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ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT

134 hedge funds and large institutions have $269M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2017 Q3 according to their latest regulatory filings, with 21 funds opening new positions, 27 increasing their positions, 28 reducing their positions, and 18 closing their positions.

New
Increased
Maintained
Reduced
Closed

200% more funds holding in top 10

Funds holding in top 10: 1 → 3 (+2)

135% more call options, than puts

Call options by funds: $349M | Put options by funds: $148M

53% more capital invested

Capital invested by funds: $176M → $269M (+$93.1M)

17% more first-time investments, than exits

New positions opened: 21 | Existing positions closed: 18

4.57% more ownership

Funds ownership: 8.28% → 12.85% (+4.6%)

2% more funds holding

Funds holding: 131 → 134 (+3)

4% less repeat investments, than reductions

Existing positions increased: 27 | Existing positions reduced: 28

Holders
134
Holders Change
+3
Holders Change %
+2.29%
% of All Funds
3.34%
Holding in Top 10
3
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+200%
% of All Funds
0.07%
New
21
Increased
27
Reduced
28
Closed
18
Calls
$349M
Puts
$148M
Net Calls
+$200M
Net Calls Change
+$86.9M

Top Buyers

Rank Fund Capital Flow
1
NSLI
Nan Shan Life Insurance
Taiwan
+$91.7M
2
AAP
Ardsley Advisory Partners
Connecticut
+$8.82M
3
AIP
Almanack Investment Partners
Pennsylvania
+$6.47M
4
TB
Terril Brothers
Missouri
+$5.02M
5
BI
Bramshill Investments
Florida
+$3.65M

Top Sellers

Rank Fund Capital Flow
1
Royal Bank of Canada
Royal Bank of Canada
Ontario, Canada
-$16.9M
2
Barclays
Barclays
United Kingdom
-$5.49M
3
Jane Street
Jane Street
New York
-$3.54M
4
CG
Cutler Group
California
-$1.25M
5
Bank of America
Bank of America
North Carolina
-$1.12M
Name Holding Trade Value Shares
Change 		Change in
Stake
ACM
51
Alpha Capital Management
Texas
$386K – – –
RHBC
52
R.H. Bluestein & Co
Michigan
$356K -$106K -3,000 -23%
FPC
53
Falcon Point Capital
California
$356K – – –
IP
54
Intellectus Partners
California
$355K – – –
FMA
55
FNY Managed Accounts
New York
$355K +$353K +10,000 New
AAM
56
AR Asset Management
California
$320K – – –
SLA
57
Silver Lake Advisory
Utah
$315K -$8.64K -245 -3%
LIM
58
Loudon Investment Management
New Hampshire
$295K – – –
HFM
59
Hartford Financial Management
Connecticut
$295K +$293K +8,300 New
ACI
60
Alpha Cubed Investments
California
$286K +$72.1K +2,043 +34%
AFP
61
Ausdal Financial Partners
Iowa
$274K +$13.7K +387 +5%
TWM
62
Torch Wealth Management
Ohio
$258K -$1.76K -50 -0.7%
Toronto Dominion Bank
63
Toronto Dominion Bank
Ontario, Canada
$250K – – –
BCA
64
Benchmark Capital Advisors
New York
$249K – – –
FAM
65
Formidable Asset Management
Ohio
$247K -$8.82K -250 -3%
SB
66
Suntrust Banks
Georgia
$229K -$85.5K -2,425 -27%
BWP
67
Baldwin Wealth Partners
Massachusetts
$213K – – –
LRPA
68
L. Roy Papp & Associates
Arizona
$213K – – –
BNP Paribas Financial Markets
69
BNP Paribas Financial Markets
France
$208K +$207K +5,854 New
CPP
70
Crow Point Partners
Massachusetts
$207K +$162K +4,604 +384%
WAM
71
Wolverine Asset Management
Illinois
$194K +$193K +5,471 New
AC
72
Alexandria Capital
Virginia
$175K -$13.8K -391 -7%
MA
73
MUFG Americas
New York
$171K – – –
JP Morgan Chase
74
JP Morgan Chase
New York
$156K -$21.3K -603 -12%
LTFS
75
Ladenburg Thalmann Financial Services
Florida
$155K +$67.2K +1,906 +78%
1 2
3
4 5

TBT Hedge Fund Activity: Q3 2017 in Review

134 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q3 2017, worth a combined $269M — up 53% from $176M a quarter earlier.

Buyers outnumbered sellers: 21 funds opened new TBT positions and 18 closed out — a net gain of 3 holders — while 27 added to existing stakes and 28 trimmed.

The largest buyer was Nan Shan Life Insurance, opening a new position worth an estimated $91.7M. The largest seller was Royal Bank of Canada, cutting an estimated $16.9M.

  • 134 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q3 2017, up from 131 in Q2 2017.
  • Funds reported $269M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q3 2017, up 53% quarter-over-quarter.
  • 21 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q3 2017 and 18 closed out, a net change of +3 holders.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q3 2017 was Nan Shan Life Insurance, an estimated $91.7M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q3 2017 was Royal Bank of Canada, an estimated $16.9M sold.

Based on aggregated 13F filings for Q3 2017.