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ProShares Trust UltraShort Lehman 20+ Year Treasury

143 hedge funds and large institutions have $286M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2016 Q3 according to their latest regulatory filings, with 28 funds opening new positions, 24 increasing their positions, 38 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

115% more first-time investments, than exits

New positions opened: 28 | Existing positions closed: 13

11% more funds holding

Funds holding: 129143 (+14)

2% more call options, than puts

Call options by funds: $229M | Put options by funds: $225M

2.42% less ownership

Funds ownership: 17.3%14.89% (-2.4%)

11% less capital invested

Capital invested by funds: $320M → $286M (-$34.6M)

20% less funds holding in top 10

Funds holding in top 10: 54 (-1)

37% less repeat investments, than reductions

Existing positions increased: 24 | Existing positions reduced: 38

Holders
143
Holders Change
+14
Holders Change %
+10.85%
% of All Funds
3.82%
Holding in Top 10
4
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-20%
% of All Funds
0.11%
New
28
Increased
24
Reduced
38
Closed
13
Calls
$229M
Puts
$225M
Net Calls
+$4.32M
Net Calls Change
-$739K
Name Holding Trade Value Shares
Change
Change in
Stake
CICI
26
Capital Investment Counsel Inc
North Carolina
$1.46M -$24.9K -797 -2%
Royal Bank of Canada
27
Royal Bank of Canada
Ontario, Canada
$1.28M +$1.19M +38,000 +1,523%
PCP
28
Proficio Capital Partners
Massachusetts
$1.13M +$416K +13,274 +59%
ID
29
Integral Derivatives
New York
$1.13M -$419K -13,400 -27%
RJFSA
30
Raymond James Financial Services Advisors
Florida
$1.03M +$42.8K +1,366 +4%
HIC
31
Holderness Investments Company
North Carolina
$950K -$16.7K -534 -2%
Morgan Stanley
32
Morgan Stanley
New York
$944K -$1.72M -54,867 -65%
HNB
33
Huntington National Bank
Ohio
$944K
CCM
34
Compton Capital Management
Rhode Island
$900K +$443K +14,147 +99%
HighTower Advisors
35
HighTower Advisors
Illinois
$879K +$91.2K +2,914 +12%
MWM
36
Merriman Wealth Management
Washington
$866K -$909K -29,029 -51%
JWA
37
JFS Wealth Advisors
Pennsylvania
$853K +$62.6K +2,000 +8%
CPA
38
Columbia Pacific Advisors
Washington
$790K -$3.91M -125,000 -83%
GPC
39
Glacier Peak Capital
Washington
$790K -$1.12M -35,640 -59%
SC
40
Scotia Capital
Ontario, Canada
$730K +$16.7K +534 +2%
Bank of Montreal
41
Bank of Montreal
Ontario, Canada
$709K -$12.1K -387 -2%
FSCM
42
Front Street Capital Management
Montana
$691K +$52.4K +1,675 +8%
ED
43
Exane Derivatives
France
$670K -$373K -11,915 -36%
JP Morgan Chase
44
JP Morgan Chase
New York
$667K -$424K -13,532 -39%
AFP
45
Ausdal Financial Partners
Iowa
$661K +$655K +20,923 New
Wolverine Trading
46
Wolverine Trading
Illinois
$625K +$92.3K +2,948 +17%
MCI
47
McDonald Capital Investors
California
$589K
FIM
48
Freedom Investment Management
Connecticut
$586K +$175K +5,588 +43%
BOTW
49
Bank of the West
California
$569K -$146K -4,655 -21%
CAM
50
Carret Asset Management
New York
$541K -$5.32K -170 -1%

TBT Hedge Fund Activity: Q3 2016 in Review

143 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q3 2016, worth a combined $286M — down 11% from $320M a quarter earlier.

Buyers outnumbered sellers: 28 funds opened new TBT positions and 13 closed out — a net gain of 15 holders — while 24 added to existing stakes and 38 trimmed.

The largest buyer was Cobalt Capital Management, opening a new position worth an estimated $11.3M. The largest seller was FNY Managed Accounts, cutting an estimated $18.8M.

  • 143 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q3 2016, up from 129 in Q2 2016.
  • Funds reported $286M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q3 2016, down 11% quarter-over-quarter.
  • 28 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q3 2016 and 13 closed out, a net change of +15 holders.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q3 2016 was Cobalt Capital Management, an estimated $11.3M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q3 2016 was FNY Managed Accounts, an estimated $18.8M sold.

Based on aggregated 13F filings for Q3 2016.