Vault-13

PROSHARES TR II

VIX SH TRM FUTRS · CUSIP 74347Y854

71 institutional holders +6 vs Q4 2022
6,015,1506.0m shares reported held*
$56.8mreported value*
24 new 17 added 22 reduced 17 sold out net bought ≈ $5.0m (+454.3k 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 ≈ $9.44. Options: 6 managers hold calls ($6.7m notional), 5 hold puts ($2.9m).

Trends to Q1 2023

Institutional holders

Managers reporting a position, each quarter

0255075Q3 22: 58Q4 22: 65Q1 23: 7171Q3 22Q4 22Q1 23
Numbers
QuarterHolders
Q3 202258
Q4 202265
Q1 202371

Buyers vs sellers

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

Bought or addedCut or sold out
50050Q4 22: 35 bought or addedQ4 22: 38 cut or sold outQ4 22Q1 23: 41 bought or addedQ1 23: 39 cut or sold outQ1 23
Numbers
QuarterBought or addedCut or sold out
Q4 20223538
Q1 20234139

Calls vs puts

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

CallsPuts
$0$10m$20m$30m$40mQ3 22 calls: $39.9mQ3 22 puts: $15.9mQ3 22P/C 0.40Q4 22 calls: $7.5mQ4 22 puts: $6.2mQ4 22P/C 0.82Q1 23 calls: $6.7mQ1 23 puts: $2.9mQ1 23P/C 0.43
Numbers
QuarterCallsPutsP/C
Q3 2022$39.9m$15.9m0.40
Q4 2022$7.5m$6.2m0.82
Q1 2023$6.7m$2.9m0.43

Biggest buyers

Brookstone Capital Management New +565,263+565.3k
MILESTONE ASSET MANAGEMENT, LLC New +533,711+533.7k
Strategic Wealth Partners, Ltd. New +476,697+476.7k
AE Wealth Management LLC New +218,676+218.7k
Delos Wealth Advisors, LLC New +187,999+188.0k
Fulcrum Equity Management Added +179,167+179.2k
Canal Insurance CO New +150,000+150.0k
Truadvice, LLC New +77,919+77.9k
Dynamic Advisor Solutions LLC New +77,513+77.5k
Gruss & Co., LLC New +70,000+70.0k

Biggest sellers

HighTower Advisors, LLC Sold out -369,106-369.1k
Ausdal Financial Partners, Inc. Sold out -365,731-365.7k
Park Edge Advisors, LLC Sold out -251,834-251.8k
Capital Investment Advisory Services, LLC Reduced -219,981-220.0k
Little Harbor Advisors, LLC Sold out -177,000-177.0k
SUSQUEHANNA INTERNATIONAL GROUP, LLP Reduced -167,671-167.7k
HRT FINANCIAL LP Sold out -164,443-164.4k
MORGAN STANLEY Reduced -99,576-99.6k
Weiss Multi-Strategy Advisers LLC Reduced -95,000-95.0k
CITADEL ADVISORS LLC Reduced -85,688-85.7k

Biggest calls

SUSQUEHANNA INTERNATIONAL GROUP, LLP Added $2.8m314.8k shares
HORIZON KINETICS ASSET MANAGEMENT LLC Added $1.9m96.7k shares
CITADEL ADVISORS LLC Reduced $1.4m155.1k shares
WOLVERINE TRADING, LLC Reduced $491.0k54.1k shares
HAP Trading, LLC Added $8.0k21.0k shares
Cutler Group LLC / CA Reduced $3.0k1.9k shares

Biggest puts

SUSQUEHANNA INTERNATIONAL GROUP, LLP Reduced $1.7m190.0k shares
HRT FINANCIAL LP New $506.0k56.0k shares
CITADEL ADVISORS LLC Reduced $423.5k46.8k shares
WOLVERINE TRADING, LLC Reduced $204.0k22.5k shares
CONCOURSE FINANCIAL GROUP SECURITIES, INC. Unchanged $00 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, Q1 2023

#ManagerLocationShares Value% of their portfolioChangeShares change
1 Brookstone Capital Management 0.09% of their portfolio WHEATON, IL 565,263565.3k $4.5m $4.5m 0.09% New
2 MILESTONE ASSET MANAGEMENT, LLC 2.76% of their portfolio PITTSBURGH, PA 533,711533.7k $4.8m $4.8m 2.76% New
3 Strategic Wealth Partners, Ltd. 0.66% of their portfolio INDEPENDENCE, OH 476,697476.7k $4.3m $4.3m 0.66% New
4 Poehling Capital Management, INC. 0.56% of their portfolio MADISON, WI 356,462356.5k $1.7m $1.7m 0.56% Added +549 +549
5 BANK OF AMERICA CORP /DE/ 0.00% of their portfolio CHARLOTTE, NC 283,534283.5k $2.6m $2.6m 0.00% Added +43.1k +43,124
6 GOLDMAN SACHS GROUP INC 0.00% of their portfolio NEW YORK, NY 250,900250.9k $2.3m $2.3m 0.00% Reduced -100 -100
7 IFP Advisors, Inc 0.31% of their portfolio TAMPA, FL 242,127242.1k $7.1m $7.1m 0.31% Added +61.2k +61,158
8 Fulcrum Equity Management 0.95% of their portfolio PLANO, TX 223,516223.5k $2.0m $2.0m 0.95% Added +179.2k +179,167
9 AE Wealth Management LLC 0.01% of their portfolio TOPEKA, KS 218,676218.7k $2.0m $2.0m 0.01% New
10 Weiss Multi-Strategy Advisers LLC 0.05% of their portfolio NEW YORK, NY 209,747209.7k $1.9m $1.9m 0.05% Reduced -95.0k -95,000
11 Jump Financial, LLC 0.08% of their portfolio Chicago, IL 205,192205.2k $1.9m $1.9m 0.08% Reduced -54.8k -54,751
12 Delos Wealth Advisors, LLC 2.15% of their portfolio DALLAS, TX 187,999188.0k $1.7m $1.7m 2.15% New
13 SUSQUEHANNA INTERNATIONAL GROUP, LLP 0.00% of their portfolio BALA CYNWYD, PA 167,410167.4k $1.5m $1.5m 0.00% Reduced -167.7k -167,671
14 Tower Research Capital LLC (TRC) 0.04% of their portfolio NEW YORK, NY 150,912150.9k $1.4m $1.4m 0.04% Added +63.9k +63,880
15 Canal Insurance CO 0.37% of their portfolio Greenville, SC 150,000150.0k $1.4m $1.4m 0.37% New
16 OPPENHEIMER & CO INC 0.02% of their portfolio NEW YORK, NY 126,009126.0k $1.1m $1.1m 0.02% Added +46.4k +46,403
17 MORGAN STANLEY 0.00% of their portfolio NEW YORK, NY 117,585117.6k $1.1m $1.1m 0.00% Reduced -99.6k -99,576
18 WOODWARD DIVERSIFIED CAPITAL, LLC 0.83% of their portfolio BAKERSFIELD, CA 117,200117.2k $1.1m $1.1m 0.83% Added +1.5k +1,500
19 Diametric Capital, LP 0.47% of their portfolio BOSTON, MA 108,470108.5k $981.7k $981.7k 0.47% Added +48.8k +48,837
20 LifePro Asset Management 0.73% of their portfolio San Diego, CA 88,11088.1k $1.0m $1.0m 0.73% Unchanged
21 CIBC WORLD MARKET INC. 0.00% of their portfolio TORONTO, A6 87,25487.3k $790.0k $790.0k 0.00% Added +6.9k +6,873
22 KESTRA PRIVATE WEALTH SERVICES, LLC 0.03% of their portfolio AUSTIN, TX 86,80186.8k $785.5k $785.5k 0.03% Reduced -671 -671
23 Truadvice, LLC 0.23% of their portfolio SARASOTA, FL 77,91977.9k $590.6k $590.6k 0.23% New
24 Dynamic Advisor Solutions LLC 0.04% of their portfolio PHOENIX, AZ 77,51377.5k $701.5k $701.5k 0.04% New
25 Gruss & Co., LLC 4.01% of their portfolio WEST PALM BEACH, FL 70,00070.0k $633.5k $633.5k 4.01% New
26 Keudell/Morrison Wealth Management 0.18% of their portfolio Salem, OR 68,91568.9k $623.7k $623.7k 0.18% Reduced -49.9k -49,935
27 TUDOR INVESTMENT CORP ET AL 0.01% of their portfolio STAMFORD, CT 57,88657.9k $524.0k $524.0k 0.01% Reduced -57.1k -57,087
28 MGO ONE SEVEN LLC 0.03% of their portfolio Beachwood, OH 53,51453.5k $484.3k $484.3k 0.03% New
29 NATIONAL BANK OF CANADA /FI/ 0.00% of their portfolio MONTREAL, A8 49,78049.8k $0 $0 0.00% Reduced -49.9k -49,878
30 UBS Group AG 0.00% of their portfolio ZURICH, V8 41,29041.3k $373.7k $373.7k 0.00% Reduced -30.5k -30,484
31 JT Stratford LLC 0.10% of their portfolio GAINESVILLE, GA 37,27337.3k $337.3k $337.3k 0.10% Unchanged
32 PRELUDE CAPITAL MANAGEMENT, LLC 0.02% of their portfolio NEW YORK, NY 35,58035.6k $322.0k $322.0k 0.02% Added +14.4k +14,375
33 Verity Asset Management, Inc. 0.19% of their portfolio DURHAM, NC 35,38435.4k $320.2k $320.2k 0.19% Added +8.3k +8,319
34 WOLVERINE TRADING, LLC 0.01% of their portfolio CHICAGO, IL 32,86732.9k $298.0k $298.0k 0.01% New
35 Intellectus Partners, LLC 0.09% of their portfolio SAN FRANCISCO, CA 32,00032.0k $289.6k $289.6k 0.09% Reduced -250 -250
36 HBW ADVISORY SERVICES LLC 0.07% of their portfolio SIMI VALLEY, CA 30,33830.3k $275.0k $275.0k 0.07% Reduced -13.0k -12,991
37 Alpha Financial Partners LLC 0.29% of their portfolio LEXINGTON, KY 28,70028.7k $259.7k $259.7k 0.29% Reduced -6.0k -6,000
38 AXXCESS WEALTH MANAGEMENT, LLC 0.02% of their portfolio CARLSBAD, CA 28,50928.5k $258.0k $258.0k 0.02% New
39 Kestra Advisory Services, LLC 0.00% of their portfolio AUSTIN, TX 28,10328.1k $254.3k $254.3k 0.00% Reduced -4.8k -4,756
40 Imprint Wealth LLC 0.14% of their portfolio MOUNT PLEASANT, SC 27,20627.2k $213.0k $213.0k 0.14% First filing
41 Coppell Advisory Solutions LLC 0.07% of their portfolio COPPELL, TX 23,32523.3k $212.7k $212.7k 0.07% Added +12.8k +12,822
42 Coppell Advisory Solutions Corp. 0.07% of their portfolio COPPELL, TX 23,32523.3k $212.7k $212.7k 0.07% Added +12.8k +12,822
43 CreativeOne Wealth, LLC 0.01% of their portfolio OVERLAND PARK, KS 19,59819.6k $177.0k $177.0k 0.01% Unchanged
44 Alhambra Investment Management LLC 0.12% of their portfolio PALMETTO BAY, FL 19,24519.2k $174.2k $174.2k 0.12% Added +5.4k +5,392
45 Qube Research & Technologies Ltd 0.00% of their portfolio LONDON, X0 18,00918.0k $163.0k $163.0k 0.00% New
46 Sowell Financial Services LLC 0.01% of their portfolio NORTH LITTLE ROCK, AR 17,90517.9k $162.0k $162.0k 0.01% New
47 Mutual Advisors, LLC 0.01% of their portfolio OMAHA, NE 17,74917.7k $160.6k $160.6k 0.01% New
48 Strategic Blueprint, LLC 0.02% of their portfolio ATLANTA, GA 17,66217.7k $159.8k $159.8k 0.02% New
49 Capital Investment Advisory Services, LLC 0.02% of their portfolio RALEIGH, NC 15,35515.4k $139.0k $139.0k 0.02% Reduced -220.0k -219,981
50 WESPAC Advisors, LLC 0.11% of their portfolio ORINDA, CA 12,43412.4k $112.5k $112.5k 0.11% New
51 Aveo Capital Partners, LLC 0.01% of their portfolio ENGLEWOOD, CO 12,31612.3k $111.5k $111.5k 0.01% New
52 Hutchens & Kramer Investment Management Group, LLC 0.08% of their portfolio CARMEL, IN 10,69810.7k $96.8k $96.8k 0.08% New
53 JANE STREET GROUP, LLC 0.00% of their portfolio NEW YORK, NY 10,18310.2k $92.2k $92.2k 0.00% Reduced -67.4k -67,431
54 CITADEL ADVISORS LLC 0.00% of their portfolio MIAMI, FL 8,8928.9k $80.5k $80.5k 0.00% Reduced -85.7k -85,688
55 Larson Financial Group LLC 0.01% of their portfolio ST LOUIS, MO 6,0466.0k $54.7k $54.7k 0.01% New
56 J Arnold Wealth Management Co 0.02% of their portfolio Youngstown, OH 4,9004.9k $44.3k $44.3k 0.02% New
57 Antonetti Capital Management LLC 0.06% of their portfolio NAPLES, FL 4,5344.5k $41.0k $41.0k 0.06% Added +1.2k +1,184
58 Belpointe Asset Management LLC 0.00% of their portfolio RENO, NV 2,1502.1k $19.5k $19.5k 0.00% Added +1.6k +1,650
59 OSAIC HOLDINGS, INC. 0.00% of their portfolio SCOTTSDALE, AZ 1,0001.0k $9.1k $9.1k 0.00% New
60 Federation des caisses Desjardins du Quebec 0.00% of their portfolio LEVIS, A8 820820 $7.4k $7.4k 0.00% Added +240 +240
61 BARCLAYS PLC 0.00% of their portfolio LONDON, X0 700700 $6.3k $6.3k 0.00% Reduced -300 -300
62 CITIGROUP INC 0.00% of their portfolio NEW YORK, NY 625625 $5.7k $5.7k 0.00% Reduced -39.4k -39,375
63 Heritage Wealth Advisors 0.00% of their portfolio RICHMOND, VA 526526 $4.8k $4.8k 0.00% New
64 CWM, LLC 0.00% of their portfolio OMAHA, NE 282282 $3.0k $3.0k 0.00% Unchanged
65 AXS Investments LLC 0.00% of their portfolio PORT CHESTER, NY 272272 $2.5k $2.5k 0.00% Reduced -179 -179
66 Prestige Wealth Management Group LLC 0.00% of their portfolio FLEMINGTON, NJ 100100 $905 $905 0.00% Reduced -69 -69
67 Legacies Wealth LLC 0.00% of their portfolio MINNETONKA, MN 7070 $634 $634 0.00% Reduced -30 -30
68 GHP Investment Advisors, Inc. 0.00% of their portfolio Denver, CO 5252 $471 $471 0.00% New
69 Parallel Advisors, LLC 0.00% of their portfolio SAN FRANCISCO, CA 2323 $215 $215 0.00% Unchanged
70 Morton Brown Family Wealth, LLC 0.00% of their portfolio ALLENTOWN, PA 22 $18 $18 0.00% Unchanged
71 CONCOURSE FINANCIAL GROUP SECURITIES, INC. 0.00% of their portfolio BIRMINGHAM, AL 00 $0 $0 0.00% Unchanged