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ProShares Short 20+ Year Treasury ETF

75 hedge funds and large institutions have $190M invested in ProShares Short 20+ Year Treasury ETF in 2015 Q3 according to their latest regulatory filings, with 13 funds opening new positions, 15 increasing their positions, 27 reducing their positions, and 15 closing their positions.

New
Increased
Maintained
Reduced
Closed

1,347% more call options, than puts

Call options by funds: $50.8M | Put options by funds: $3.51M

4% less funds holding

Funds holding: 7875 (-3)

5.26% less ownership

Funds ownership: 27.42%22.16% (-5.3%)

13% less first-time investments, than exits

New positions opened: 13 | Existing positions closed: 15

39% less capital invested

Capital invested by funds: $310M → $190M (-$120M)

44% less repeat investments, than reductions

Existing positions increased: 15 | Existing positions reduced: 27

80% less funds holding in top 10

Funds holding in top 10: 51 (-4)

Holders
75
Holders Change
-3
Holders Change %
-3.85%
% of All Funds
2.09%
Holding in Top 10
1
Holding in Top 10 Change
-4
Holding in Top 10 Change %
-80%
% of All Funds
0.03%
New
13
Increased
15
Reduced
27
Closed
15
Calls
$50.8M
Puts
$3.51M
Net Calls
+$47.3M
Net Calls Change
+$50.7M
Name Holding Trade Value Shares
Change
Change in
Stake
KKRC
26
Kohlberg Kravis Roberts & Co
New York
$858K
Jane Street
27
Jane Street
New York
$813K +$835K +33,171 New
EAMA
28
EFG Asset Management (Americas)
Florida
$716K -$165K -6,549 -18%
Bank of America
29
Bank of America
North Carolina
$592K
M&T Bank
30
M&T Bank
New York
$590K -$225K -8,947 -27%
KJHP
31
K.J. Harrison & Partners
Ontario, Canada
$553K
First Trust Advisors
32
First Trust Advisors
Illinois
$490K -$48.4K -1,925 -9%
PCM
33
Prelude Capital Management
New York
$490K +$503K +20,000 New
CS
34
Credit Suisse
Switzerland
$412K -$6.27M -248,961 -94%
CWM
35
Concert Wealth Management
California
$357K +$128K +5,081 +53%
ICAS
36
Investors Capital Advisory Services
Massachusetts
$336K +$4.91K +195 +1%
BBPWM
37
Blue Bell Private Wealth Management
Pennsylvania
$334K -$12.6K -500 -4%
AIG
38
American International Group
New York
$323K +$36.1K +1,436 +12%
DDPIC
39
Deroy & Devereaux Private Investment Counsel
Michigan
$302K -$7.55K -300 -2%
AIM
40
Astor Investment Management
Illinois
$288K -$12.4K -491 -4%
EDRH
41
Edmond de Rothschild Holding
Switzerland
$268K +$23.4K +930 +9%
EP
42
Elkhorn Partners
Nebraska
$265K
MCI
43
McDonald Capital Investors
California
$257K -$956K -38,000 -78%
EDRE
44
Edmond de Rothschild (Europe)
Luxembourg
$245K
HCM
45
Horrell Capital Management
Arkansas
$245K
OC
46
Oppenheimer & Co
New York
$229K -$1.51M -60,184 -87%
SCM
47
Southport Capital Management
Tennessee
$217K -$17.6K -700 -7%
UMA
48
USA Mutuals Advisors
Texas
$196K
ACM
49
Argentus Capital Management
Texas
$193K -$725K -28,805 -79%
US Bancorp
50
US Bancorp
Minnesota
$167K +$68.5K +2,723 +67%

TBF Hedge Fund Activity: Q3 2015 in Review

75 of the 3,582 institutional investors tracked by Wall St. Rank reported a position in ProShares Short 20+ Year Treasury ETF (TBF) for Q3 2015, worth a combined $190M — down 39% from $310M a quarter earlier.

Sellers outnumbered buyers: 15 funds closed out of TBF and 13 opened new positions — a net loss of 2 holders — while 27 trimmed existing stakes and 15 added.

The largest buyer was NBW Capital, opening a new position worth an estimated $3.42M. The largest seller was Morgan Stanley, cutting an estimated $22.9M.

  • 75 institutional investors held ProShares Short 20+ Year Treasury ETF (TBF) as of Q3 2015, down from 78 in Q2 2015.
  • Funds reported $190M of ProShares Short 20+ Year Treasury ETF stock for Q3 2015, down 39% quarter-over-quarter.
  • 13 funds opened new ProShares Short 20+ Year Treasury ETF positions in Q3 2015 and 15 closed out, a net change of -2 holders.
  • The largest ProShares Short 20+ Year Treasury ETF buyer in Q3 2015 was NBW Capital, an estimated $3.42M added.
  • The largest ProShares Short 20+ Year Treasury ETF seller in Q3 2015 was Morgan Stanley, an estimated $22.9M sold.

Based on aggregated 13F filings for Q3 2015.