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ProShares Trust UltraShort Lehman 20+ Year Treasury

77 hedge funds and large institutions have $42.6M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2020 Q2 according to their latest regulatory filings, with 19 funds opening new positions, 12 increasing their positions, 14 reducing their positions, and 21 closing their positions.

New
Increased
Maintained
Reduced
Closed

39% more call options, than puts

Call options by funds: $56M | Put options by funds: $40.4M

0.71% less ownership

Funds ownership: 11.25%10.53% (-0.71%)

10% less first-time investments, than exits

New positions opened: 19 | Existing positions closed: 21

3% less funds holding

Funds holding: 7977 (-2)

13% less capital invested

Capital invested by funds: $49M → $42.6M (-$6.37M)

14% less repeat investments, than reductions

Existing positions increased: 12 | Existing positions reduced: 14

100% less funds holding in top 10

Funds holding in top 10: 10 (-1)

Holders
77
Holders Change
-2
Holders Change %
-2.53%
% of All Funds
1.58%
Holding in Top 10
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
New
19
Increased
12
Reduced
14
Closed
21
Calls
$56M
Puts
$40.4M
Net Calls
+$15.6M
Net Calls Change
-$35.7M
Name Holding Trade Value Shares
Change
Change in
Stake
BS
26
Boenning & Scattergood
Pennsylvania
$263K -$14.4K -900 -5%
Fidelity International
27
Fidelity International
Bermuda
$236K +$240K +15,000 New
BAAM
28
Baker Avenue Asset Management
California
$223K
LIM
29
Loudon Investment Management
New Hampshire
$216K
IIA
30
IPG Investment Advisors
California
$176K -$20.1K -1,255 -10%
BAM
31
Brave Asset Management
New Jersey
$163K
GI
32
GAMCO Investors
Connecticut
$159K -$256K -16,000 -62%
QAM
33
QCI Asset Management
New York
$159K +$160K +10,000 New
CG
34
Cutler Group
California
$149K -$1.75M -109,080 -92%
TRCT
35
Tower Research Capital (TRC)
New York
$148K +$147K +9,191 +9,191%
PVH
36
Psagot Value Holdings
Israel
$136K
HFM
37
Hartford Financial Management
Connecticut
$132K
GCM
38
Gables Capital Management
Florida
$128K -$44.6K -2,785 -26%
US Bancorp
39
US Bancorp
Minnesota
$80K
Osaic Holdings
40
Osaic Holdings
Arizona
$76K +$40.2K +2,513 +110%
RE
41
RBC Europe
United Kingdom
$69.8K +$67.7K +4,230 +2,694%
JWA
42
JFS Wealth Advisors
Pennsylvania
$48K +$48K +3,000 New
OIA
43
Optimum Investment Advisors
Illinois
$29K
Bank of America
44
Bank of America
North Carolina
$27K +$2.21K +138 +9%
CAPTRUST Financial Advisors
45
CAPTRUST Financial Advisors
North Carolina
$24K +$24K +1,500 New
CLOS
46
Compagnie Lombard Odier SCmA
Switzerland
$23K -$20.2K -1,260 -47%
PAG
47
Private Advisor Group
New Jersey
$22K +$22.3K +1,390 New
ST
48
Smithfield Trust
Pennsylvania
$21K
RFWA
49
RPg Family Wealth Advisory
Massachusetts
$19.1K
HNB
50
Huntington National Bank
Ohio
$18K

TBT Hedge Fund Activity: Q2 2020 in Review

77 of the 4,877 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q2 2020, worth a combined $42.6M — down 13% from $49M a quarter earlier.

Sellers outnumbered buyers: 21 funds closed out of TBT and 19 opened new positions — a net loss of 2 holders — while 14 trimmed existing stakes and 12 added.

The largest buyer was Clark Capital Management Group, opening a new position worth an estimated $4.11M. The largest seller was Tuttle Capital Management, exiting entirely with an estimated $6.32M sold.

  • 77 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q2 2020, down from 79 in Q1 2020.
  • Funds reported $42.6M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q2 2020, down 13% quarter-over-quarter.
  • 19 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q2 2020 and 21 closed out, a net change of -2 holders.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q2 2020 was Clark Capital Management Group, an estimated $4.11M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q2 2020 was Tuttle Capital Management, an estimated $6.32M sold.

Based on aggregated 13F filings for Q2 2020.