ProShares UltraShort Yen
25 hedge funds and large institutions have $13.2M invested in ProShares UltraShort Yen in 2016 Q1 according to their latest regulatory filings, with 0 funds opening new positions, 6 increasing their positions, 12 reducing their positions, and 8 closing their positions.
10.44% less ownership
Funds ownership: 40.52% → 30.07% (-10%)
24% less funds holding
Funds holding: 33 → 25 (-8)
47% less capital invested
Capital invested by funds: $24.9M → $13.2M (-$11.7M)
50% less funds holding in top 10
Funds holding in top 10: 2 → 1 (-1)
50% less repeat investments, than reductions
Existing positions increased: 6 | Existing positions reduced: 12
54% less call options, than puts
Call options by funds: $4.26M | Put options by funds: $9.34M
100% less first-time investments, than exits
New positions opened: 0 | Existing positions closed: 8
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
VF
Virtu Financial
New York
|
+$2.86M |
| 2 |
IA
IndexIQ Advisors
New York
|
+$327K |
| 3 |
TI
Telemetry Investments
New York
|
+$120K |
| 4 |
UBS Group
Zurich,
Switzerland
|
+$27.6K |
| 5 |
Royal Bank of Canada
Toronto,
Ontario, Canada
|
+$16.4K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Citadel Advisors
Miami,
Florida
|
-$3.3M |
| 2 |
CAM
Chesapeake Asset Management
New York
|
-$3.05M |
| 3 |
Jane Street
New York
|
-$1.27M |
| 4 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$1.14M |
| 5 |
Barclays
London,
United Kingdom
|
-$998K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
26
Barclays
London,
United Kingdom
| – | -$998K | -49,684 | Closed |
|
27
Goldman Sachs
New York
| – | -$612K | -27,868 | Closed |
|
28
Millennium Management
New York
| – | -$393K | -17,896 | Closed |
|
29
Fiera Capital (Canada)
Montreal,
Quebec, Canada
| – | -$308K | -14,000 | Closed |
|
30
Bank of Montreal
Toronto,
Ontario, Canada
| – | -$44K | -2,000 | Closed |
|
31
Simplex Trading
Chicago,
Illinois
| – | -$33K | -1,520 | Closed |
|
|
HR
32
Howe & Rusling
Rochester,
New York
| – | -$3K | -140 | Closed |
|
YCS Hedge Fund Activity: Q1 2016 in Review
25 of the 3,754 institutional investors tracked by Wall St. Rank reported a position in ProShares UltraShort Yen (YCS) for Q1 2016, worth a combined $13.2M — down 47% from $24.9M a quarter earlier.
Sellers outnumbered buyers: 8 funds closed out of YCS and 0 opened new positions — a net loss of 8 holders — while 12 trimmed existing stakes and 6 added.
The largest buyer was Virtu Financial, adding an estimated $2.86M. The largest seller was Citadel Advisors, cutting an estimated $3.3M.
- 25 institutional investors held ProShares UltraShort Yen (YCS) as of Q1 2016, down from 33 in Q4 2015.
- Funds reported $13.2M of ProShares UltraShort Yen stock for Q1 2016, down 47% quarter-over-quarter.
- 0 funds opened new ProShares UltraShort Yen positions in Q1 2016 and 8 closed out, a net change of -8 holders.
- The largest ProShares UltraShort Yen buyer in Q1 2016 was Virtu Financial, an estimated $2.86M added.
- The largest ProShares UltraShort Yen seller in Q1 2016 was Citadel Advisors, an estimated $3.3M sold.
Based on aggregated 13F filings for Q1 2016.