ProShares Short VIX Short-Term Futures ETF
SVXY
54 hedge funds and large institutions have $225M invested in ProShares Short VIX Short-Term Futures ETF in 2018 Q2 according to their latest regulatory filings, with 13 funds opening new positions, 12 increasing their positions, 15 reducing their positions, and 21 closing their positions.
183% more call options, than puts
Call options by funds: $207M | Put options by funds: $73M
9% more capital invested
Capital invested by funds: $206M → $225M (+$18.9M)
1.71% more ownership
Funds ownership: 12.63% → 14.34% (+1.7%)
13% less funds holding
Funds holding: 62 → 54 (-8)
20% less repeat investments, than reductions
Existing positions increased: 12 | Existing positions reduced: 15
38% less first-time investments, than exits
New positions opened: 13 | Existing positions closed: 21
67% less funds holding in top 10
Funds holding in top 10: 3 → 1 (-2)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$25.2M |
| 2 |
Citadel Advisors
Miami,
Florida
|
+$24.6M |
| 3 |
Mackenzie Financial
Toronto Ontario,
Ontario, Canada
|
+$7.1M |
| 4 |
FTUS
Flow Traders U.S.
New York
|
+$5.48M |
| 5 |
VF
Virtu Financial
New York
|
+$4.41M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$19.8M |
| 2 |
UBS Group
Zurich,
Switzerland
|
-$14.7M |
| 3 |
BCM
Bluefin Capital Management
New York
|
-$9.35M |
| 4 |
AGC
Alden Global Capital
Brandon,
Florida
|
-$4.14M |
| 5 |
Deutsche Bank
Frankfurt Am Main Ge,
Germany
|
-$2.1M |
SVXY Hedge Fund Activity: Q2 2018 in Review
54 of the 4,385 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q2 2018, worth a combined $225M — up 9.2% from $206M a quarter earlier.
Sellers outnumbered buyers: 21 funds closed out of SVXY and 13 opened new positions — a net loss of 8 holders — while 15 trimmed existing stakes and 12 added.
The largest buyer was Susquehanna International Group, adding an estimated $25.2M. The largest seller was Jane Street, cutting an estimated $19.8M.
- 54 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q2 2018, down from 62 in Q1 2018.
- Funds reported $225M of ProShares Short VIX Short-Term Futures ETF stock for Q2 2018, up 9.2% quarter-over-quarter.
- 13 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q2 2018 and 21 closed out, a net change of -8 holders.
- The largest ProShares Short VIX Short-Term Futures ETF buyer in Q2 2018 was Susquehanna International Group, an estimated $25.2M added.
- The largest ProShares Short VIX Short-Term Futures ETF seller in Q2 2018 was Jane Street, an estimated $19.8M sold.
Based on aggregated 13F filings for Q2 2018.