Vault-13

PROSHARES TR II VIXY

VIX SH TRM FUTRS · ETP · CUSIP 74347Y789

38 institutional holders -2 vs Q1 2024
1,994,5622.0m shares reported held*
$21.6mreported value*
12 new 9 added 7 reduced 16 sold out net sold ≈ $2.6m (-239.2k 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 ≈ $10.82. Options: 5 managers hold calls ($5.5m notional), 4 hold puts ($3.8m).

Trends to Q2 2024

Institutional holders

Managers reporting a position, each quarter

0204060Q2 23: 44Q3 23: 45Q4 23: 41Q1 24: 40Q2 24: 3838Q2 23Q3 23Q4 23Q1 24Q2 24
Numbers
QuarterHolders
Q2 202344
Q3 202345
Q4 202341
Q1 202440
Q2 202438

Buyers vs sellers

Managers adding to or starting a position, vs cutting or selling out

Bought or addedCut or sold out
40040Q3 23: 24 bought or addedQ3 23: 27 cut or sold outQ3 23Q4 23: 15 bought or addedQ4 23: 32 cut or sold outQ4 23Q1 24: 23 bought or addedQ1 24: 18 cut or sold outQ1 24Q2 24: 21 bought or addedQ2 24: 23 cut or sold outQ2 24
Numbers
QuarterBought or addedCut or sold out
Q3 20232427
Q4 20231532
Q1 20242318
Q2 20242123

Calls vs puts

Options held, notional value, last 4 quarters. P/C = puts ÷ calls

CallsPuts
$0$2.5m$5m$7.5m$10mQ3 23 calls: $9.2mQ3 23 puts: $3.4mQ3 23P/C 0.37Q4 23 calls: $9.8mQ4 23 puts: $6.2mQ4 23P/C 0.63Q1 24 calls: $8.2mQ1 24 puts: $4.2mQ1 24P/C 0.52Q2 24 calls: $5.5mQ2 24 puts: $3.8mQ2 24P/C 0.69
Numbers
QuarterCallsPutsP/C
Q3 2023$9.2m$3.4m0.37
Q4 2023$9.8m$6.2m0.63
Q1 2024$8.2m$4.2m0.52
Q2 2024$5.5m$3.8m0.69

Biggest buyers

Maytree Asset Management Ltd Added +588,480+588.5k
CITADEL ADVISORS LLC New +169,315+169.3k
Tower Research Capital LLC (TRC) Added +125,949+125.9k
Jump Financial, LLC New +109,763+109.8k
Diametric Capital, LP Added +92,352+92.4k
B. Riley Wealth Advisors, Inc. New +53,100+53.1k
PRELUDE CAPITAL MANAGEMENT, LLC Added +29,259+29.3k
Hamilton Wealth, LLC New +28,280+28.3k
Schonfeld Strategic Advisors LLC New +27,900+27.9k
Beacon Harbor Wealth Advisors, Inc. New +17,500+17.5k

Biggest sellers

EHP Funds Inc. Sold out -533,400-533.4k
Rockport Wealth LLC Sold out -350,480-350.5k
MORGAN STANLEY Reduced -191,177-191.2k
JANE STREET GROUP, LLC Reduced -69,568-69.6k
FLOW TRADERS U.S. LLC Sold out -52,201-52.2k
GOLDMAN SACHS GROUP INC Sold out -50,000-50.0k
BANK OF AMERICA CORP /DE/ Reduced -47,983-48.0k
HRT FINANCIAL LP Sold out -42,593-42.6k
SUSQUEHANNA INTERNATIONAL GROUP, LLP Sold out -41,905-41.9k
Integrated Advisors Network LLC Sold out -27,350-27.4k

Biggest calls

SUSQUEHANNA INTERNATIONAL GROUP, LLP Reduced $2.5m231.6k shares
CTC LLC Reduced $1.7m731 shares
WOLVERINE TRADING, LLC New $696.6k64.2k shares
HORIZON KINETICS ASSET MANAGEMENT LLC Reduced $503.8k22.9k shares
CITADEL ADVISORS LLC Reduced $89.2k8.2k shares

Biggest puts

SUSQUEHANNA INTERNATIONAL GROUP, LLP Added $2.5m230.7k shares
CTC LLC Reduced $1.2m494 shares
WOLVERINE TRADING, LLC New $125.9k11.6k shares
CITADEL ADVISORS LLC Reduced $28.2k2.6k 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 Q2 2024

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 Q2 2024.

Holders, Q2 2024

#ManagerLocationShares Value% of their portfolioChangeShares change
1 Maytree Asset Management Ltd 8.25% of their portfolio HONG KONG, K3 722,862722.9k $7.8m $7.8m 8.25% Added +588.5k +588,480
2 Tower Research Capital LLC (TRC) 0.03% of their portfolio NEW YORK, NY 187,926187.9k $2.0m $2.0m 0.03% Added +125.9k +125,949
3 CITADEL ADVISORS LLC 0.00% of their portfolio MIAMI, FL 169,315169.3k $1.8m $1.8m 0.00% New
4 Diametric Capital, LP 0.94% of their portfolio BOSTON, MA 159,978160.0k $1.7m $1.7m 0.94% Added +92.4k +92,352
5 Jump Financial, LLC 0.02% of their portfolio Chicago, IL 109,763109.8k $1.2m $1.2m 0.02% New
6 NATIONAL BANK OF CANADA /FI/ 0.00% of their portfolio MONTREAL, A8 101,268101.3k $1.0m $1.0m 0.00% Added +1.9k +1,879
7 MORGAN STANLEY 0.00% of their portfolio NEW YORK, NY 78,18478.2k $848.3k $848.3k 0.00% Reduced -191.2k -191,177
8 Eschler Asset Management LLP 0.48% of their portfolio London, X0 56,47856.5k $607.1k $607.1k 0.48% Added +2.4k +2,429
9 B. Riley Wealth Advisors, Inc. 0.01% of their portfolio MEMPHIS, TN 53,10053.1k $576.1k $576.1k 0.01% New
10 PRELUDE CAPITAL MANAGEMENT, LLC 0.05% of their portfolio NEW YORK, NY 52,46552.5k $569.2k $569.2k 0.05% Added +29.3k +29,259
11 BARCLAYS PLC 0.00% of their portfolio LONDON, X0 50,00050.0k $542.5k $542.5k 0.00% Unchanged
12 SG Americas Securities, LLC 0.00% of their portfolio NEW YORK, NY 34,80134.8k $378.0k $378.0k 0.00% Unchanged
13 Hamilton Wealth, LLC 0.08% of their portfolio LOS ANGELES, CA 28,28028.3k $306.8k $306.8k 0.08% New
14 Schonfeld Strategic Advisors LLC 0.00% of their portfolio NEW YORK, NY 27,90027.9k $302.7k $302.7k 0.00% New
15 JANE STREET GROUP, LLC 0.00% of their portfolio NEW YORK, NY 25,76125.8k $279.5k $279.5k 0.00% Reduced -69.6k -69,568
16 Visionary Wealth Advisors 0.02% of their portfolio O'FALLON, IL 22,70022.7k $246.3k $246.3k 0.02% Reduced -11.7k -11,700
17 UBS Group AG 0.00% of their portfolio ZURICH, V8 20,00520.0k $217.1k $217.1k 0.00% Reduced -6.3k -6,343
18 Beacon Harbor Wealth Advisors, Inc. 0.05% of their portfolio VIRGINIA BEACH, VA 17,50017.5k $190.0k $190.0k 0.05% New
19 Corient Private Wealth LP 0.00% of their portfolio MIAMI, FL 16,40216.4k $178.0k $178.0k 0.00% New
20 PCG Wealth Advisors, LLC 0.07% of their portfolio OVERLAND PARK, KS 15,50015.5k $168.2k $168.2k 0.07% Added +3.5k +3,500
21 Verity Asset Management, Inc. 0.06% of their portfolio DURHAM, NC 13,68413.7k $148.5k $148.5k 0.06% Added +1.9k +1,911
22 Alhambra Investment Management LLC 0.07% of their portfolio PALMETTO BAY, FL 12,25312.3k $132.9k $132.9k 0.07% New
23 NFSG Corp 0.04% of their portfolio BOCA RATON, FL 8,7008.7k $94.4k $94.4k 0.04% Reduced -8.0k -8,000
24 OSAIC HOLDINGS, INC. 0.00% of their portfolio SCOTTSDALE, AZ 5,9606.0k $64.7k $64.7k 0.00% Added +2.3k +2,310
25 Hobbs Group Advisors, LLC 0.00% of their portfolio COLUMBIA, SC 1,2001.2k $13.0k $13.0k 0.00% First filing
26 Steward Partners Investment Advisory, LLC 0.00% of their portfolio STAMFORD, CT 1,0001.0k $10.8k $10.8k 0.00% New
27 Larson Financial Group LLC 0.00% of their portfolio ST LOUIS, MO 847847 $9.2k $9.2k 0.00% Reduced -269 -269
28 WFA of San Diego, LLC 0.00% of their portfolio SAN DIEGO, CA 375375 $4.1k $4.1k 0.00% First filing
29 INTERNATIONAL ASSETS INVESTMENT MANAGEMENT, LLC 0.00% of their portfolio ORLANDO, FL 175175 $1.9k $1.9k 0.00% New
30 CITIGROUP INC 0.00% of their portfolio NEW YORK, NY 125125 $1.4k $1.4k 0.00% Unchanged
31 BANK OF AMERICA CORP /DE/ 0.00% of their portfolio CHARLOTTE, NC 1717 $184 $184 0.00% Reduced -48.0k -47,983
32 Independence Bank of Kentucky 0.00% of their portfolio OWENSBORO, KY 1212 $130 $130 0.00% New
33 CWM, LLC 0.00% of their portfolio OMAHA, NE 1111 $0 $0 0.00% Unchanged
34 NORTHWESTERN MUTUAL WEALTH MANAGEMENT CO 0.00% of their portfolio MILWAUKEE, WI 66 $65 $65 0.00% Unchanged
35 Sunbelt Securities, Inc. 0.00% of their portfolio HOUSTON, TX 44 $43 $43 0.00% Unchanged
36 Parallel Advisors, LLC 0.00% of their portfolio SAN FRANCISCO, CA 44 $43 $43 0.00% Unchanged
37 FOSTER DYKEMA CABOT & PARTNERS, LLC 0.00% of their portfolio WALTHAM, MA 11 $11 $11 0.00% New
38 CONCOURSE FINANCIAL GROUP SECURITIES, INC. 0.00% of their portfolio BIRMINGHAM, AL 00 $0 $0 0.00% Unchanged