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ProShares Trust UltraShort Lehman 20+ Year Treasury

131 hedge funds and large institutions have $321M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2021 Q3 according to their latest regulatory filings, with 32 funds opening new positions, 35 increasing their positions, 26 reducing their positions, and 20 closing their positions.

New
Increased
Maintained
Reduced
Closed

60% more first-time investments, than exits

New positions opened: 32 | Existing positions closed: 20

35% more repeat investments, than reductions

Existing positions increased: 35 | Existing positions reduced: 26

25% more call options, than puts

Call options by funds: $258M | Put options by funds: $206M

8% more funds holding

Funds holding: 121131 (+10)

2.9% less ownership

Funds ownership: 23.16%20.25% (-2.9%)

7% less capital invested

Capital invested by funds: $346M → $321M (-$25.4M)

43% less funds holding in top 10

Funds holding in top 10: 74 (-3)

Holders
131
Holders Change
+10
Holders Change %
+8.26%
% of All Funds
2.29%
Holding in Top 10
4
Holding in Top 10 Change
-3
Holding in Top 10 Change %
-42.86%
% of All Funds
0.07%
New
32
Increased
35
Reduced
26
Closed
20
Calls
$258M
Puts
$206M
Net Calls
+$51.5M
Net Calls Change
-$49.1M
Name Holding Trade Value Shares
Change
Change in
Stake
KCM
1
Kornitzer Capital Management
Kansas
$39.3M -$670K -38,225 -2%
CS
2
Credit Suisse
Switzerland
$37.5M +$18.1M +1,032,860 +102%
KIA
3
KCM Investment Advisors
California
$30.7M -$4.73M -269,869 -14%
Susquehanna International Group
4
Susquehanna International Group
Pennsylvania
$29.6M -$12M -685,144 -30%
Parallax Volatility Advisers
5
Parallax Volatility Advisers
California
$24.4M +$5.61M +319,900 +32%
EW
6
Evoke Wealth
California
$18.4M
Citadel Advisors
7
Citadel Advisors
Florida
$11.7M -$3.04M -173,217 -21%
CG
8
Cutler Group
California
$10.3M -$1.76M -100,302 -15%
BAM
9
Brave Asset Management
New Jersey
$9.78M +$2.22M +126,493 +31%
LC
10
Littlejohn & Co
Connecticut
$9.28M +$296K +16,880 +3%
FFG
11
Frisch Financial Group
New York
$8.83M -$12.6K -718 -0.1%
Wolverine Trading
12
Wolverine Trading
Illinois
$6.21M +$1.99M +113,571 +50%
PCP
13
Proficio Capital Partners
Massachusetts
$5.41M -$23.2M -1,321,012 -82%
William Blair & Company
14
William Blair & Company
Illinois
$4.77M +$4.45M +254,000 +4,414%
PP
15
Peconic Partners
New York
$4.59M +$4.38M +250,000 New
PGCM
16
Prescott Group Capital Management
Oklahoma
$4.48M +$4.28M +244,000 New
GIM
17
Guild Investment Management
California
$4.15M -$25.4K -1,450 -0.6%
HT
18
HAP Trading
New York
$3.65M +$3.03M +172,661 +657%
Morgan Stanley
19
Morgan Stanley
New York
$3.59M +$115K +6,546 +3%
GC
20
Gruss & Co
Florida
$3.07M +$130K +7,400 +5%
SG Americas Securities
21
SG Americas Securities
New York
$3.07M -$941K -53,695 -24%
Simplex Trading
22
Simplex Trading
Illinois
$3.02M +$49.1K +2,800 +2%
Goldman Sachs
23
Goldman Sachs
New York
$2.78M +$105K +6,000 +4%
DAS
24
Dynamic Advisor Solutions
Arizona
$2.7M -$2M -114,123 -44%
IIA
25
IPG Investment Advisors
California
$2.4M +$849K +48,400 +59%

TBT Hedge Fund Activity: Q3 2021 in Review

131 of the 5,712 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q3 2021, worth a combined $321M — down 7.3% from $346M a quarter earlier.

Buyers outnumbered sellers: 32 funds opened new TBT positions and 20 closed out — a net gain of 12 holders — while 35 added to existing stakes and 26 trimmed.

The largest buyer was Credit Suisse, adding an estimated $18.1M. The largest seller was Proficio Capital Partners, cutting an estimated $23.2M.

  • 131 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q3 2021, up from 121 in Q2 2021.
  • Funds reported $321M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q3 2021, down 7.3% quarter-over-quarter.
  • 32 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q3 2021 and 20 closed out, a net change of +12 holders.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q3 2021 was Credit Suisse, an estimated $18.1M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q3 2021 was Proficio Capital Partners, an estimated $23.2M sold.

Based on aggregated 13F filings for Q3 2021.