SSI Investment Management’s ProShares Trust UltraShort Lehman 20+ Year Treasury TBT Stock Holding History

SSI Investment Management’s Portfolio TBT Stock Details TBT Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2020 Q1	–	Sell	-62,275	Closed	-$1.65M	–	266
2019 Q4	$1.65M	Buy	62,275 +4,325	+7%	+$110K	0.11%	169
2019 Q3	$1.41M	Buy	57,950 +25,450	+78%	+$670K	0.1%	176
2019 Q2	$940K	Buy	32,500 +12,495	+62%	+$399K	0.07%	186
2019 Q1	$645K	Sell	20,005 -3,995	-17%	-$140K	0.05%	201
2018 Q4	$843K	Sell	24,000 -13,632	-36%	-$533K	0.08%	169
2018 Q3	$1.44M	Hold	37,632	–	–	0.11%	169
2018 Q2	$1.35M	Buy	37,632 +12,997	+53%	+$486K	0.11%	163
2018 Q1	$893K	Hold	24,635	–	–	0.07%	191
2017 Q4	$833K	Hold	24,635	–	–	0.07%	194
2017 Q3	$876K	Hold	24,635	–	–	0.07%	196
2017 Q2	$884K	Hold	24,635	–	–	0.08%	195
2017 Q1	$964K	Buy	24,635 +2,635	+12%	+$105K	0.09%	190
2016 Q4	$898K	Buy	+22,000	New	+$831K	0.08%	187

Other funds holding TBT

Susquehanna International Group Bala Cynwyd, Pennsylvania $893B AUM 36.07% 1-Year Est. Return

TCM

Tuttle Capital Management Riverside, Connecticut $60.8M AUM 17.47% 1-Year Est. Return

Citadel Advisors Miami, Florida $618B AUM 30.34% 1-Year Est. Return

AssetMark Inc Concord, California $49B AUM 17.78% 1-Year Est. Return

Simplex Trading Chicago, Illinois $149B AUM 62.07% 1-Year Est. Return

Parallax Volatility Advisers San Francisco, California $38.6B AUM 45.89% 1-Year Est. Return

Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return

Cutler Group San Francisco, California $307M AUM 45.11% 1-Year Est. Return

Royal Bank of Canada Toronto, Ontario, Canada $570B AUM 27.57% 1-Year Est. Return

JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return

SSI Investment Management's TBT Position: Q1 2020 in Review

SSI Investment Management sold out of ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) in Q1 2020, closing a stake of 62,275 shares — an estimated $1.65M sold.

SSI Investment Management first reported a position in TBT in Q4 2016 and held it in 13 quarters. The position peaked at $1.65M in Q4 2019. 79 funds tracked by Wall St. Rank hold TBT as of Q1 2020.

SSI Investment Management reported no remaining ProShares Trust UltraShort Lehman 20+ Year Treasury position as of Q1 2020 after selling out during the quarter.
SSI Investment Management sold 62,275 ProShares Trust UltraShort Lehman 20+ Year Treasury shares in Q1 2020, an estimated $1.65M.
SSI Investment Management first reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury in Q4 2016 and held it in 13 quarters.
SSI Investment Management's ProShares Trust UltraShort Lehman 20+ Year Treasury position peaked at $1.65M in Q4 2019.
79 funds tracked by Wall St. Rank held ProShares Trust UltraShort Lehman 20+ Year Treasury as of Q1 2020.

Based on SSI Investment Management's 13F filing for Q1 2020, filed 13 May 2020.