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ProShares Short VIX Short-Term Futures ETF

30 hedge funds and large institutions have $121M invested in ProShares Short VIX Short-Term Futures ETF in 2023 Q4 according to their latest regulatory filings, with 10 funds opening new positions, 8 increasing their positions, 9 reducing their positions, and 3 closing their positions.

New
Increased
Maintained
Reduced
Closed

233% more first-time investments, than exits

New positions opened: 10 | Existing positions closed: 3

25% more funds holding

Funds holding: 2430 (+6)

3% more capital invested

Capital invested by funds: $117M → $121M (+$4.09M)

9.79% less ownership

Funds ownership: 92.81%83.01% (-9.8%)

11% less repeat investments, than reductions

Existing positions increased: 8 | Existing positions reduced: 9

56% less call options, than puts

Call options by funds: $41.2M | Put options by funds: $93.5M

100% less funds holding in top 10

Funds holding in top 10: 10 (-1)

Holders
30
Holders Change
+6
Holders Change %
+25%
% of All Funds
0.44%
Holding in Top 10
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
New
10
Increased
8
Reduced
9
Closed
3
Calls
$41.2M
Puts
$93.5M
Net Calls
-$52.3M
Net Calls Change
+$7.53M
Name Holding Trade Value Shares
Change
Change in
Stake
Morgan Stanley
1
Morgan Stanley
New York
$52.9M +$34.7M +752,444 +277%
HF
2
HRT Financial
New York
$12.3M +$10.9M +237,076 New
Susquehanna International Group
3
Susquehanna International Group
Pennsylvania
$11.4M -$22.8M -494,646 -69%
Jane Street
4
Jane Street
New York
$7.79M +$2.65M +57,520 +62%
JF
5
Jump Financial
Illinois
$7.2M +$6.42M +139,308 New
IMC Chicago
6
IMC Chicago
Illinois
$4.42M +$3.94M +85,468 New
Two Sigma Investments
7
Two Sigma Investments
New York
$4.24M +$3.78M +82,030 New
Goldman Sachs
8
Goldman Sachs
New York
$3.91M +$1.63M +35,302 +87%
FTUS
9
Flow Traders U.S.
New York
$3.51M +$3.12M +67,846 New
TRCT
10
Tower Research Capital (TRC)
New York
$3.32M -$955K -20,726 -24%
OTL
11
Oak Thistle LLC
New York
$1.83M +$1.63M +35,302 New
Group One Trading
12
Group One Trading
Illinois
$1.69M -$6.53M -141,860 -81%
SAM
13
Selway Asset Management
$1.59M +$359K +7,800 +34%
TSS
14
Two Sigma Securities
New York
$1.56M +$373K +8,088 +37%
HKAM
15
Horizon Kinetics Asset Management
New York
$1.38M -$86.6K -1,880 -7%
BNP Paribas Financial Markets
16
BNP Paribas Financial Markets
France
$692K -$184K -4,000 -23%
Citadel Advisors
17
Citadel Advisors
Florida
$640K +$570K +12,370 New
Barclays
18
Barclays
United Kingdom
$300K -$268K -5,810 -50%
JP Morgan Chase
19
JP Morgan Chase
New York
$226K -$238K -5,178 -54%
HT
20
Headlands Technologies
Illinois
$212K +$131K +2,852 +229%
UBS Group
21
UBS Group
Switzerland
$106K -$35.3K -766 -27%
Qube Research & Technologies (QRT)
22
Qube Research & Technologies (QRT)
United Kingdom
$94.7K +$26.2K +568 +45%
SWM
23
Spire Wealth Management
Virginia
$73.6K +$18.4K +400 +40%
CG
24
Cutler Group
California
$31K -$46.1K -1,000 -63%
Carson Wealth (CWM LLC)
25
Carson Wealth (CWM LLC)
Nebraska
$16K +$13.8K +300 New

SVXY Hedge Fund Activity: Q4 2023 in Review

30 of the 6,859 institutional investors tracked by Wall St. Rank reported a position in ProShares Short VIX Short-Term Futures ETF (SVXY) for Q4 2023, worth a combined $121M — up 3.5% from $117M a quarter earlier.

Buyers outnumbered sellers: 10 funds opened new SVXY positions and 3 closed out — a net gain of 7 holders — while 8 added to existing stakes and 9 trimmed.

The largest buyer was Morgan Stanley, adding an estimated $34.7M. The largest seller was Gemsstock Ltd, exiting entirely with an estimated $50.8M sold.

  • 30 institutional investors held ProShares Short VIX Short-Term Futures ETF (SVXY) as of Q4 2023, up from 24 in Q3 2023.
  • Funds reported $121M of ProShares Short VIX Short-Term Futures ETF stock for Q4 2023, up 3.5% quarter-over-quarter.
  • 10 funds opened new ProShares Short VIX Short-Term Futures ETF positions in Q4 2023 and 3 closed out, a net change of +7 holders.
  • The largest ProShares Short VIX Short-Term Futures ETF buyer in Q4 2023 was Morgan Stanley, an estimated $34.7M added.
  • The largest ProShares Short VIX Short-Term Futures ETF seller in Q4 2023 was Gemsstock Ltd, an estimated $50.8M sold.

Based on aggregated 13F filings for Q4 2023.