PROSHARES TR II
ULTRA VIX SHORT · CUSIP 74347Y771
47
institutional holders
+10 vs Q2 2023
4.0m
shares reported held*
$64.9mreported value*
17 new
10 added
10 reduced
8 sold out
net bought ≈ $31.7m (+2.0m shares)
* 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 ≈ $16.21. Options: 10 managers hold calls ($229.1m notional), 7 hold puts ($54.4m).
Trends to Q3 2023
Institutional holders
Managers reporting a position, each quarter
Numbers
| Quarter | Holders |
|---|---|
| Q2 2023 | 37 |
| Q3 2023 | 47 |
Calls vs puts
Options held, notional value, last 4 quarters. P/C = puts ÷ calls
CallsPuts
Numbers
| Quarter | Calls | Puts | P/C |
|---|---|---|---|
| Q4 2022 | $0 | $0 | — |
| Q1 2023 | $0 | $0 | — |
| Q2 2023 | $235.1m | $96.1m | 0.41 |
| Q3 2023 | $229.1m | $54.4m | 0.24 |
Biggest buyers
| CITADEL ADVISORS LLC | New | +1.8m |
| JANE STREET GROUP, LLC | New | +506.4k |
| GOLDMAN SACHS GROUP INC | New | +250.8k |
| TWO SIGMA INVESTMENTS, LP | Added | +136.6k |
| Jump Financial, LLC | Added | +113.8k |
| Qube Research & Technologies Ltd | New | +72.2k |
| BANK OF AMERICA CORP /DE/ | Added | +70.1k |
| SEAVIEW INVESTMENT MANAGERS LLC | New | +50.0k |
| Private Capital Advisors, Inc. | New | +31.6k |
| SeaCrest Wealth Management, LLC | New | +28.3k |
Biggest sellers
| D. E. Shaw & Co., Inc. | Reduced | -508.2k |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | Reduced | -233.9k |
| HRT FINANCIAL LP | Sold out | -191.5k |
| Compound Planning, Inc. | Sold out | -31.0k |
| Trellus Management Company, LLC | Sold out | -27.0k |
| JPMORGAN CHASE & CO | Reduced | -26.5k |
| TWO SIGMA SECURITIES, LLC | Sold out | -23.7k |
| Diametric Capital, LP | Reduced | -20.4k |
| Walleye Trading LLC | Reduced | -19.3k |
| Tower Research Capital LLC (TRC) | Reduced | -18.7k |
Biggest calls
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | Reduced | $153.5m9.5m shares |
| CITADEL ADVISORS LLC | Added | $45.9m2.8m shares |
| WOLVERINE TRADING, LLC | Added | $18.3m1.1m shares |
| UBS Group AG | Added | $8.5m522.4k shares |
| Walleye Trading LLC | Added | $1.0m61.9k shares |
| Cutler Group LLC / CA | Added | $902.0k473.0k shares |
| GTS SECURITIES LLC | New | $555.2k34.2k shares |
| HORIZON KINETICS ASSET MANAGEMENT LLC | Reduced | $480.0k12.0k shares |
| HAP Trading, LLC | Added | $52.9k53.1k shares |
| Capital Investment Advisory Services, LLC | New | $48.6k3.0k shares |
Biggest puts
| SUSQUEHANNA INTERNATIONAL GROUP, LLP | Added | $29.5m1.8m shares |
| WOLVERINE TRADING, LLC | Added | $12.3m759.8k shares |
| CITADEL ADVISORS LLC | Added | $9.5m587.0k shares |
| Walleye Trading LLC | Added | $1.4m87.8k shares |
| UBS Group AG | New | $988.8k61.0k shares |
| Cutler Group LLC / CA | Added | $606.0k168.4k shares |
| HAP Trading, LLC | New | $54.4k49.0k 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.
Holders, Q3 2023
| Manager | Shares | Change |
|---|---|---|
| CITADEL ADVISORS LLC 0.03% of their portfolio | 1.8m $28.6m | New |
| JANE STREET GROUP, LLC 0.01% of their portfolio | 506.4k $8.2m | New |
| TWO SIGMA INVESTMENTS, LP 0.01% of their portfolio | 256.9k $4.2m | Added +136.6k |
| GOLDMAN SACHS GROUP INC 0.00% of their portfolio | 250.8k $4.1m | New |
| Jump Financial, LLC 0.15% of their portfolio | 242.2k $3.9m | Added +113.8k |
| Tower Research Capital LLC (TRC) 0.07% of their portfolio | 139.0k $2.3m | Reduced -18.7k |
| SUSQUEHANNA INTERNATIONAL GROUP, LLP 0.00% of their portfolio | 128.2k $2.1m | Reduced -233.9k |
| MORGAN STANLEY 0.00% of their portfolio | 89.7k $1.5m | Added +16.0k |
| JPMORGAN CHASE & CO 0.00% of their portfolio | 80.1k $1.3m | Reduced -26.5k |
| Qube Research & Technologies Ltd 0.00% of their portfolio | 72.2k $1.2m | New |
| BANK OF AMERICA CORP /DE/ 0.00% of their portfolio | 70.2k $1.1m | Added +70.1k |
| CITIGROUP INC 0.00% of their portfolio | 58.3k $945.5k | Reduced -6 |
| SEAVIEW INVESTMENT MANAGERS LLC 0.27% of their portfolio | 50.0k $810.5k | New |
| D. E. Shaw & Co., Inc. 0.00% of their portfolio | 40.6k $657.5k | Reduced -508.2k |
| GARDNER LEWIS ASSET MANAGEMENT L P 0.24% of their portfolio | 40.2k $652.2k | Unchanged |
| Diametric Capital, LP 0.22% of their portfolio | 32.7k $530.2k | Reduced -20.4k |
| Private Capital Advisors, Inc. 0.03% of their portfolio | 31.6k $504.0k | New |
| SeaCrest Wealth Management, LLC 0.06% of their portfolio | 28.3k $458.1k | New |
| BARCLAYS PLC 0.00% of their portfolio | 24.0k $388.3k | Added +2.8k |
| PERSONAL CFO SOLUTIONS, LLC 0.05% of their portfolio | 14.1k $227.8k | New |
| Walleye Trading LLC 0.00% of their portfolio | 13.1k $211.8k | Reduced -19.3k |
| WOLVERINE TRADING, LLC 0.00% of their portfolio | 13.0k $211.1k | New |
| Per Stirling Capital Management, LLC. 0.04% of their portfolio | 11.4k $184.9k | Added +773 |
| StoneX Group Inc. 0.02% of their portfolio | 11.0k $179.0k | New |
| PRELUDE CAPITAL MANAGEMENT, LLC 0.02% of their portfolio | 10.5k $170.2k | Reduced -6.5k |
| FNY Investment Advisers, LLC 0.10% of their portfolio | 10.0k $162.0k | Added +1.4k |
| Headlands Technologies LLC 0.05% of their portfolio | 6.8k $109.8k | New |
| TORONTO DOMINION BANK 0.00% of their portfolio | 4.0k $64.8k | New |
| Antonetti Capital Management LLC 0.03% of their portfolio | 1.3k $20.6k | Added +599 |
| Cutler Group LLC / CA 0.00% of their portfolio | 1.1k $17.0k | Added +1.1k |
| Larson Financial Group LLC 0.00% of their portfolio | 844 $13.7k | Unchanged |
| UBS Group AG 0.00% of their portfolio | 589 $9.5k | Reduced -5.9k |
| EQUITEC PROPRIETARY MARKETS, LLC 0.01% of their portfolio | 500 $8.1k | New |
| Impact Partnership Wealth, LLC 0.00% of their portfolio | 500 $8.1k | New |
| Nalls Sherbakoff Group, LLC 0.00% of their portfolio | 309 $5.0k | New |
| GHP Investment Advisors, Inc. 0.00% of their portfolio | 260 $4.7k | New |
| OSAIC HOLDINGS, INC. 0.00% of their portfolio | 152 $2.5k | Reduced -3 |
| Lee Financial Co 0.00% of their portfolio | 140 $2.3k | Unchanged |
| Federation des caisses Desjardins du Quebec 0.00% of their portfolio | 140 $2.3k | Added +100 |
| Venturi Wealth Management, LLC 0.00% of their portfolio | 95 $1.5k | Unchanged |
| Capital Investment Advisory Services, LLC 0.00% of their portfolio | 55 $892 | New |
| Cypress Capital Management LLC (WY) 0.00% of their portfolio | 50 $811 | Unchanged |
| Kozak & Associates, Inc. 0.00% of their portfolio | 50 $823 | Unchanged |
| LANARK FINANCIAL, INC. 0.00% of their portfolio | 22 $0 | First filing |
| HOLLENCREST CAPITAL MANAGEMENT 0.00% of their portfolio | 10 $162 | Unchanged |
| MCF Advisors LLC 0.00% of their portfolio | 3 $49 | Unchanged |
| CONCOURSE FINANCIAL GROUP SECURITIES, INC. 0.00% of their portfolio | 0 $0 | Unchanged |