PROSHARES TR II SVXY
SHT VIX ST TRM · ETP · CUSIP 74347W130
- SectorFinancials
- IndustryCommodity Contracts Brokers & Dealers
- HeadquartersBethesda, MD
- FilingsSEC EDGAR
* Summed across managers. Shares that two managers' reports both contain – a subsidiary's holdings that its parent's report includes too, or a sub-adviser's in its client's – are counted once. Holder counts are more reliable. Implied quarter-end price ≈ $86.32. Options: 3 managers hold calls ($25.6m notional), 4 hold puts ($85.5m).
Trends to Q3 2023
Institutional holders
Managers reporting a position, each quarter
Numbers
| Quarter | Holders |
|---|---|
| Q3 2022 | 35 |
| Q4 2022 | 35 |
| Q1 2023 | 34 |
| Q2 2023 | 28 |
| Q3 2023 | 25 |
Buyers vs sellers
Managers adding to or starting a position, vs cutting or selling out
Numbers
| Quarter | Bought or added | Cut or sold out |
|---|---|---|
| Q4 2022 | 18 | 19 |
| Q1 2023 | 15 | 22 |
| Q2 2023 | 13 | 19 |
| Q3 2023 | 14 | 14 |
Calls vs puts
Options held, notional value, last 4 quarters. P/C = puts ÷ calls
Numbers
| Quarter | Calls | Puts | P/C |
|---|---|---|---|
| Q4 2022 | $75.7m | $48.9m | 0.65 |
| Q1 2023 | $27.4m | $14.9m | 0.55 |
| Q2 2023 | $47.3m | $48.1m | 1.02 |
| Q3 2023 | $25.6m | $85.5m | 3.34 |
Biggest buyers
| Gemsstock Ltd. | New | +588.9k |
| MORGAN STANLEY | Added | +100.1k |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | Added | +83.0k |
| GROUP ONE TRADING LLC | Added | +80.3k |
| Trellus Management Company, LLC | New | +10.0k |
| JPMORGAN CHASE & CO | New | +4.8k |
| BARCLAYS PLC | Added | +2.9k |
| Tower Research Capital LLC (TRC) | Added | +2.9k |
| UBS Group AG | Added | +1.4k |
| Qube Research & Technologies Ltd | New | +632 |
Biggest sellers
| HORIZON KINETICS ASSET MANAGEMENT LLC | Reduced | -692.3k |
| JANE STREET GROUP, LLC | Reduced | -558.8k |
| CITADEL ADVISORS LLC | Sold out | -116.9k |
| Oak Thistle LLC | Sold out | -31.0k |
| Little Harbor Advisors, LLC | Sold out | -25.0k |
| BNP PARIBAS FINANCIAL MARKETS | Reduced | -18.8k |
| CITIGROUP INC | Sold out | -18.5k |
| IMC-Chicago, LLC | Sold out | -17.2k |
| FLOW TRADERS U.S. LLC | Sold out | -16.9k |
| GOLDMAN SACHS GROUP INC | Reduced | -10.8k |
Biggest calls
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | Reduced | $18.6m215.0k shares |
| CITADEL ADVISORS LLC | Added | $6.9m80.3k shares |
| Cutler Group LLC / CA | Added | $113.0k22.4k shares |
Biggest puts
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | Added | $62.1m719.2k shares |
| CITADEL ADVISORS LLC | Added | $23.2m268.9k shares |
| Cutler Group LLC / CA | Added | $101.0k14.2k shares |
| HAP Trading, LLC | New | $48.1k13.3k shares |
Options at notional value: the value of the shares the contracts control, as filers report them, not what the options cost. Not included in the holders, shares or buying above.
Insider purchases and sales in Q3 2023
Shares bought or sold by the company's own officers, directors and 10% owners, in the open market or privately, as they reported to the SEC on Form 4 (due within two business days of the trade). Grants, option exercises, shares withheld for tax and gifts aren't included.
None reported in Q3 2023.
Holders, Q3 2023
| Manager | Shares | Change |
|---|---|---|
| Gemsstock Ltd. 22.29% of their portfolio | 588.9k $50.8m | New |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP 0.05% of their portfolio | 357.4k $30.9m | Added +83.0k |
| MORGAN STANLEY 0.00% of their portfolio | 135.8k $11.7m | Added +100.1k |
| GROUP ONE TRADING LLC 0.30% of their portfolio | 87.3k $7.5m | Added +80.3k |
| JANE STREET GROUP, LLC 0.01% of their portfolio | 46.6k $4.0m | Reduced -558.8k |
| Tower Research Capital LLC (TRC) 0.11% of their portfolio | 42.5k $3.7m | Added +2.9k |
| GOLDMAN SACHS GROUP INC 0.00% of their portfolio | 20.2k $1.7m | Reduced -10.8k |
| HORIZON KINETICS ASSET MANAGEMENT LLC 0.02% of their portfolio | 14.3k $1.2m | Reduced -692.3k |
| Selway Asset Management 0.46% of their portfolio | 11.5k $991.8k | Reduced -40 |
| TWO SIGMA SECURITIES, LLC 0.04% of their portfolio | 11.1k $955.7k | Added +391 |
| SG Americas Securities, LLC 0.01% of their portfolio | 10.6k $913.0k | Added +500 |
| Trellus Management Company, LLC 1.67% of their portfolio | 10.0k $863.4k | New |
| BNP PARIBAS FINANCIAL MARKETS 0.00% of their portfolio | 8.7k $750.6k | Reduced -18.8k |
| BARCLAYS PLC 0.00% of their portfolio | 5.8k $501.6k | Added +2.9k |
| JPMORGAN CHASE & CO 0.00% of their portfolio | 4.8k $412.2k | New |
| UBS Group AG 0.00% of their portfolio | 1.4k $121.3k | Added +1.4k |
| Cutler Group LLC / CA 0.01% of their portfolio | 800 $69.0k | Reduced -4.0k |
| Qube Research & Technologies Ltd 0.00% of their portfolio | 632 $54.6k | New |
| Headlands Technologies LLC 0.03% of their portfolio | 622 $53.7k | New |
| Spire Wealth Management 0.00% of their portfolio | 500 $43.2k | Added +100 |
| GPS Wealth Strategies Group, LLC 0.00% of their portfolio | 126 $10.9k | Unchanged |
| Thomas J. Herzfeld Advisors, Inc. 0.00% of their portfolio | 110 $9.5k | Unchanged |
| IFS Advisors, LLC 0.01% of their portfolio | 75 $6.5k | Unchanged |
| LAZARD ASSET MANAGEMENT LLC 0.00% of their portfolio | 1 $0 | Unchanged |
| CONCOURSE FINANCIAL GROUP SECURITIES, INC. 0.00% of their portfolio | 0 $0 | Unchanged |