProShares Short VIX Short-Term Futures ETF
SVXY
42 hedge funds and large institutions have $530M invested in ProShares Short VIX Short-Term Futures ETF in 2017 Q2 according to their latest regulatory filings, with 14 funds opening new positions, 8 increasing their positions, 11 reducing their positions, and 2 closing their positions.
600% more first-time investments, than exits
New positions opened: 14 | Existing positions closed: 2
40% more funds holding
Funds holding: 30 → 42 (+12)
39% more capital invested
Capital invested by funds: $380M → $530M (+$149M)
21.48% more ownership
Funds ownership: 78.1% → 99.58% (+21%)
27% less repeat investments, than reductions
Existing positions increased: 8 | Existing positions reduced: 11
30% less call options, than puts
Call options by funds: $1.41B | Put options by funds: $2.03B
33% less funds holding in top 10
Funds holding in top 10: 3 → 2 (-1)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
+$55.1M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$54.9M |
| 3 |
HT
HAP Trading
New York
|
+$13.2M |
| 4 |
FTUS
Flow Traders U.S.
New York
|
+$10.6M |
| 5 |
UBS Group
Zurich,
Switzerland
|
+$5.01M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
-$31.6M |
| 2 |
CS
Credit Suisse
Zurich,
Switzerland
|
-$7.42M |
| 3 |
CG
Cutler Group
San Francisco,
California
|
-$7.18M |
| 4 |
MTIM
Marathon Trading Investment Management
Radnor,
Pennsylvania
|
-$5.61M |
| 5 |
Wolverine Trading
Chicago,
Illinois
|
-$5.49M |
SVXY Hedge Fund Activity: Q2 2017 in Review
42 of the 4,012 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q2 2017, worth a combined $530M — up 39% from $380M a quarter earlier.
Buyers outnumbered sellers: 14 funds opened new SVXY positions and 2 closed out — a net gain of 12 holders — while 8 added to existing stakes and 11 trimmed.
The largest buyer was Jane Street, adding an estimated $55.1M. The largest seller was Morgan Stanley, cutting an estimated $31.6M.
- 42 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q2 2017, up from 30 in Q1 2017.
- Funds reported $530M of ProShares Short VIX Short-Term Futures ETF stock for Q2 2017, up 39% quarter-over-quarter.
- 14 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q2 2017 and 2 closed out, a net change of +12 holders.
- The largest ProShares Short VIX Short-Term Futures ETF buyer in Q2 2017 was Jane Street, an estimated $55.1M added.
- The largest ProShares Short VIX Short-Term Futures ETF seller in Q2 2017 was Morgan Stanley, an estimated $31.6M sold.
Based on aggregated 13F filings for Q2 2017.