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ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT

79 hedge funds and large institutions have $49M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2020 Q1 according to their latest regulatory filings, with 21 funds opening new positions, 9 increasing their positions, 18 reducing their positions, and 27 closing their positions.

New
Increased
Maintained
Reduced
Closed

134% more call options, than puts

Call options by funds: $89.6M | Put options by funds: $38.3M

2.79% less ownership

Funds ownership: 14.04% → 11.25% (-2.8%)

9% less funds holding

Funds holding: 87 → 79 (-8)

22% less first-time investments, than exits

New positions opened: 21 | Existing positions closed: 27

46% less capital invested

Capital invested by funds: $90.6M → $49M (-$41.6M)

50% less repeat investments, than reductions

Existing positions increased: 9 | Existing positions reduced: 18

Holders
79
Holders Change
-8
Holders Change %
-9.2%
% of All Funds
1.74%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
% of All Funds
0.02%
New
21
Increased
9
Reduced
18
Closed
27
Calls
$89.6M
Puts
$38.3M
Net Calls
+$51.3M
Net Calls Change
-$21.9M

Top Buyers

Rank Fund Capital Flow
1
AssetMark Inc
AssetMark Inc
California
+$6.57M
2
TCM
Tuttle Capital Management
Connecticut
+$6.46M
3
Simplex Trading
Simplex Trading
Illinois
+$4.36M
4
Parallax Volatility Advisers
Parallax Volatility Advisers
California
+$3.84M
5
CG
Cutler Group
California
+$2.56M

Top Sellers

Rank Fund Capital Flow
1
BI
Bramshill Investments
Florida
-$11.6M
2
Jane Street
Jane Street
New York
-$7.07M
3
Citadel Advisors
Citadel Advisors
Florida
-$6.25M
4
IMC Chicago
IMC Chicago
Illinois
-$5.76M
5
Susquehanna International Group
Susquehanna International Group
Pennsylvania
-$2.57M
Name Holding Trade Value Shares
Change 		Change in
Stake
BAAM
26
Baker Avenue Asset Management
California
$225K – – –
LIM
27
Loudon Investment Management
New Hampshire
$219K – – –
IIA
28
IPG Investment Advisors
California
$199K – – –
RHBC
29
R.H. Bluestein & Co
Michigan
$177K -$130K -6,000 -35%
GCM
30
Gables Capital Management
Florida
$174K +$49.8K +2,300 +27%
SC
31
Searle & Co
Connecticut
$166K +$224K +10,350 New
BAM
32
Brave Asset Management
New Jersey
$164K +$221K +10,225 New
Deutsche Bank
33
Deutsche Bank
Germany
$150K +$202K +9,320 New
FIA
34
FNY Investment Advisers
New York
$149K +$195K +9,000 +3,000%
LFASL
35
Lugano Financial Advisors SA (LFA)
Switzerland
$141K – – –
PVH
36
Psagot Value Holdings
Israel
$138K +$185K +8,570 New
HFM
37
Hartford Financial Management
Connecticut
$133K – – –
US Bancorp
38
US Bancorp
Minnesota
$80K – – –
CLOS
39
Compagnie Lombard Odier SCmA
Switzerland
$43K – – –
MA
40
MUFG Americas
New York
$39K – – –
Bank Julius Baer & Co
41
Bank Julius Baer & Co
Switzerland
$38K +$51.3K +2,369 New
Osaic Holdings
42
Osaic Holdings
Arizona
$36K +$49.6K +2,291 New
OIA
43
Optimum Investment Advisors
Illinois
$29K – – –
Bank of America
44
Bank of America
North Carolina
$25K -$77.9K -3,599 -70%
FCA
45
FinTrust Capital Advisors
South Carolina
$23K -$77.9K -3,600 -72%
ST
46
Smithfield Trust
Pennsylvania
$21K +$28.1K +1,300 New
HPC
47
HM Payson & Co
Maine
$20K – – –
RFWA
48
RPg Family Wealth Advisory
Massachusetts
$19.3K – – –
HNB
49
Huntington National Bank
Ohio
$18K – – –
APA
50
American Portfolios Advisors
New York
$16.1K – – –
1
2
3 4 5

TBT Hedge Fund Activity: Q1 2020 in Review

79 of the 4,538 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q1 2020, worth a combined $49M — down 46% from $90.6M a quarter earlier.

Sellers outnumbered buyers: 27 funds closed out of TBT and 21 opened new positions — a net loss of 6 holders — while 18 trimmed existing stakes and 9 added.

The largest buyer was AssetMark Inc, opening a new position worth an estimated $6.57M. The largest seller was Bramshill Investments, exiting entirely with an estimated $11.6M sold.

  • 79 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q1 2020, down from 87 in Q4 2019.
  • Funds reported $49M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q1 2020, down 46% quarter-over-quarter.
  • 21 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q1 2020 and 27 closed out, a net change of -6 holders.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q1 2020 was AssetMark Inc, an estimated $6.57M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q1 2020 was Bramshill Investments, an estimated $11.6M sold.

Based on aggregated 13F filings for Q1 2020.