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ProShares Short VIX Short-Term Futures ETF

36 hedge funds and large institutions have $246M invested in ProShares Short VIX Short-Term Futures ETF in 2019 Q3 according to their latest regulatory filings, with 6 funds opening new positions, 15 increasing their positions, 10 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed

179% more call options, than puts

Call options by funds: $290M | Put options by funds: $104M

72% more capital invested

Capital invested by funds: $143M → $246M (+$103M)

67% more funds holding in top 10

Funds holding in top 10: 35 (+2)

50% more repeat investments, than reductions

Existing positions increased: 15 | Existing positions reduced: 10

9.47% more ownership

Funds ownership: 138.82%148.29% (+9.5%)

3% less funds holding

Funds holding: 3736 (-1)

14% less first-time investments, than exits

New positions opened: 6 | Existing positions closed: 7

Holders
36
Holders Change
-1
Holders Change %
-2.7%
% of All Funds
0.79%
Holding in Top 10
5
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+66.67%
% of All Funds
0.11%
New
6
Increased
15
Reduced
10
Closed
7
Calls
$290M
Puts
$104M
Net Calls
+$186M
Net Calls Change
+$13.5M
Name Holding Trade Value Shares
Change
Change in
Stake
II
1
Ibex Investors
Colorado
$82.1M -$4.97M -184,776 -6%
Morgan Stanley
2
Morgan Stanley
New York
$26.4M +$16.5M +613,928 +164%
IMC Chicago
3
IMC Chicago
Illinois
$25.4M +$3.52M +131,150 +16%
N
4
Natixis
France
$14.2M +$705K +26,250 +5%
VF
5
Virtu Financial
New York
$11.7M -$18M -668,028 -60%
Wolverine Trading
6
Wolverine Trading
Illinois
$11.1M +$9.4M +349,760 +490%
LP
7
LMR Partners
United Kingdom
$9.49M -$1.13M -42,000 -11%
TI
8
Tidal Investments
Wisconsin
$8.5M +$5.37M +199,730 +168%
UBS Group
9
UBS Group
Switzerland
$7.66M -$1.18M -44,014 -13%
TRCT
10
Tower Research Capital (TRC)
New York
$7.6M +$2.58M +96,042 +51%
Simplex Trading
11
Simplex Trading
Illinois
$6.75M +$5.73M +213,278 +540%
TCM
12
Tuttle Capital Management
Connecticut
$6.56M +$6.96M +259,150 New
LPL Financial
13
LPL Financial
California
$5.43M -$17.4K -648 -0.3%
BNP Paribas Financial Markets
14
BNP Paribas Financial Markets
France
$4.66M +$4.3M +160,142 +1,114%
FTUS
15
Flow Traders U.S.
New York
$4.38M +$2.15M +80,118 +95%
Susquehanna International Group
16
Susquehanna International Group
Pennsylvania
$3.24M -$5.3M -197,352 -62%
Citigroup
17
Citigroup
New York
$1.64M -$1.14M -42,400 -41%
RA
18
Rational Advisors
New York
$1.47M +$1.48M +55,082 New
Barclays
19
Barclays
United Kingdom
$1.09M
HF
20
HRT Financial
New York
$1.05M +$560K +20,844 +112%
Citadel Advisors
21
Citadel Advisors
Florida
$1.05M +$46.2K +1,718 +5%
TSS
22
Two Sigma Securities
New York
$748K +$753K +28,006 New
Jane Street
23
Jane Street
New York
$680K -$1.98M -73,532 -74%
Goldman Sachs
24
Goldman Sachs
New York
$674K +$101K +3,750 +17%
SG Americas Securities
25
SG Americas Securities
New York
$562K +$566K +21,060 New

SVXY Hedge Fund Activity: Q3 2019 in Review

36 of the 4,561 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q3 2019, worth a combined $246M — up 72% from $143M a quarter earlier.

Sellers outnumbered buyers: 7 funds closed out of SVXY and 6 opened new positions — a net loss of 1 holder — while 10 trimmed existing stakes and 15 added.

The largest buyer was Morgan Stanley, adding an estimated $16.5M. The largest seller was Virtu Financial, cutting an estimated $18M.

  • 36 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q3 2019, down from 37 in Q2 2019.
  • Funds reported $246M of ProShares Short VIX Short-Term Futures ETF stock for Q3 2019, up 72% quarter-over-quarter.
  • 6 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q3 2019 and 7 closed out, a net change of -1 holder.
  • The largest ProShares Short VIX Short-Term Futures ETF buyer in Q3 2019 was Morgan Stanley, an estimated $16.5M added.
  • The largest ProShares Short VIX Short-Term Futures ETF seller in Q3 2019 was Virtu Financial, an estimated $18M sold.

Based on aggregated 13F filings for Q3 2019.