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ProShares Short VIX Short-Term Futures ETF

30 hedge funds and large institutions have $104M invested in ProShares Short VIX Short-Term Futures ETF in 2020 Q3 according to their latest regulatory filings, with 5 funds opening new positions, 3 increasing their positions, 13 reducing their positions, and 12 closing their positions.

New
Increased
Maintained
Reduced
Closed

120% more call options, than puts

Call options by funds: $179M | Put options by funds: $81.1M

0% more funds holding in top 10

Funds holding in top 10: 11 (0)

9.84% less ownership

Funds ownership: 66.32%56.48% (-9.8%)

19% less funds holding

Funds holding: 3730 (-7)

39% less capital invested

Capital invested by funds: $169M → $104M (-$65.7M)

58% less first-time investments, than exits

New positions opened: 5 | Existing positions closed: 12

77% less repeat investments, than reductions

Existing positions increased: 3 | Existing positions reduced: 13

Holders
30
Holders Change
-7
Holders Change %
-18.92%
% of All Funds
0.61%
Holding in Top 10
1
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.02%
New
5
Increased
3
Reduced
13
Closed
12
Calls
$179M
Puts
$81.1M
Net Calls
+$97.7M
Net Calls Change
+$37.9M
Name Holding Trade Value Shares
Change
Change in
Stake
HKAM
1
Horizon Kinetics Asset Management
New York
$40.7M -$10.4M -604,546 -21%
Susquehanna International Group
2
Susquehanna International Group
Pennsylvania
$13.9M -$25.2M -1,469,696 -65%
TRCT
3
Tower Research Capital (TRC)
New York
$9.74M +$2.11M +123,130 +29%
N
4
Natixis
France
$8.34M -$1.2M -70,000 -13%
Morgan Stanley
5
Morgan Stanley
New York
$7.43M +$137K +8,006 +2%
IMC Chicago
6
IMC Chicago
Illinois
$6.74M -$3.74M -217,958 -36%
UBS Group
7
UBS Group
Switzerland
$3.61M -$541K -31,568 -13%
TCM
8
Tuttle Capital Management
Connecticut
$3.22M +$3.11M +181,318 New
Wolverine Trading
9
Wolverine Trading
Illinois
$2.52M +$608K +35,430 +33%
GPCM
10
Granite Point Capital Management
Massachusetts
$1.42M -$9.84M -573,800 -88%
FTUS
11
Flow Traders U.S.
New York
$1.13M +$1.09M +63,564 New
Jane Street
12
Jane Street
New York
$954K -$265K -15,458 -22%
HCM
13
Hilton Capital Management
New York
$625K
TSS
14
Two Sigma Securities
New York
$467K +$451K +26,286 New
SG Americas Securities
15
SG Americas Securities
New York
$455K -$1.15M -66,768 -72%
Citadel Advisors
16
Citadel Advisors
Florida
$396K -$10M -583,366 -96%
BNP Paribas Financial Markets
17
BNP Paribas Financial Markets
France
$309K
Citigroup
18
Citigroup
New York
$276K
Goldman Sachs
19
Goldman Sachs
New York
$261K
HF
20
HRT Financial
New York
$244K +$236K +13,780 New
Royal Bank of Canada
21
Royal Bank of Canada
Ontario, Canada
$233K -$202K -11,800 -47%
RA
22
Rational Advisors
New York
$225K +$217K +12,678 New
BCM
23
Bluefin Capital Management
New York
$213K
JP Morgan Chase
24
JP Morgan Chase
New York
$193K -$134K -7,812 -42%
HCC
25
Hirtle Callaghan & Co
Pennsylvania
$89K

SVXY Hedge Fund Activity: Q3 2020 in Review

30 of the 4,957 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q3 2020, worth a combined $104M — down 39% from $169M a quarter earlier.

Sellers outnumbered buyers: 12 funds closed out of SVXY and 5 opened new positions — a net loss of 7 holders — while 13 trimmed existing stakes and 3 added.

The largest buyer was Tuttle Capital Management, opening a new position worth an estimated $3.11M. The largest seller was Neuberger Berman Group, exiting entirely with an estimated $25.8M sold.

  • 30 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q3 2020, down from 37 in Q2 2020.
  • Funds reported $104M of ProShares Short VIX Short-Term Futures ETF stock for Q3 2020, down 39% quarter-over-quarter.
  • 5 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q3 2020 and 12 closed out, a net change of -7 holders.
  • The largest ProShares Short VIX Short-Term Futures ETF buyer in Q3 2020 was Tuttle Capital Management, an estimated $3.11M added.
  • The largest ProShares Short VIX Short-Term Futures ETF seller in Q3 2020 was Neuberger Berman Group, an estimated $25.8M sold.

Based on aggregated 13F filings for Q3 2020.