ProShares Short VIX Short-Term Futures ETF
SVXY
35 hedge funds and large institutions have $568M invested in ProShares Short VIX Short-Term Futures ETF in 2017 Q4 according to their latest regulatory filings, with 9 funds opening new positions, 10 increasing their positions, 13 reducing their positions, and 11 closing their positions.
20% more funds holding in top 10
Funds holding in top 10: 5 → 6 (+1)
5% less capital invested
Capital invested by funds: $598M → $568M (-$30M)
5.4% less ownership
Funds ownership: 5.4% → 0% (-5.4%)
5% less funds holding
Funds holding: 37 → 35 (-2)
18% less first-time investments, than exits
New positions opened: 9 | Existing positions closed: 11
23% less repeat investments, than reductions
Existing positions increased: 10 | Existing positions reduced: 13
38% less call options, than puts
Call options by funds: $1.75B | Put options by funds: $2.82B
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
+$11.5M |
| 2 |
JG
Jefferies Group
New York
|
+$5.54M |
| 3 |
N
Natixis
Paris,
France
|
+$3.48M |
| 4 |
SAM
Selway Asset Management
|
+$2.99M |
| 5 |
Mackenzie Financial
Toronto Ontario,
Ontario, Canada
|
+$1.75M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$95.4M |
| 2 |
SG Americas Securities
New York
|
-$75M |
| 3 |
Jane Street
New York
|
-$40.6M |
| 4 |
FTUS
Flow Traders U.S.
New York
|
-$14.3M |
| 5 |
VF
Virtu Financial
New York
|
-$13.8M |
SVXY Hedge Fund Activity: Q4 2017 in Review
35 of the 4,419 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q4 2017, worth a combined $568M — down 5% from $598M a quarter earlier.
Sellers outnumbered buyers: 11 funds closed out of SVXY and 9 opened new positions — a net loss of 2 holders — while 13 trimmed existing stakes and 10 added.
The largest buyer was Morgan Stanley, adding an estimated $11.5M. The largest seller was Susquehanna International Group, cutting an estimated $95.4M.
- 35 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q4 2017, down from 37 in Q3 2017.
- Funds reported $568M of ProShares Short VIX Short-Term Futures ETF stock for Q4 2017, down 5% quarter-over-quarter.
- 9 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q4 2017 and 11 closed out, a net change of -2 holders.
- The largest ProShares Short VIX Short-Term Futures ETF buyer in Q4 2017 was Morgan Stanley, an estimated $11.5M added.
- The largest ProShares Short VIX Short-Term Futures ETF seller in Q4 2017 was Susquehanna International Group, an estimated $95.4M sold.
Based on aggregated 13F filings for Q4 2017.