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ProShares UltraShort Yen

40 hedge funds and large institutions have $50.9M invested in ProShares UltraShort Yen in 2013 Q3 according to their latest regulatory filings, with 9 funds opening new positions, 12 increasing their positions, 11 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed

29% more first-time investments, than exits

New positions opened: 9 | Existing positions closed: 7

20% more call options, than puts

Call options by funds: $16.4M | Put options by funds: $13.7M

5% more funds holding

Funds holding: 3840 (+2)

9% more repeat investments, than reductions

Existing positions increased: 12 | Existing positions reduced: 11

0.91% more ownership

Funds ownership: 39.69%40.6% (+0.91%)

9% less capital invested

Capital invested by funds: $56.1M → $50.9M (-$5.19M)

67% less funds holding in top 10

Funds holding in top 10: 31 (-2)

Holders
40
Holders Change
+2
Holders Change %
+5.26%
% of All Funds
1.3%
Holding in Top 10
1
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-66.67%
% of All Funds
0.03%
New
9
Increased
12
Reduced
11
Closed
7
Calls
$16.4M
Puts
$13.7M
Net Calls
+$2.72M
Net Calls Change
+$5.37M
Name Holding Trade Value Shares
Change
Change in
Stake
LCM
1
Levitt Capital Management
Florida
$19.1M +$9.63M +608,848 +98%
ECM
2
Evergreen Capital Management
Washington
$4.97M -$25.6K -1,620 -0.5%
IC
3
Inverness Counsel
New York
$3.81M
RBLCM
4
Roaring Blue Lion Capital Management
Texas
$3.66M
Mirae Asset Global Investments
5
Mirae Asset Global Investments
South Korea
$2.49M +$1.9M +120,400 +304%
NYLIM
6
New York Life Investment Management
New York
$1.88M +$1.91M +120,748 New
JT
7
Jump Trading
Illinois
$1.59M +$382K +24,164 +31%
HighTower Advisors
8
HighTower Advisors
Illinois
$1.5M +$857K +54,232 +128%
WAM
9
Wolverine Asset Management
Illinois
$1.42M -$266K -16,800 -16%
EWM
10
Edge Wealth Management
New York
$1.25M +$1.26M +80,000 New
CI
11
Cowen Inc
New York
$785K +$8.22K +520 +1%
DC
12
Davenport & Co
Virginia
$768K -$9.49K -600 -1%
Bank of America
13
Bank of America
North Carolina
$739K +$447K +28,256 +147%
Barclays
14
Barclays
United Kingdom
$704K +$6.51K +412 +0.9%
FWCM
15
Ferguson Wellman Capital Management
Oregon
$581K +$591K +37,360 New
Wellington Management Group
16
Wellington Management Group
Massachusetts
$566K +$19K +1,200 +3%
Nomura Holdings
17
Nomura Holdings
Japan
$473K +$5.69K +360 +1%
BNP Paribas Financial Markets
18
BNP Paribas Financial Markets
France
$467K +$474K +30,000 New
LTFS
19
Ladenburg Thalmann Financial Services
Florida
$377K -$144K -9,132 -27%
Toronto Dominion Bank
20
Toronto Dominion Bank
Ontario, Canada
$373K +$158K +10,000 +71%
AAP
21
Ardsley Advisory Partners
Connecticut
$367K +$56.9K +3,600 +18%
HSBC Holdings
22
HSBC Holdings
United Kingdom
$363K
LPL Financial
23
LPL Financial
California
$349K -$34.1K -2,160 -9%
Jane Street
24
Jane Street
New York
$346K -$2.06M -130,260 -85%
CIM
25
Confluence Investment Management
Missouri
$276K +$281K +17,756 New

YCS Hedge Fund Activity: Q3 2013 in Review

40 of the 3,084 institutional investors tracked by Wall St. Rank reported a position in ProShares UltraShort Yen (YCS) for Q3 2013, worth a combined $50.9M — down 9.3% from $56.1M a quarter earlier.

Buyers outnumbered sellers: 9 funds opened new YCS positions and 7 closed out — a net gain of 2 holders — while 12 added to existing stakes and 11 trimmed.

The largest buyer was Levitt Capital Management, adding an estimated $9.63M. The largest seller was Seamans Capital Management, exiting entirely with an estimated $10.9M sold.

  • 40 institutional investors held ProShares UltraShort Yen (YCS) as of Q3 2013, up from 38 in Q2 2013.
  • Funds reported $50.9M of ProShares UltraShort Yen stock for Q3 2013, down 9.3% quarter-over-quarter.
  • 9 funds opened new ProShares UltraShort Yen positions in Q3 2013 and 7 closed out, a net change of +2 holders.
  • The largest ProShares UltraShort Yen buyer in Q3 2013 was Levitt Capital Management, an estimated $9.63M added.
  • The largest ProShares UltraShort Yen seller in Q3 2013 was Seamans Capital Management, an estimated $10.9M sold.

Based on aggregated 13F filings for Q3 2013.