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ProShares Trust UltraShort Lehman 20+ Year Treasury

112 hedge funds and large institutions have $148M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2018 Q3 according to their latest regulatory filings, with 13 funds opening new positions, 15 increasing their positions, 35 reducing their positions, and 31 closing their positions.

New
Increased
Maintained
Reduced
Closed

25% more capital invested

Capital invested by funds: $118M → $148M (+$30.1M)

18% more call options, than puts

Call options by funds: $267M | Put options by funds: $226M

1.91% more ownership

Funds ownership: 6.72%8.63% (+1.9%)

14% less funds holding

Funds holding: 130112 (-18)

25% less funds holding in top 10

Funds holding in top 10: 43 (-1)

57% less repeat investments, than reductions

Existing positions increased: 15 | Existing positions reduced: 35

58% less first-time investments, than exits

New positions opened: 13 | Existing positions closed: 31

Holders
112
Holders Change
-18
Holders Change %
-13.85%
% of All Funds
2.56%
Holding in Top 10
3
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-25%
% of All Funds
0.07%
New
13
Increased
15
Reduced
35
Closed
31
Calls
$267M
Puts
$226M
Net Calls
+$40.8M
Net Calls Change
+$6.65M
Name Holding Trade Value Shares
Change
Change in
Stake
BI
1
Bramshill Investments
Florida
$50.9M +$48.6M +1,323,149 New
Citadel Advisors
2
Citadel Advisors
Florida
$26.9M +$24.5M +666,880 +1,877%
Bank of America
3
Bank of America
North Carolina
$14M +$56.5K +1,538 +0.4%
GWM
4
Geneos Wealth Management
Colorado
$5.29M +$5.06M +137,736 +43,043%
BFIC
5
Bedell Frazier Investment Counselling
California
$4.79M -$110K -3,000 -2%
KC
6
Kingfisher Capital
North Carolina
$3.75M +$387K +10,543 +12%
HighTower Advisors
7
HighTower Advisors
Illinois
$3.09M -$15.5K -423 -0.5%
Bank of Montreal
8
Bank of Montreal
Ontario, Canada
$2.94M +$2.81M +76,600 New
AF
9
Advisornet Financial
Minnesota
$2.31M -$31.1K -848 -1%
VAM
10
Verity Asset Management
North Carolina
$2.1M -$471K -12,832 -19%
Goldman Sachs
11
Goldman Sachs
New York
$2.08M +$46.4K +1,263 +2%
UBS Group
12
UBS Group
Switzerland
$2.06M +$1.96M +53,476 +20,333%
CA
13
Commerzbank Aktiengesellschaft
Germany
$1.91M
CICI
14
Capital Investment Counsel Inc
North Carolina
$1.73M +$66.1K +1,800 +4%
SIM
15
SSI Investment Management
California
$1.44M
JWA
16
JFS Wealth Advisors
Pennsylvania
$1.15M
FSCM
17
Front Street Capital Management
Montana
$1.03M -$165K -4,500 -14%
IIA
18
IPG Investment Advisors
California
$1M -$15.6K -425 -2%
EWM
19
Endurance Wealth Management
Rhode Island
$843K
SCM
20
Southport Capital Management
Tennessee
$822K -$53.4K -1,455 -6%
ACI
21
Alpha Cubed Investments
California
$760K +$689K +18,746 New
HIC
22
Holderness Investments Company
North Carolina
$758K -$10.8K -295 -1%
WSTAM
23
Wilbanks Smith & Thomas Asset Management
Virginia
$746K +$715K +19,452 New
BS
24
Boenning & Scattergood
Pennsylvania
$729K -$3.67K -100 -0.5%
RJA
25
Raymond James & Associates
Florida
$699K +$132K +3,593 +25%

TBT Hedge Fund Activity: Q3 2018 in Review

112 of the 4,374 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q3 2018, worth a combined $148M — up 25% from $118M a quarter earlier.

Sellers outnumbered buyers: 31 funds closed out of TBT and 13 opened new positions — a net loss of 18 holders — while 35 trimmed existing stakes and 15 added.

The largest buyer was Bramshill Investments, opening a new position worth an estimated $48.6M. The largest seller was Terril Brothers, exiting entirely with an estimated $14.7M sold.

  • 112 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q3 2018, down from 130 in Q2 2018.
  • Funds reported $148M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q3 2018, up 25% quarter-over-quarter.
  • 13 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q3 2018 and 31 closed out, a net change of -18 holders.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q3 2018 was Bramshill Investments, an estimated $48.6M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q3 2018 was Terril Brothers, an estimated $14.7M sold.

Based on aggregated 13F filings for Q3 2018.