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ProShares Trust UltraShort Lehman 20+ Year Treasury

121 hedge funds and large institutions have $346M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2021 Q2 according to their latest regulatory filings, with 32 funds opening new positions, 38 increasing their positions, 16 reducing their positions, and 25 closing their positions.

New
Increased
Maintained
Reduced
Closed

138% more repeat investments, than reductions

Existing positions increased: 38 | Existing positions reduced: 16

43% more call options, than puts

Call options by funds: $335M | Put options by funds: $234M

28% more first-time investments, than exits

New positions opened: 32 | Existing positions closed: 25

12% more capital invested

Capital invested by funds: $309M → $346M (+$36.6M)

6% more funds holding

Funds holding: 114121 (+7)

0% more funds holding in top 10

Funds holding in top 10: 77 (0)

1.42% less ownership

Funds ownership: 24.58%23.16% (-1.4%)

Holders
121
Holders Change
+7
Holders Change %
+6.14%
% of All Funds
2.11%
Holding in Top 10
7
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.12%
New
32
Increased
38
Reduced
16
Closed
25
Calls
$335M
Puts
$234M
Net Calls
+$101M
Net Calls Change
-$68.8M
Name Holding Trade Value Shares
Change
Change in
Stake
Susquehanna International Group
1
Susquehanna International Group
Pennsylvania
$43.2M +$29.3M +1,439,670 +168%
KCM
2
Kornitzer Capital Management
Kansas
$41.1M +$15.5M +759,195 +53%
KIA
3
KCM Investment Advisors
California
$36.6M +$10.7M +526,416 +37%
PCP
4
Proficio Capital Partners
Massachusetts
$30.4M +$4.84M +237,802 +17%
CS
5
Credit Suisse
Switzerland
$19M +$8.03M +394,265 +64%
Parallax Volatility Advisers
6
Parallax Volatility Advisers
California
$19M +$13.3M +655,800 +186%
EW
7
Evoke Wealth
California
$18.8M
Citadel Advisors
8
Citadel Advisors
Florida
$15.2M +$11M +541,800 +203%
CG
9
Cutler Group
California
$12.4M +$11.4M +559,753 +557%
LC
10
Littlejohn & Co
Connecticut
$9.2M +$3.79M +186,321 +62%
FFG
11
Frisch Financial Group
New York
$9.07M +$7.53M +369,852 +331%
BAM
12
Brave Asset Management
New Jersey
$7.65M +$4.88M +239,811 +144%
KC
13
Kingfisher Capital
North Carolina
$7.49M +$526K +25,844 +7%
Jane Street
14
Jane Street
New York
$5.84M +$2.05M +100,550 +48%
DAS
15
Dynamic Advisor Solutions
Arizona
$4.92M +$574K +28,180 +12%
IMC Chicago
16
IMC Chicago
Illinois
$4.67M +$4.74M +232,713 +1,550%
Wolverine Trading
17
Wolverine Trading
Illinois
$4.29M +$727K +35,705 +19%
GIM
18
Guild Investment Management
California
$4.28M +$1.1M +54,190 +31%
FTUS
19
Flow Traders U.S.
New York
$4.27M +$4.61M +226,685 New
SG Americas Securities
20
SG Americas Securities
New York
$4.16M +$4.5M +220,997 New
Morgan Stanley
21
Morgan Stanley
New York
$3.56M +$162K +7,959 +4%
Royal Bank of Canada
22
Royal Bank of Canada
Ontario, Canada
$3.28M +$2.92M +143,374 +466%
GC
23
Gruss & Co
Florida
$3.02M +$206K +10,100 +7%
Simplex Trading
24
Simplex Trading
Illinois
$2.97M +$838K +41,148 +35%
Goldman Sachs
25
Goldman Sachs
New York
$2.74M

TBT Hedge Fund Activity: Q2 2021 in Review

121 of the 5,745 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q2 2021, worth a combined $346M — up 12% from $309M a quarter earlier.

Buyers outnumbered sellers: 32 funds opened new TBT positions and 25 closed out — a net gain of 7 holders — while 38 added to existing stakes and 16 trimmed.

The largest buyer was Susquehanna International Group, adding an estimated $29.3M. The largest seller was Nan Shan Life Insurance, exiting entirely with an estimated $53.8M sold.

  • 121 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q2 2021, up from 114 in Q1 2021.
  • Funds reported $346M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q2 2021, up 12% quarter-over-quarter.
  • 32 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q2 2021 and 25 closed out, a net change of +7 holders.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q2 2021 was Susquehanna International Group, an estimated $29.3M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q2 2021 was Nan Shan Life Insurance, an estimated $53.8M sold.

Based on aggregated 13F filings for Q2 2021.