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ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT

136 hedge funds and large institutions have $169M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2017 Q1 according to their latest regulatory filings, with 23 funds opening new positions, 25 increasing their positions, 38 reducing their positions, and 21 closing their positions.

New
Increased
Maintained
Reduced
Closed

50% more funds holding in top 10

Funds holding in top 10: 2 → 3 (+1)

22% more capital invested

Capital invested by funds: $139M → $169M (+$30M)

1.29% more ownership

Funds ownership: 6.31% → 7.6% (+1.3%)

10% more first-time investments, than exits

New positions opened: 23 | Existing positions closed: 21

7% more call options, than puts

Call options by funds: $257M | Put options by funds: $241M

0% more funds holding

Funds holding: 136 → 136 (0)

34% less repeat investments, than reductions

Existing positions increased: 25 | Existing positions reduced: 38

Holders
136
Holders Change
–
Holders Change %
0%
% of All Funds
3.39%
Holding in Top 10
3
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+50%
% of All Funds
0.07%
New
23
Increased
25
Reduced
38
Closed
21
Calls
$257M
Puts
$241M
Net Calls
+$16.3M
Net Calls Change
+$26.2M

Top Buyers

1
Susquehanna International Group
Susquehanna International Group
Pennsylvania
+$10.5M
2
Bank of America
Bank of America
North Carolina
+$9.74M
3
MVP
Miller Value Partners
Florida
+$6.99M
4
MML Investors Services
MML Investors Services
Massachusetts
+$6M
5
Jane Street
Jane Street
New York
+$5.94M

Top Sellers

1
AP
Antipodes Partners
Australia
-$2.8M
2
Millennium Management
Millennium Management
New York
-$2.72M
3
Goldman Sachs
Goldman Sachs
New York
-$2.11M
4
UBS Group
UBS Group
Switzerland
-$2.05M
5
PCP
Proficio Capital Partners
Massachusetts
-$2.04M
Name Holding Trade Value Shares
Change 		Change in
Stake
JWA
26
JFS Wealth Advisors
Pennsylvania
$1.14M – – –
GC
27
Gruss & Co
Florida
$978K -$1.4M -35,000 -58%
RJFSA
28
Raymond James Financial Services Advisors
Florida
$978K -$11.8K -295 -1%
OAM
29
Orinda Asset Management
California
$978K +$998K +25,000 New
SIM
30
SSI Investment Management
California
$964K +$105K +2,635 +12%
VKH
31
Virtu KCG Holdings
New York
$881K -$119K -2,985 -12%
FSCM
32
Front Street Capital Management
Montana
$856K – – –
RJA
33
Raymond James & Associates
Florida
$853K -$70.3K -1,762 -7%
Royal Bank of Canada
34
Royal Bank of Canada
Ontario, Canada
$827K +$650K +16,290 +334%
EWM
35
Endurance Wealth Management
Rhode Island
$822K -$120K -3,000 -13%
MCI
36
McDonald Capital Investors
California
$730K – – –
SC
37
Scotia Capital
Ontario, Canada
$714K -$65.6K -1,644 -8%
OIM
38
Orca Investment Management
Oregon
$703K – – –
SHCM
39
Stokes & Hubbell Capital Management
Louisiana
$676K – – –
RHBC
40
R.H. Bluestein & Co
Michigan
$646K -$39.9K -1,000 -6%
Creative Planning
41
Creative Planning
Kansas
$623K -$11K -275 -2%
FIM
42
Freedom Investment Management
Connecticut
$616K -$248K -6,216 -28%
CCM
43
Compton Capital Management
Rhode Island
$614K -$12K -300 -2%
PAA
44
Peregrine Asset Advisers
Oregon
$587K – – –
UBS Group
45
UBS Group
Switzerland
$580K -$2.05M -51,434 -78%
Neuberger Berman Group
46
Neuberger Berman Group
New York
$568K -$45.1K -1,130 -7%
LPL Financial
47
LPL Financial
California
$565K -$879K -22,028 -60%
IP
48
Intellectus Partners
California
$453K – – –
ACM
49
Alpha Capital Management
Texas
$425K – – –
TSS
50
Two Sigma Securities
New York
$402K +$410K +10,268 New
1
2
3 4 5

TBT Hedge Fund Activity: Q1 2017 in Review

136 of the 4,017 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q1 2017, worth a combined $169M — up 22% from $139M a quarter earlier.

Buyers outnumbered sellers: 23 funds opened new TBT positions and 21 closed out — a net gain of 2 holders — while 25 added to existing stakes and 38 trimmed.

The largest buyer was Susquehanna International Group, adding an estimated $10.5M. The largest seller was Antipodes Partners, exiting entirely with an estimated $2.8M sold.

  • 136 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q1 2017, unchanged from Q4 2016.
  • Funds reported $169M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q1 2017, up 22% quarter-over-quarter.
  • 23 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q1 2017 and 21 closed out, a net change of +2 holders.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q1 2017 was Susquehanna International Group, an estimated $10.5M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q1 2017 was Antipodes Partners, an estimated $2.8M sold.

Based on aggregated 13F filings for Q1 2017.