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ProShares Trust UltraShort Lehman 20+ Year Treasury

86 hedge funds and large institutions have $63.5M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2020 Q4 according to their latest regulatory filings, with 24 funds opening new positions, 16 increasing their positions, 17 reducing their positions, and 11 closing their positions.

New
Increased
Maintained
Reduced
Closed

118% more first-time investments, than exits

New positions opened: 24 | Existing positions closed: 11

66% more capital invested

Capital invested by funds: $38.3M → $63.5M (+$25.2M)

64% more call options, than puts

Call options by funds: $104M | Put options by funds: $63.5M

18% more funds holding

Funds holding: 7386 (+13)

3.91% more ownership

Funds ownership: 8.62%12.53% (+3.9%)

6% less repeat investments, than reductions

Existing positions increased: 16 | Existing positions reduced: 17

Holders
86
Holders Change
+13
Holders Change %
+17.81%
% of All Funds
1.52%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
% of All Funds
0.02%
New
24
Increased
16
Reduced
17
Closed
11
Calls
$104M
Puts
$63.5M
Net Calls
+$40.4M
Net Calls Change
+$26.2M
Name Holding Trade Value Shares
Change
Change in
Stake
NSLI
1
Nan Shan Life Insurance
Taiwan
$19.7M +$19.7M +1,200,000 New
MSCM
2
Marlin Sams Capital Management
New York
$6.57M +$6.56M +400,000 New
Susquehanna International Group
3
Susquehanna International Group
Pennsylvania
$6.55M -$1.8M -109,502 -22%
BAM
4
Brave Asset Management
New Jersey
$4.34M +$4.34M +264,578 New
Simplex Trading
5
Simplex Trading
Illinois
$4.23M +$1.56M +95,308 +59%
Citadel Advisors
6
Citadel Advisors
Florida
$3.9M -$5.57M -339,519 -59%
Goldman Sachs
7
Goldman Sachs
New York
$2.39M -$1.24M -75,446 -34%
CG
8
Cutler Group
California
$1.57M +$1.35M +82,263 +600%
Bank Julius Baer & Co
9
Bank Julius Baer & Co
Switzerland
$1.29M +$663K +40,430 +107%
VAM
10
Verity Asset Management
North Carolina
$1.06M +$81.4K +4,964 +8%
Wolverine Trading
11
Wolverine Trading
Illinois
$1.01M -$232K -14,147 -19%
CI
12
Centerstone Investors
New York
$985K +$984K +60,000 New
TSS
13
Two Sigma Securities
New York
$666K +$665K +40,543 New
MWPCG
14
Measured Wealth Private Client Group
New Hampshire
$633K +$67.5K +4,117 +12%
Jane Street
15
Jane Street
New York
$623K -$1.59M -96,849 -72%
Royal Bank of Canada
16
Royal Bank of Canada
Ontario, Canada
$594K +$541K +33,000 +1,031%
IP
17
Intellectus Partners
California
$558K +$312K +19,000 +127%
FNC
18
First National Corp
Massachusetts
$536K +$83.8K +5,112 +19%
JP Morgan Chase
19
JP Morgan Chase
New York
$428K -$168K -10,269 -28%
CAG
20
Csenge Advisory Group
Florida
$415K +$414K +25,266 New
CICI
21
Capital Investment Counsel Inc
North Carolina
$381K -$10.3K -625 -3%
CA
22
Cumberland Advisors
Florida
$330K +$329K +20,080 New
Fidelity International
23
Fidelity International
Bermuda
$329K -$82K -5,000 -20%
HF
24
HRT Financial
New York
$313K +$66K +4,026 +27%
UBS Group
25
UBS Group
Switzerland
$282K +$266K +16,229 +1,725%

TBT Hedge Fund Activity: Q4 2020 in Review

86 of the 5,651 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q4 2020, worth a combined $63.5M — up 66% from $38.3M a quarter earlier.

Buyers outnumbered sellers: 24 funds opened new TBT positions and 11 closed out — a net gain of 13 holders — while 16 added to existing stakes and 17 trimmed.

The largest buyer was Nan Shan Life Insurance, opening a new position worth an estimated $19.7M. The largest seller was Citadel Advisors, cutting an estimated $5.57M.

  • 86 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q4 2020, up from 73 in Q3 2020.
  • Funds reported $63.5M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q4 2020, up 66% quarter-over-quarter.
  • 24 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q4 2020 and 11 closed out, a net change of +13 holders.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q4 2020 was Nan Shan Life Insurance, an estimated $19.7M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q4 2020 was Citadel Advisors, an estimated $5.57M sold.

Based on aggregated 13F filings for Q4 2020.