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ProShares Short VIX Short-Term Futures ETF

38 hedge funds and large institutions have $179M invested in ProShares Short VIX Short-Term Futures ETF in 2021 Q4 according to their latest regulatory filings, with 5 funds opening new positions, 12 increasing their positions, 11 reducing their positions, and 8 closing their positions.

New
Increased
Maintained
Reduced
Closed

29% more call options, than puts

Call options by funds: $160M | Put options by funds: $124M

9% more repeat investments, than reductions

Existing positions increased: 12 | Existing positions reduced: 11

5% less capital invested

Capital invested by funds: $187M → $179M (-$8.85M)

7% less funds holding

Funds holding: 4138 (-3)

15.1% less ownership

Funds ownership: 103.95%88.85% (-15%)

38% less first-time investments, than exits

New positions opened: 5 | Existing positions closed: 8

100% less funds holding in top 10

Funds holding in top 10: 30 (-3)

Holders
38
Holders Change
-3
Holders Change %
-7.32%
% of All Funds
0.58%
Holding in Top 10
Holding in Top 10 Change
-3
Holding in Top 10 Change %
-100%
% of All Funds
New
5
Increased
12
Reduced
11
Closed
8
Calls
$160M
Puts
$124M
Net Calls
+$36.1M
Net Calls Change
+$21.6M
Name Holding Trade Value Shares
Change
Change in
Stake
HKAM
1
Horizon Kinetics Asset Management
New York
$58.8M -$10.5M -353,320 -16%
IMC Chicago
2
IMC Chicago
Illinois
$18.9M +$2.82M +95,200 +18%
TRCT
3
Tower Research Capital (TRC)
New York
$12.3M -$1.73M -58,350 -13%
Morgan Stanley
4
Morgan Stanley
New York
$12.1M -$9.61M -324,264 -45%
JF
5
Jump Financial
Illinois
$12M +$6.44M +217,194 +126%
UBS Group
6
UBS Group
Switzerland
$9.34M +$3.71M +125,116 +70%
HF
7
HRT Financial
New York
$9.15M +$7.48M +252,274 +561%
Citadel Advisors
8
Citadel Advisors
Florida
$8.38M +$3.25M +109,628 +67%
Susquehanna International Group
9
Susquehanna International Group
Pennsylvania
$6.27M -$5.47M -184,522 -48%
Jane Street
10
Jane Street
New York
$5.61M +$3.95M +133,252 +271%
Group One Trading
11
Group One Trading
Illinois
$5.25M +$5.06M +170,622 New
N
12
Natixis
France
$4M
IWP
13
Innova Wealth Partners
Pennsylvania
$3.54M +$3.08M +103,790 +936%
Wolverine Trading
14
Wolverine Trading
Illinois
$2.85M -$2.45M -82,752 -47%
SG Americas Securities
15
SG Americas Securities
New York
$2.13M +$1.43M +48,200 +229%
Two Sigma Investments
16
Two Sigma Investments
New York
$1.38M -$4.75M -160,306 -78%
TI
17
Tidal Investments
Wisconsin
$1.09M -$2.35M -79,260 -69%
Millennium Management
18
Millennium Management
New York
$806K +$539K +18,200 +228%
JP Morgan Chase
19
JP Morgan Chase
New York
$672K +$82K +2,768 +15%
FTUS
20
Flow Traders U.S.
New York
$654K -$1.86M -62,704 -75%
TSS
21
Two Sigma Securities
New York
$636K +$119K +4,004 +24%
BNP Paribas Financial Markets
22
BNP Paribas Financial Markets
France
$534K
SAM
23
Selway Asset Management
$462K
Goldman Sachs
24
Goldman Sachs
New York
$455K
OFW
25
Omnia Family Wealth
Florida
$362K -$795K -26,810 -70%

SVXY Hedge Fund Activity: Q4 2021 in Review

38 of the 6,499 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q4 2021, worth a combined $179M — down 4.7% from $187M a quarter earlier.

Sellers outnumbered buyers: 8 funds closed out of SVXY and 5 opened new positions — a net loss of 3 holders — while 11 trimmed existing stakes and 12 added.

The largest buyer was HRT Financial, adding an estimated $7.48M. The largest seller was Horizon Kinetics Asset Management, cutting an estimated $10.5M.

  • 38 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q4 2021, down from 41 in Q3 2021.
  • Funds reported $179M of ProShares Short VIX Short-Term Futures ETF stock for Q4 2021, down 4.7% quarter-over-quarter.
  • 5 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q4 2021 and 8 closed out, a net change of -3 holders.
  • The largest ProShares Short VIX Short-Term Futures ETF buyer in Q4 2021 was HRT Financial, an estimated $7.48M added.
  • The largest ProShares Short VIX Short-Term Futures ETF seller in Q4 2021 was Horizon Kinetics Asset Management, an estimated $10.5M sold.

Based on aggregated 13F filings for Q4 2021.