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ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT

143 hedge funds and large institutions have $286M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2016 Q3 according to their latest regulatory filings, with 28 funds opening new positions, 24 increasing their positions, 38 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

115% more first-time investments, than exits

New positions opened: 28 | Existing positions closed: 13

11% more funds holding

Funds holding: 129 → 143 (+14)

2% more call options, than puts

Call options by funds: $229M | Put options by funds: $225M

2.42% less ownership

Funds ownership: 17.3% → 14.89% (-2.4%)

11% less capital invested

Capital invested by funds: $320M → $286M (-$34.6M)

20% less funds holding in top 10

Funds holding in top 10: 5 → 4 (-1)

37% less repeat investments, than reductions

Existing positions increased: 24 | Existing positions reduced: 38

Holders
143
Holders Change
+14
Holders Change %
+10.85%
% of All Funds
3.82%
Holding in Top 10
4
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-20%
% of All Funds
0.11%
New
28
Increased
24
Reduced
38
Closed
13
Calls
$229M
Puts
$225M
Net Calls
+$4.32M
Net Calls Change
-$739K

Top Buyers

Rank Fund Capital Flow
1
CCM
Cobalt Capital Management
New Jersey
+$11.3M
2
UBS Group
UBS Group
Switzerland
+$7.08M
3
AWA
Arete Wealth Advisors
Illinois
+$5.65M
4
Citadel Advisors
Citadel Advisors
Florida
+$2.94M
5
GP
GLG Partners
United Kingdom
+$1.57M

Top Sellers

Rank Fund Capital Flow
1
FMA
FNY Managed Accounts
New York
-$18.8M
2
Simplex Trading
Simplex Trading
Illinois
-$10.4M
3
Parallax Volatility Advisers
Parallax Volatility Advisers
California
-$7.83M
4
Bank of America
Bank of America
North Carolina
-$4M
5
CPA
Columbia Pacific Advisors
Washington
-$3.91M
Name Holding Trade Value Shares
Change 		Change in
Stake
IHL
51
Investment House LLC
California
$501K +$496K +15,855 New
FPC
52
Falcon Point Capital
California
$482K – – –
OIM
53
Orca Investment Management
Oregon
$449K – – –
SHCM
54
Stokes & Hubbell Capital Management
Louisiana
$433K -$31.6K -1,010 -7%
RJA
55
Raymond James & Associates
Florida
$391K -$752K -24,032 -66%
ACM
56
Alpha Capital Management
Texas
$343K – – –
FPCP
57
Fort Point Capital Partners
California
$301K +$251K +8,025 New
Group One Trading
58
Group One Trading
Illinois
$298K -$309K -9,865 -51%
VKH
59
Virtu KCG Holdings
New York
$294K -$121K -3,881 -29%
DLG
60
Daniel L. Goodwin
$287K – – –
AAM
61
AR Asset Management
California
$284K – – –
SSG
62
Summit Securities Group
New York
$284K +$31.3K +1,000 +13%
US Bancorp
63
US Bancorp
Minnesota
$282K +$219 +7 +0.1%
Creative Planning
64
Creative Planning
Kansas
$280K +$21.3K +682 +8%
CT
65
CMT Trading
Illinois
$268K +$266K +8,491 New
IP
66
Investment Partners
Ohio
$266K +$263K +8,405 New
HFM
67
Hartford Financial Management
Connecticut
$262K – – –
LIM
68
Loudon Investment Management
New Hampshire
$262K – – –
EWM
69
Endurance Wealth Management
Rhode Island
$259K – – –
FAM
70
Formidable Asset Management
Ohio
$256K – – –
SLA
71
Silver Lake Advisory
Utah
$245K -$501 -16 -0.2%
CCG
72
Crescent Capital Group
California
$233K +$235K +7,500 New
TWM
73
Torch Wealth Management
Ohio
$231K +$229K +7,300 New
SB
74
Suntrust Banks
Georgia
$216K – – –
Commonwealth Equity Services
75
Commonwealth Equity Services
Massachusetts
$213K +$211K +6,725 New
1 2
3
4 5

TBT Hedge Fund Activity: Q3 2016 in Review

143 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q3 2016, worth a combined $286M — down 11% from $320M a quarter earlier.

Buyers outnumbered sellers: 28 funds opened new TBT positions and 13 closed out — a net gain of 15 holders — while 24 added to existing stakes and 38 trimmed.

The largest buyer was Cobalt Capital Management, opening a new position worth an estimated $11.3M. The largest seller was FNY Managed Accounts, cutting an estimated $18.8M.

  • 143 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q3 2016, up from 129 in Q2 2016.
  • Funds reported $286M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q3 2016, down 11% quarter-over-quarter.
  • 28 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q3 2016 and 13 closed out, a net change of +15 holders.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q3 2016 was Cobalt Capital Management, an estimated $11.3M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q3 2016 was FNY Managed Accounts, an estimated $18.8M sold.

Based on aggregated 13F filings for Q3 2016.