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ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT

129 hedge funds and large institutions have $320M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2016 Q2 according to their latest regulatory filings, with 26 funds opening new positions, 22 increasing their positions, 32 reducing their positions, and 29 closing their positions.

New
Increased
Maintained
Reduced
Closed

150% more funds holding in top 10

Funds holding in top 10: 2 → 5 (+3)

54% more capital invested

Capital invested by funds: $208M → $320M (+$113M)

6.59% more ownership

Funds ownership: 10.71% → 17.3% (+6.6%)

3% more call options, than puts

Call options by funds: $173M | Put options by funds: $168M

3% less funds holding

Funds holding: 133 → 129 (-4)

10% less first-time investments, than exits

New positions opened: 26 | Existing positions closed: 29

31% less repeat investments, than reductions

Existing positions increased: 22 | Existing positions reduced: 32

Holders
129
Holders Change
-4
Holders Change %
-3.01%
% of All Funds
3.44%
Holding in Top 10
5
Holding in Top 10 Change
+3
Holding in Top 10 Change %
+150%
% of All Funds
0.13%
New
26
Increased
22
Reduced
32
Closed
29
Calls
$173M
Puts
$168M
Net Calls
+$5.06M
Net Calls Change
+$35.1M

Top Buyers

Rank Fund Capital Flow
1
NSLI
Nan Shan Life Insurance
Taiwan
+$101M
2
FMA
FNY Managed Accounts
New York
+$21.4M
3
Simplex Trading
Simplex Trading
Illinois
+$13.5M
4
Parallax Volatility Advisers
Parallax Volatility Advisers
California
+$10.3M
5
CPA
Columbia Pacific Advisors
Washington
+$5.35M

Top Sellers

Rank Fund Capital Flow
1
LPL Financial
LPL Financial
California
-$7.19M
2
CCM
Cobalt Capital Management
New Jersey
-$3.98M
3
Walleye Trading
Walleye Trading
New York
-$2.45M
4
Royal Bank of Canada
Royal Bank of Canada
Ontario, Canada
-$1.8M
5
Bank of Montreal
Bank of Montreal
Ontario, Canada
-$1.7M
Name Holding Trade Value Shares
Change 		Change in
Stake
FPC
51
Falcon Point Capital
California
$444K – – –
VKH
52
Virtu KCG Holdings
New York
$417K +$49.3K +1,382 +12%
FIM
53
Freedom Investment Management
Connecticut
$411K +$96.6K +2,709 +26%
UAS
54
United Asset Strategies
New York
$392K -$608K -17,060 -58%
ACM
55
Alpha Capital Management
Texas
$344K – – –
MHP
56
Manatuck Hill Partners
Connecticut
$301K +$339K +9,500 New
Cambridge Investment Research Advisors
57
Cambridge Investment Research Advisors
Iowa
$292K -$11K -308 -3%
DLG
58
Daniel L. Goodwin
$288K – – –
AAM
59
AR Asset Management
California
$285K – – –
US Bancorp
60
US Bancorp
Minnesota
$282K – – –
HFM
61
Hartford Financial Management
Connecticut
$263K – – –
LIM
62
Loudon Investment Management
New Hampshire
$263K – – –
Creative Planning
63
Creative Planning
Kansas
$259K +$29.2K +820 +11%
FAM
64
Formidable Asset Management
Ohio
$256K -$178K -5,000 -38%
SFFS
65
Stonehage Fleming Financial Services
Jersey
$255K – – –
SSG
66
Summit Securities Group
New York
$254K +$71.3K +2,000 +33%
SLA
67
Silver Lake Advisory
Utah
$246K +$277K +7,776 New
EWM
68
Endurance Wealth Management
Rhode Island
$245K -$125K -3,500 -31%
Fidelity Investments
69
Fidelity Investments
Massachusetts
$239K +$267K +7,500 New
TMC
70
Trellus Management Company
Florida
$222K +$250K +7,000 New
SB
71
Suntrust Banks
Georgia
$217K – – –
SIM
72
Sonora Investment Management
Arizona
$168K – – –
Toronto Dominion Bank
73
Toronto Dominion Bank
Ontario, Canada
$159K – – –
MA
74
MUFG Americas
New York
$152K – – –
CLOS
75
Compagnie Lombard Odier SCmA
Switzerland
$135K – – –
1 2
3
4 5

TBT Hedge Fund Activity: Q2 2016 in Review

129 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q2 2016, worth a combined $320M — up 54% from $208M a quarter earlier.

Sellers outnumbered buyers: 29 funds closed out of TBT and 26 opened new positions — a net loss of 3 holders — while 32 trimmed existing stakes and 22 added.

The largest buyer was Nan Shan Life Insurance, adding an estimated $101M. The largest seller was LPL Financial, cutting an estimated $7.19M.

  • 129 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q2 2016, down from 133 in Q1 2016.
  • Funds reported $320M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q2 2016, up 54% quarter-over-quarter.
  • 26 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q2 2016 and 29 closed out, a net change of -3 holders.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q2 2016 was Nan Shan Life Insurance, an estimated $101M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q2 2016 was LPL Financial, an estimated $7.19M sold.

Based on aggregated 13F filings for Q2 2016.