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ProShares Trust UltraShort Lehman 20+ Year Treasury

82 hedge funds and large institutions have $99.2M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2023 Q4 according to their latest regulatory filings, with 25 funds opening new positions, 16 increasing their positions, 19 reducing their positions, and 21 closing their positions.

New
Increased
Maintained
Reduced
Closed

19% more first-time investments, than exits

New positions opened: 25 | Existing positions closed: 21

4% more funds holding

Funds holding: 7982 (+3)

0% more funds holding in top 10

Funds holding in top 10: 22 (0)

16% less repeat investments, than reductions

Existing positions increased: 16 | Existing positions reduced: 19

30% less call options, than puts

Call options by funds: $75.2M | Put options by funds: $108M

32.89% less ownership

Funds ownership: 60.35%27.46% (-33%)

69% less capital invested

Capital invested by funds: $315M → $99.2M (-$216M)

Holders
82
Holders Change
+3
Holders Change %
+3.8%
% of All Funds
1.2%
Holding in Top 10
2
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.03%
New
25
Increased
16
Reduced
19
Closed
21
Calls
$75.2M
Puts
$108M
Net Calls
-$32.7M
Net Calls Change
-$19.4M
Name Holding Trade Value Shares
Change
Change in
Stake
Jane Street
1
Jane Street
New York
$15.4M -$174M -4,625,918 -90%
Susquehanna International Group
2
Susquehanna International Group
Pennsylvania
$14.3M -$8.2M -218,728 -32%
CM
3
CastleKnight Management
New York
$9.51M +$4.68M +124,700 +66%
Simplex Trading
4
Simplex Trading
Illinois
$8.75M -$157K -4,184 -1%
Citadel Advisors
5
Citadel Advisors
Florida
$5.13M +$3.2M +85,187 +100%
Renaissance Technologies
6
Renaissance Technologies
New York
$4.81M +$2.04M +54,500 +52%
Morgan Stanley
7
Morgan Stanley
New York
$3.42M +$851K +22,682 +25%
CCMG
8
Clark Capital Management Group
Pennsylvania
$3.36M +$4.17M +111,261 New
Parallax Volatility Advisers
9
Parallax Volatility Advisers
California
$3.07M -$664K -17,700 -15%
Goldman Sachs
10
Goldman Sachs
New York
$2.88M +$60.7K +1,617 +2%
PEA
11
Park Edge Advisors
Ohio
$2.84M +$3.53M +94,051 New
Osaic Holdings
12
Osaic Holdings
Arizona
$2.31M +$2.87M +76,625 New
Walleye Trading
13
Walleye Trading
New York
$2.27M +$2.37M +63,243 +529%
Pathstone Holdings
14
Pathstone Holdings
New Jersey
$2.12M +$2.63M +70,245 New
Wolverine Trading
15
Wolverine Trading
Illinois
$1.7M -$1.07M -28,577 -34%
Envestnet Asset Management
16
Envestnet Asset Management
Illinois
$1.49M +$1.85M +49,360 New
EDRH
17
Edmond de Rothschild Holding
Switzerland
$1.44M +$1.78M +47,500 New
FTUS
18
Flow Traders U.S.
New York
$1.27M +$1.57M +41,986 New
CFA
19
Camarda Financial Advisors
Florida
$1.14M -$3.59M -95,580 -72%
VAM
20
Verity Asset Management
North Carolina
$838K -$37.5K -1,000 -3%
CTA
21
Camelot Technology Advisors
California
$788K +$979K +26,091 New
CG
22
Cutler Group
California
$776K +$700K +18,661 +265%
IMC Chicago
23
IMC Chicago
Illinois
$623K +$774K +20,640 New
LCM
24
Lynwood Capital Management
Ontario, Canada
$604K +$750K +20,000 New
ATPW
25
Ashton Thomas Private Wealth
Arizona
$590K -$281K -7,485 -28%

TBT Hedge Fund Activity: Q4 2023 in Review

82 of the 6,859 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q4 2023, worth a combined $99.2M — down 69% from $315M a quarter earlier.

Buyers outnumbered sellers: 25 funds opened new TBT positions and 21 closed out — a net gain of 4 holders — while 16 added to existing stakes and 19 trimmed.

The largest buyer was CastleKnight Management, adding an estimated $4.68M. The largest seller was Jane Street, cutting an estimated $174M.

  • 82 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q4 2023, up from 79 in Q3 2023.
  • Funds reported $99.2M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q4 2023, down 69% quarter-over-quarter.
  • 25 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q4 2023 and 21 closed out, a net change of +4 holders.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q4 2023 was CastleKnight Management, an estimated $4.68M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q4 2023 was Jane Street, an estimated $174M sold.

Based on aggregated 13F filings for Q4 2023.