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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

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

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
NSLI
1
Nan Shan Life Insurance
Taiwan
$92.5M +$91.7M +2,600,000 New
BI
2
Bramshill Investments
Florida
$47M +$3.65M +103,368 +8%
Bank of America
3
Bank of America
North Carolina
$17.9M -$1.12M -31,613 -6%
CCM
4
Cobalt Capital Management
New Jersey
$14.2M – – –
AAP
5
Ardsley Advisory Partners
Connecticut
$9.11M +$8.82M +250,000 +4,167%
MVP
6
Miller Value Partners
Florida
$8.89M – – –
TAM
7
Trust Asset Management
Texas
$7.79M – – –
AIP
8
Almanack Investment Partners
Pennsylvania
$6.52M +$6.47M +183,325 New
TB
9
Terril Brothers
Missouri
$5.06M +$5.02M +142,300 New
CCMG
10
Clark Capital Management Group
Pennsylvania
$3.58M +$3.55M +100,530 New
VAM
11
Verity Asset Management
North Carolina
$3.07M +$29.9K +847 +1%
KC
12
Kingfisher Capital
North Carolina
$2.85M +$2.83M +80,191 New
WI
13
Wafra Inc
New York
$2.67M – – –
PAM
14
PVG Asset Management
Colorado
$2.65M -$365K -10,340 -12%
HNB
15
Huntington National Bank
Ohio
$2.56M – – –
11A
16
10-15 Associates
New York
$2.26M +$36.6K +1,037 +2%
HighTower Advisors
17
HighTower Advisors
Illinois
$2.17M +$543K +15,379 +34%
SCM
18
Southport Capital Management
Tennessee
$2.14M -$176 -5 -0%
Goldman Sachs
19
Goldman Sachs
New York
$1.88M – – –
CI
20
Conning Inc
Connecticut
$1.82M – – –
CA
21
Commerzbank Aktiengesellschaft
Germany
$1.77M -$3.28K -93 -0.2%
CICI
22
Capital Investment Counsel Inc
North Carolina
$1.59M -$11.9K -337 -0.7%
IIA
23
IPG Investment Advisors
California
$1.57M +$114K +3,228 +8%
Macquarie Group
24
Macquarie Group
Australia
$1.44M +$1.43M +40,450 New
EDRH
25
Edmond de Rothschild Holding
Switzerland
$1.32M +$63.9K +1,812 +5%
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.