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ProShares Trust UltraShort Lehman 20+ Year Treasury

66 hedge funds and large institutions have $93.6M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2024 Q1 according to their latest regulatory filings, with 8 funds opening new positions, 8 increasing their positions, 25 reducing their positions, and 23 closing their positions.

New
Increased
Maintained
Reduced
Closed

25% more call options, than puts

Call options by funds: $42.3M | Put options by funds: $33.9M

2.53% more ownership

Funds ownership: 27.46%29.99% (+2.5%)

6% less capital invested

Capital invested by funds: $99.2M → $93.6M (-$5.61M)

20% less funds holding

Funds holding: 8266 (-16)

50% less funds holding in top 10

Funds holding in top 10: 21 (-1)

65% less first-time investments, than exits

New positions opened: 8 | Existing positions closed: 23

68% less repeat investments, than reductions

Existing positions increased: 8 | Existing positions reduced: 25

Holders
66
Holders Change
-16
Holders Change %
-19.51%
% of All Funds
0.95%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.01%
New
8
Increased
8
Reduced
25
Closed
23
Calls
$42.3M
Puts
$33.9M
Net Calls
+$8.36M
Net Calls Change
+$41.1M
Name Holding Trade Value Shares
Change
Change in
Stake
Susquehanna International Group
1
Susquehanna International Group
Pennsylvania
$20.9M +$5.28M +159,119 +34%
BNP Paribas Financial Markets
2
BNP Paribas Financial Markets
France
$19.9M +$20M +602,729 New
CM
3
CastleKnight Management
New York
$9.9M -$488K -14,700 -5%
Jane Street
4
Jane Street
New York
$8.36M -$8.53M -257,066 -50%
PEA
5
Park Edge Advisors
Ohio
$4.94M +$1.85M +55,845 +59%
Renaissance Technologies
6
Renaissance Technologies
New York
$4.05M -$1.21M -36,388 -23%
Parallax Volatility Advisers
7
Parallax Volatility Advisers
California
$3.36M
Goldman Sachs
8
Goldman Sachs
New York
$3.09M -$53.6K -1,617 -2%
SCM
9
Sollinda Capital Management
Florida
$1.96M +$1.97M +59,407 New
Osaic Holdings
10
Osaic Holdings
Arizona
$1.87M -$663K -19,995 -26%
AAP
11
Ardsley Advisory Partners
Connecticut
$1.65M +$1.66M +50,000 New
Citadel Advisors
12
Citadel Advisors
Florida
$1.59M -$4.04M -121,771 -72%
CFA
13
Camarda Financial Advisors
Florida
$1.22M -$26.6K -802 -2%
EA
14
Ellsworth Advisors
Ohio
$1.15M +$497K +15,000 +88%
Simplex Trading
15
Simplex Trading
Illinois
$964K -$8.64M -260,588 -90%
VAM
16
Verity Asset Management
North Carolina
$881K -$33.7K -1,015 -4%
CTA
17
Camelot Technology Advisors
California
$866K +$6.47K +195 +0.7%
FTUS
18
Flow Traders U.S.
New York
$602K -$787K -23,727 -57%
ATPW
19
Ashton Thomas Private Wealth
Arizona
$590K -$54K -1,627 -8%
GC
20
Gruss & Co
Florida
$577K
FIA
21
Foundations Investment Advisors
Arizona
$501K -$117K -3,513 -19%
CCA
22
Cruiser Capital Advisors
Connecticut
$482K +$497K +15,000 New
FWSM
23
First Wilshire Securities Management
California
$451K
Verition Fund Management
24
Verition Fund Management
Connecticut
$396K
CAPTRUST Financial Advisors
25
CAPTRUST Financial Advisors
North Carolina
$389K +$90.3K +2,722 +30%

TBT Hedge Fund Activity: Q1 2024 in Review

66 of the 6,942 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q1 2024, worth a combined $93.6M — down 5.7% from $99.2M a quarter earlier.

Sellers outnumbered buyers: 23 funds closed out of TBT and 8 opened new positions — a net loss of 15 holders — while 25 trimmed existing stakes and 8 added.

The largest buyer was BNP Paribas Financial Markets, opening a new position worth an estimated $20M. The largest seller was Simplex Trading, cutting an estimated $8.64M.

  • 66 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q1 2024, down from 82 in Q4 2023.
  • Funds reported $93.6M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q1 2024, down 5.7% quarter-over-quarter.
  • 8 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q1 2024 and 23 closed out, a net change of -15 holders.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q1 2024 was BNP Paribas Financial Markets, an estimated $20M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q1 2024 was Simplex Trading, an estimated $8.64M sold.

Based on aggregated 13F filings for Q1 2024.