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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
Bank of America
1
Bank of America
North Carolina
$28.5M +$9.74M +243,935 +50%
Susquehanna International Group
2
Susquehanna International Group
Pennsylvania
$14.3M +$10.5M +262,094 +253%
CCM
3
Cobalt Capital Management
New Jersey
$14.1M +$1.6M +40,000 +13%
TAM
4
Trust Asset Management
Texas
$8.56M – – –
KAS
5
Kemnay Advisory Services
New York
$8.38M – – –
MML Investors Services
6
MML Investors Services
Massachusetts
$8.33M +$6M +150,211 New
Jane Street
7
Jane Street
New York
$8.23M +$5.94M +148,850 +242%
MVP
8
Miller Value Partners
Florida
$5.79M +$6.99M +175,000 New
Morgan Stanley
9
Morgan Stanley
New York
$5.58M -$541K -13,543 -9%
Parallax Volatility Advisers
10
Parallax Volatility Advisers
California
$5.21M +$5.31M +133,019 +13,301,900%
WI
11
Wafra Inc
New York
$2.94M – – –
Goldman Sachs
12
Goldman Sachs
New York
$2.92M -$2.11M -52,765 -41%
HNB
13
Huntington National Bank
Ohio
$2.82M – – –
VAM
14
Verity Asset Management
North Carolina
$2.81M +$2.87M +71,848 New
Wolverine Trading
15
Wolverine Trading
Illinois
$2.63M +$2.67M +66,819 New
11A
16
10-15 Associates
New York
$2.47M +$47.7K +1,194 +2%
SCM
17
Southport Capital Management
Tennessee
$2.35M +$669K +16,756 +39%
SFM
18
Sphera Funds Management
Israel
$2.19M +$1.49M +37,300 +200%
CA
19
Commerzbank Aktiengesellschaft
Germany
$2.18M – – –
CI
20
Conning Inc
Connecticut
$2M – – –
CICI
21
Capital Investment Counsel Inc
North Carolina
$1.88M +$141K +3,535 +8%
HIC
22
Holderness Investments Company
North Carolina
$1.78M +$23.3K +584 +1%
HighTower Advisors
23
HighTower Advisors
Illinois
$1.69M -$312K -7,821 -15%
IIA
24
IPG Investment Advisors
California
$1.4M -$44.6K -1,118 -3%
Commonwealth Equity Services
25
Commonwealth Equity Services
Massachusetts
$1.24M -$319K -7,984 -20%
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.