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ProShares UltraShort Yen

34 hedge funds and large institutions have $68.8M invested in ProShares UltraShort Yen in 2014 Q1 according to their latest regulatory filings, with 6 funds opening new positions, 11 increasing their positions, 11 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

21.42% more ownership

Funds ownership: 41.93%63.35% (+21%)

3% more capital invested

Capital invested by funds: $66.5M → $68.8M (+$2.31M)

0% more repeat investments, than reductions

Existing positions increased: 11 | Existing positions reduced: 11

17% less funds holding

Funds holding: 4134 (-7)

38% less call options, than puts

Call options by funds: $8.23M | Put options by funds: $13.3M

50% less funds holding in top 10

Funds holding in top 10: 21 (-1)

54% less first-time investments, than exits

New positions opened: 6 | Existing positions closed: 13

Holders
34
Holders Change
-7
Holders Change %
-17.07%
% of All Funds
0.98%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.03%
New
6
Increased
11
Reduced
11
Closed
13
Calls
$8.23M
Puts
$13.3M
Net Calls
-$5.03M
Net Calls Change
-$12.5M
Name Holding Trade Value Shares
Change
Change in
Stake
Goldman Sachs
1
Goldman Sachs
New York
$20.4M +$16.9M +1,008,288 +513%
VF
2
Virtu Financial
New York
$7.26M +$7.22M +429,444 New
Susquehanna International Group
3
Susquehanna International Group
Pennsylvania
$6.74M +$3.2M +190,600 +92%
IC
4
Inverness Counsel
New York
$4.6M
ECM
5
Evergreen Capital Management
Washington
$3.94M -$1.51M -89,724 -28%
NYLIM
6
New York Life Investment Management
New York
$3.5M +$1.45M +86,308 +71%
JT
7
Jump Trading
Illinois
$3.37M +$1.01M +59,832 +43%
SCM
8
Seamans Capital Management
Massachusetts
$2.89M +$2.87M +170,700 New
RBLCM
9
Roaring Blue Lion Capital Management
Texas
$2.66M -$2.84M -169,220 -52%
Mirae Asset Global Investments
10
Mirae Asset Global Investments
South Korea
$2.03M +$1.34M +80,000 +200%
Morgan Stanley
11
Morgan Stanley
New York
$1.72M -$1.72M -102,356 -50%
WAM
12
Wolverine Asset Management
Illinois
$1.55M
CI
13
Cowen Inc
New York
$1.32M +$571K +34,000 +77%
DC
14
Davenport & Co
Virginia
$907K -$137K -8,180 -13%
Citadel Advisors
15
Citadel Advisors
Florida
$895K +$889K +52,928 New
FAAS
16
First Allied Advisory Services
California
$738K -$611K -36,328 -46%
CLOS
17
Compagnie Lombard Odier SCmA
Switzerland
$701K -$30.8K -1,832 -4%
Bank of America
18
Bank of America
North Carolina
$563K +$35.8K +2,128 +7%
LPL Financial
19
LPL Financial
California
$535K +$190K +11,288 +55%
BNP Paribas Financial Markets
20
BNP Paribas Financial Markets
France
$462K -$81.9K -4,872 -15%
FWCM
21
Ferguson Wellman Capital Management
Oregon
$406K -$190K -11,320 -32%
HSBC Holdings
22
HSBC Holdings
United Kingdom
$394K
LTFS
23
Ladenburg Thalmann Financial Services
Florida
$365K +$10.2K +608 +3%
B
24
Bellecapital
Switzerland
$338K +$336K +20,000 New
U
25
UBS
Switzerland
$118K +$118K +7,000 New

YCS Hedge Fund Activity: Q1 2014 in Review

34 of the 3,462 institutional investors tracked by Wall St. Rank reported a position in ProShares UltraShort Yen (YCS) for Q1 2014, worth a combined $68.8M — up 3.5% from $66.5M a quarter earlier.

Sellers outnumbered buyers: 13 funds closed out of YCS and 6 opened new positions — a net loss of 7 holders — while 11 trimmed existing stakes and 11 added.

The largest buyer was Goldman Sachs, adding an estimated $16.9M. The largest seller was Levitt Capital Management, exiting entirely with an estimated $20.9M sold.

  • 34 institutional investors held ProShares UltraShort Yen (YCS) as of Q1 2014, down from 41 in Q4 2013.
  • Funds reported $68.8M of ProShares UltraShort Yen stock for Q1 2014, up 3.5% quarter-over-quarter.
  • 6 funds opened new ProShares UltraShort Yen positions in Q1 2014 and 13 closed out, a net change of -7 holders.
  • The largest ProShares UltraShort Yen buyer in Q1 2014 was Goldman Sachs, an estimated $16.9M added.
  • The largest ProShares UltraShort Yen seller in Q1 2014 was Levitt Capital Management, an estimated $20.9M sold.

Based on aggregated 13F filings for Q1 2014.