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ProShares Trust UltraShort Lehman 20+ Year Treasury

147 hedge funds and large institutions have $366M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2013 Q3 according to their latest regulatory filings, with 29 funds opening new positions, 41 increasing their positions, 50 reducing their positions, and 30 closing their positions.

New
Increased
Maintained
Reduced
Closed

3% less first-time investments, than exits

New positions opened: 29 | Existing positions closed: 30

1% less funds holding

Funds holding: 149147 (-2)

6.78% less ownership

Funds ownership: 16.17%9.39% (-6.8%)

18% less repeat investments, than reductions

Existing positions increased: 41 | Existing positions reduced: 50

25% less funds holding in top 10

Funds holding in top 10: 86 (-2)

28% less call options, than puts

Call options by funds: $740M | Put options by funds: $1.03B

42% less capital invested

Capital invested by funds: $637M → $366M (-$270M)

Holders
147
Holders Change
-2
Holders Change %
-1.34%
% of All Funds
4.77%
Holding in Top 10
6
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-25%
% of All Funds
0.19%
New
29
Increased
41
Reduced
50
Closed
30
Calls
$740M
Puts
$1.03B
Net Calls
-$290M
Net Calls Change
-$116M
Name Holding Trade Value Shares
Change
Change in
Stake
MCI
51
McDonald Capital Investors
California
$1.07M +$108K +1,400 +11%
AI
52
Atria Investments
North Carolina
$991K +$262K +3,394 +35%
TFCP
53
Twin Focus Capital Partners
Massachusetts
$979K
LCP
54
Legacy Capital Partners
Wisconsin
$979K +$27K +350 +3%
BCM
55
Bluefin Capital Management
New York
$900K -$2.71M -35,115 -75%
Cambridge Investment Research Advisors
56
Cambridge Investment Research Advisors
Iowa
$891K -$90.3K -1,171 -9%
VKH
57
Virtu KCG Holdings
New York
$873K +$894K +11,594 New
Fifth Third Bancorp
58
Fifth Third Bancorp
Ohio
$783K +$742K +9,625 +1,242%
WCM
59
Windsor Capital Management
Arizona
$775K -$6.32K -82 -0.8%
CAM
60
Carret Asset Management
New York
$775K +$36.6K +475 +5%
PNC Financial Services Group
61
PNC Financial Services Group
Pennsylvania
$752K +$135K +1,750 +21%
GG
62
Gofen & Glossberg
Illinois
$664K -$38.6K -500 -5%
HIM
63
Hillsdale Investment Management
Ontario, Canada
$662K +$679K +8,800 New
US Bancorp
64
US Bancorp
Minnesota
$649K +$13.7K +178 +2%
SCM
65
Southport Capital Management
Tennessee
$632K -$181K -2,350 -22%
RA
66
Royce & Associates
New York
$617K
EDH
67
Eric D. Hovde
$602K
Northern Trust
68
Northern Trust
Illinois
$596K -$540 -7 -0.1%
KFS
69
KMS Financial Services
Washington
$593K +$34.8K +451 +6%
HCM
70
Howland Capital Management
Massachusetts
$580K +$309K +4,010 +108%
IB
71
Intrust Bank
Kansas
$570K +$7.71K +100 +1%
HPC
72
HM Payson & Co
Maine
$524K -$213K -2,762 -28%
SB
73
Suntrust Banks
Georgia
$477K +$76.1K +987 +18%
PCM
74
Prelude Capital Management
New York
$470K +$328K +4,250 +213%
HFM
75
Hartford Financial Management
Connecticut
$451K -$11.6K -150 -2%

TBT Hedge Fund Activity: Q3 2013 in Review

147 of the 3,084 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q3 2013, worth a combined $366M — down 42% from $637M a quarter earlier.

Sellers outnumbered buyers: 30 funds closed out of TBT and 29 opened new positions — a net loss of 1 holder — while 50 trimmed existing stakes and 41 added.

The largest buyer was UBS, adding an estimated $10.3M. The largest seller was Susquehanna International Group, cutting an estimated $190M.

  • 147 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q3 2013, down from 149 in Q2 2013.
  • Funds reported $366M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q3 2013, down 42% quarter-over-quarter.
  • 29 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q3 2013 and 30 closed out, a net change of -1 holder.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q3 2013 was UBS, an estimated $10.3M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q3 2013 was Susquehanna International Group, an estimated $190M sold.

Based on aggregated 13F filings for Q3 2013.