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ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT

151 hedge funds and large institutions have $306M invested in ProShares Trust UltraShort Lehman 20+ Year Treasury in 2015 Q3 according to their latest regulatory filings, with 26 funds opening new positions, 30 increasing their positions, 45 reducing their positions, and 24 closing their positions.

New
Increased
Maintained
Reduced
Closed

75% more funds holding in top 10

Funds holding in top 10: 4 → 7 (+3)

33% more call options, than puts

Call options by funds: $469M | Put options by funds: $354M

8% more first-time investments, than exits

New positions opened: 26 | Existing positions closed: 24

0.26% more ownership

Funds ownership: 10.45% → 10.71% (+0.26%)

0% more funds holding

Funds holding: 151 → 151 (0)

13% less capital invested

Capital invested by funds: $350M → $306M (-$44.7M)

33% less repeat investments, than reductions

Existing positions increased: 30 | Existing positions reduced: 45

Holders
151
Holders Change
–
Holders Change %
0%
% of All Funds
4.22%
Holding in Top 10
7
Holding in Top 10 Change
+3
Holding in Top 10 Change %
+75%
% of All Funds
0.2%
New
26
Increased
30
Reduced
45
Closed
24
Calls
$469M
Puts
$354M
Net Calls
+$116M
Net Calls Change
-$172M

Top Buyers

Rank Fund Capital Flow
1
UBS Group
UBS Group
Switzerland
+$5.74M
2
Royal Bank of Canada
Royal Bank of Canada
Ontario, Canada
+$5.03M
3
Parallax Volatility Advisers
Parallax Volatility Advisers
California
+$4.06M
4
FIM
Freedom Investment Management
Connecticut
+$3.76M
5
SG Americas Securities
SG Americas Securities
New York
+$3.56M

Top Sellers

Rank Fund Capital Flow
1
NSLI
Nan Shan Life Insurance
Taiwan
-$16.8M
2
Susquehanna International Group
Susquehanna International Group
Pennsylvania
-$4.85M
3
CS
Credit Suisse
Switzerland
-$3.83M
4
Barclays
Barclays
United Kingdom
-$3.72M
5
Jane Street
Jane Street
New York
-$3.67M
Name Holding Trade Value Shares
Change 		Change in
Stake
SGC
126
South Georgia Capital
Illinois
$22K – – –
BCM
127
Brookstone Capital Management
Illinois
$20K – – –
RCG
128
Ruggie Capital Group
Florida
$18K -$1.05K -23 -5%
FMA
129
FNY Managed Accounts
New York
$17.3K -$9.16K -200 -33%
BL
130
Balentine LLC
Georgia
$15K – – –
First Manhattan
131
First Manhattan
New York
$14K +$2.29K +50 +17%
CCA
132
Catalyst Capital Advisors
New York
$13K – – –
BAM
133
Brave Asset Management
New Jersey
$11K – – –
CC
134
Cassaday & Co
Virginia
$11K – – –
TRCT
135
Tower Research Capital (TRC)
New York
$11K +$11.7K +255 New
HI
136
Hudock Inc
Pennsylvania
$10K – – –
RIA
137
Regal Investment Advisors
Michigan
$9K – – –
FNYS
138
First New York Securities
New York
$8.67K – – –
TFA
139
Transamerica Financial Advisors
Florida
$8K -$15.6K -340 -68%
LFR
140
Lehman Financial Resources
Pennsylvania
$8K – – –
ANBT
141
American National Bank & Trust
Texas
$5K – – –
TWA
142
TCI Wealth Advisors
Arizona
$5K – – –
FIB
143
First Interstate Bank
Montana
$4K +$3.99K +87 New
AF
144
Allworth Financial
California
$3K – – –
OC
145
Oakworth Capital
Alabama
$3K – – –
DBT
146
Dubuque Bank & Trust
Iowa
$2K – – –
NFG
147
Next Financial Group
Texas
$2K – – –
GI
148
Gradient Investments
Minnesota
$1K – – –
PCTC
149
Perkins Coie Trust Company
Washington
$1K – – –
PSC
150
Prentiss Smith & Co
Vermont
$1K – – –
4 5
6
7 8

TBT Hedge Fund Activity: Q3 2015 in Review

151 of the 3,582 institutional investors tracked by Wall St. Rank reported a position in ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) for Q3 2015, worth a combined $306M — down 13% from $350M a quarter earlier.

Buyers outnumbered sellers: 26 funds opened new TBT positions and 24 closed out — a net gain of 2 holders — while 30 added to existing stakes and 45 trimmed.

The largest buyer was UBS Group, adding an estimated $5.74M. The largest seller was Nan Shan Life Insurance, cutting an estimated $16.8M.

  • 151 institutional investors held ProShares Trust UltraShort Lehman 20+ Year Treasury (TBT) as of Q3 2015, unchanged from Q2 2015.
  • Funds reported $306M of ProShares Trust UltraShort Lehman 20+ Year Treasury stock for Q3 2015, down 13% quarter-over-quarter.
  • 26 funds opened new ProShares Trust UltraShort Lehman 20+ Year Treasury positions in Q3 2015 and 24 closed out, a net change of +2 holders.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury buyer in Q3 2015 was UBS Group, an estimated $5.74M added.
  • The largest ProShares Trust UltraShort Lehman 20+ Year Treasury seller in Q3 2015 was Nan Shan Life Insurance, an estimated $16.8M sold.

Based on aggregated 13F filings for Q3 2015.