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ProShares Trust UltraShort Lehman 20+ Year Treasury

91 hedge funds and large institutions have $153M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2019 Q2 according to their latest regulatory filings, with 20 funds opening new positions, 19 increasing their positions, 11 reducing their positions, and 28 closing their positions.

New
Increased
Maintained
Reduced
Closed

97% more capital invested

Capital invested by funds: $77.4M → $153M (+$75.1M)

73% more repeat investments, than reductions

Existing positions increased: 19 | Existing positions reduced: 11

8.6% more ownership

Funds ownership: 8.23%16.83% (+8.6%)

9% less call options, than puts

Call options by funds: $78.3M | Put options by funds: $85.8M

10% less funds holding

Funds holding: 10191 (-10)

29% less first-time investments, than exits

New positions opened: 20 | Existing positions closed: 28

Holders
91
Holders Change
-10
Holders Change %
-9.9%
% of All Funds
1.98%
Holding in Top 10
4
Holding in Top 10 Change
+4
Holding in Top 10 Change %
% of All Funds
0.09%
New
20
Increased
19
Reduced
11
Closed
28
Calls
$78.3M
Puts
$85.8M
Net Calls
-$7.51M
Net Calls Change
-$2.52M
Name Holding Trade Value Shares
Change
Change in
Stake
Susquehanna International Group
1
Susquehanna International Group
Pennsylvania
$46.3M +$49.8M +1,560,025 +3,774%
BI
2
Bramshill Investments
Florida
$32.5M +$18.9M +593,610 +112%
TCM
3
Tuttle Capital Management
Connecticut
$22.6M +$24.9M +781,222 New
Citadel Advisors
4
Citadel Advisors
Florida
$7.3M +$1.66M +52,121 +26%
Renaissance Technologies
5
Renaissance Technologies
New York
$5.46M +$5.07M +158,780 +531%
ECM
6
ExodusPoint Capital Management
New York
$4.63M +$5.11M +160,000 New
RA
7
Raffles Associates
New York
$3.91M +$4.31M +135,000 New
CA
8
Cumberland Advisors
Florida
$3.36M
Morgan Stanley
9
Morgan Stanley
New York
$2.99M -$155K -4,853 -4%
JP Morgan Chase
10
JP Morgan Chase
New York
$2.89M +$2.79M +87,555 +714%
SG Americas Securities
11
SG Americas Securities
New York
$2.05M +$553K +17,334 +32%
VAM
12
Verity Asset Management
North Carolina
$1.66M +$99K +3,103 +6%
CA
13
Commerzbank Aktiengesellschaft
Germany
$1.44M
Royal Bank of Canada
14
Royal Bank of Canada
Ontario, Canada
$1.43M +$1.45M +45,543 +1,231%
Goldman Sachs
15
Goldman Sachs
New York
$1.27M
PP
16
PagnatoKarp Partners
Virginia
$950K +$399K +12,500 +62%
SIM
17
SSI Investment Management
California
$940K +$399K +12,495 +62%
CICI
18
Capital Investment Counsel Inc
North Carolina
$812K +$19.2K +600 +2%
G
19
Gainplan
Michigan
$780K +$861K +26,967 New
Simplex Trading
20
Simplex Trading
Illinois
$743K +$284K +8,913 +53%
Jane Street
21
Jane Street
New York
$648K +$715K +22,401 New
EWM
22
Endurance Wealth Management
Rhode Island
$637K
BS
23
Boenning & Scattergood
Pennsylvania
$536K
EWM
24
Edge Wealth Management
New York
$462K +$511K +16,000 New
CA
25
CastleArk Alternatives
Illinois
$434K

TBT Hedge Fund Activity: Q2 2019 in Review

91 of the 4,604 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q2 2019, worth a combined $153M — up 97% from $77.4M a quarter earlier.

Sellers outnumbered buyers: 28 funds closed out of TBT and 20 opened new positions — a net loss of 8 holders — while 11 trimmed existing stakes and 19 added.

The largest buyer was Susquehanna International Group, adding an estimated $49.8M. The largest seller was Bank of America, cutting an estimated $11.5M.

  • 91 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q2 2019, down from 101 in Q1 2019.
  • Funds reported $153M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q2 2019, up 97% quarter-over-quarter.
  • 20 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q2 2019 and 28 closed out, a net change of -8 holders.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q2 2019 was Susquehanna International Group, an estimated $49.8M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q2 2019 was Bank of America, an estimated $11.5M sold.

Based on aggregated 13F filings for Q2 2019.