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ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT

150 hedge funds and large institutions have $287M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2015 Q1 according to their latest regulatory filings, with 29 funds opening new positions, 38 increasing their positions, 43 reducing their positions, and 30 closing their positions.

New
Increased
Maintained
Reduced
Closed

21% more call options, than puts

Call options by funds: $430M | Put options by funds: $356M

0% more funds holding in top 10

Funds holding in top 10: 6 → 6 (0)

0.19% less ownership

Funds ownership: 10.84% → 10.66% (-0.19%)

3% less first-time investments, than exits

New positions opened: 29 | Existing positions closed: 30

2% less funds holding

Funds holding: 153 → 150 (-3)

12% less repeat investments, than reductions

Existing positions increased: 38 | Existing positions reduced: 43

14% less capital invested

Capital invested by funds: $331M → $287M (-$44.8M)

Holders
150
Holders Change
-3
Holders Change %
-1.96%
% of All Funds
4%
Holding in Top 10
6
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.16%
New
29
Increased
38
Reduced
43
Closed
30
Calls
$430M
Puts
$356M
Net Calls
+$74.2M
Net Calls Change
+$309M

Top Buyers

Rank Fund Capital Flow
1
JP Morgan Chase
JP Morgan Chase
New York
+$14.9M
2
Goldman Sachs
Goldman Sachs
New York
+$8.82M
3
UBS Group
UBS Group
Switzerland
+$7.84M
4
Millennium Management
Millennium Management
New York
+$2.86M
5
Morgan Stanley
Morgan Stanley
New York
+$2.24M

Top Sellers

Rank Fund Capital Flow
1
Jane Street
Jane Street
New York
-$13.9M
2
Bank of America
Bank of America
North Carolina
-$10.5M
3
PAM
PVG Asset Management
Colorado
-$5.98M
4
Allianz Asset Management
Allianz Asset Management
Germany
-$4.96M
5
Citadel Advisors
Citadel Advisors
Florida
-$4.03M
Name Holding Trade Value Shares
Change 		Change in
Stake
SFU
51
Stonehage Fleming (UK)
United Kingdom
$450K -$171K -4,000 -27%
BCM
52
BBT Capital Management
Texas
$419K -$1.71M -40,000 -80%
Citigroup
53
Citigroup
New York
$419K -$495K -11,602 -54%
TFCP
54
Twin Focus Capital Partners
Massachusetts
$419K – – –
WS
55
Wedbush Securities
California
$382K +$44.8K +1,050 +13%
SWP
56
Stratos Wealth Partners
Ohio
$381K -$107K -2,500 -22%
DLG
57
Daniel L. Goodwin
$380K +$387K +9,075 New
AAM
58
AR Asset Management
California
$377K +$384K +9,000 New
US Bancorp
59
US Bancorp
Minnesota
$373K -$16.6K -389 -4%
LIM
60
Loudon Investment Management
New Hampshire
$365K +$89.6K +2,100 +32%
SPC
61
Sigma Planning Corp
Michigan
$354K -$35.8K -840 -9%
BKA
62
Brick & Kyle Associates
Pennsylvania
$352K -$17.3K -406 -5%
HFM
63
Hartford Financial Management
Connecticut
$347K – – –
AWA
64
Arete Wealth Advisors
Illinois
$320K -$4.1K -96 -1%
LTFS
65
Ladenburg Thalmann Financial Services
Florida
$320K +$40.2K +941 +14%
M&T Bank
66
M&T Bank
New York
$308K +$427 +10 +0.1%
MCM
67
McGlinn Capital Management
Pennsylvania
$264K -$1.65M -38,700 -86%
Creative Planning
68
Creative Planning
Kansas
$262K +$106K +2,491 +66%
PAG
69
Private Advisor Group
New Jersey
$259K +$264K +6,192 New
AC
70
Alexandria Capital
Virginia
$257K -$58K -1,359 -18%
CLOS
71
Compagnie Lombard Odier SCmA
Switzerland
$255K +$260K +6,100 New
AAP
72
Ardsley Advisory Partners
Connecticut
$251K – – –
NP
73
NorthRock Partners
Minnesota
$251K – – –
NAM
74
NTV Asset Management
West Virginia
$249K -$42.7K -1,000 -14%
BWFM
75
Bridgewater Wealth & Financial Management
Maryland
$244K – – –
1 2
3
4 5

TBT Hedge Fund Activity: Q1 2015 in Review

150 of the 3,752 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q1 2015, worth a combined $287M — down 14% from $331M a quarter earlier.

Sellers outnumbered buyers: 30 funds closed out of TBT and 29 opened new positions — a net loss of 1 holder — while 43 trimmed existing stakes and 38 added.

The largest buyer was JP Morgan Chase, adding an estimated $14.9M. The largest seller was Jane Street, cutting an estimated $13.9M.

  • 150 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q1 2015, down from 153 in Q4 2014.
  • Funds reported $287M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q1 2015, down 14% quarter-over-quarter.
  • 29 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q1 2015 and 30 closed out, a net change of -1 holder.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q1 2015 was JP Morgan Chase, an estimated $14.9M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q1 2015 was Jane Street, an estimated $13.9M sold.

Based on aggregated 13F filings for Q1 2015.