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ProShares UltraShort Yen

39 hedge funds and large institutions have $45.8M invested in ProShares UltraShort Yen in 2015 Q1 according to their latest regulatory filings, with 9 funds opening new positions, 11 increasing their positions, 10 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed

50% more funds holding in top 10

Funds holding in top 10: 23 (+1)

29% more first-time investments, than exits

New positions opened: 9 | Existing positions closed: 7

15.18% more ownership

Funds ownership: 26.06%41.24% (+15%)

14% more call options, than puts

Call options by funds: $16.8M | Put options by funds: $14.6M

14% more capital invested

Capital invested by funds: $40.1M → $45.8M (+$5.74M)

10% more repeat investments, than reductions

Existing positions increased: 11 | Existing positions reduced: 10

5% more funds holding

Funds holding: 3739 (+2)

Holders
39
Holders Change
+2
Holders Change %
+5.41%
% of All Funds
1.04%
Holding in Top 10
3
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+50%
% of All Funds
0.08%
New
9
Increased
11
Reduced
10
Closed
7
Calls
$16.8M
Puts
$14.6M
Net Calls
+$2.12M
Net Calls Change
+$5M
Name Holding Trade Value Shares
Change
Change in
Stake
CAM
1
Chesapeake Asset Management
New York
$5.62M +$1.85M +83,860 +50%
NYLIM
2
New York Life Investment Management
New York
$5.32M
Mirae Asset Global Investments
3
Mirae Asset Global Investments
South Korea
$4.75M +$1.9M +86,120 +67%
JT
4
Jump Trading
Illinois
$4.69M +$4.65M +211,000 New
Morgan Stanley
5
Morgan Stanley
New York
$3.84M +$3.74M +169,960 +6,567%
ECM
6
Evergreen Capital Management
Washington
$3.51M -$33K -1,500 -0.9%
Barclays
7
Barclays
United Kingdom
$2.46M -$3.44M -156,296 -58%
Citadel Advisors
8
Citadel Advisors
Florida
$2.11M +$1.26M +57,252 +151%
VF
9
Virtu Financial
New York
$2.04M +$2.02M +91,800 New
CC
10
CQS Cayman
Cayman Islands
$1.66M -$335K -15,200 -17%
DC
11
Davenport & Co
Virginia
$1.28M +$164K +7,464 +15%
MIM
12
Macroview Investment Management
Maryland
$1.25M +$208K +9,460 +20%
Jane Street
13
Jane Street
New York
$1.05M -$1.2M -54,412 -54%
Bank of America
14
Bank of America
North Carolina
$745K +$157K +7,148 +27%
CI
15
Cowen Inc
New York
$575K -$129K -5,852 -18%
LPL Financial
16
LPL Financial
California
$539K -$56.2K -2,552 -9%
HSBC Holdings
17
HSBC Holdings
United Kingdom
$518K
SFA
18
Sequoia Financial Advisors
Ohio
$513K +$87.1K +3,956 +21%
FNYS
19
First New York Securities
New York
$445K +$440K +20,000 New
Millennium Management
20
Millennium Management
New York
$421K +$417K +18,936 New
SC
21
Scotia Capital
Ontario, Canada
$420K +$48.5K +2,200 +13%
SCM
22
Seamans Capital Management
Massachusetts
$418K +$414K +18,800 New
KAS
23
Kemnay Advisory Services
New York
$356K
CCG
24
Chatham Capital Group
Georgia
$302K +$300K +13,600 New
NA
25
Newport Asia
California
$263K

YCS Hedge Fund Activity: Q1 2015 in Review

39 of the 3,754 institutional investors tracked by Wall St. Rank reported a position in ProShares UltraShort Yen (YCS) for Q1 2015, worth a combined $45.8M — up 14% from $40.1M a quarter earlier.

Buyers outnumbered sellers: 9 funds opened new YCS positions and 7 closed out — a net gain of 2 holders — while 11 added to existing stakes and 10 trimmed.

The largest buyer was Jump Trading, opening a new position worth an estimated $4.65M. The largest seller was Barclays, cutting an estimated $3.44M.

  • 39 institutional investors held ProShares UltraShort Yen (YCS) as of Q1 2015, up from 37 in Q4 2014.
  • Funds reported $45.8M of ProShares UltraShort Yen stock for Q1 2015, up 14% quarter-over-quarter.
  • 9 funds opened new ProShares UltraShort Yen positions in Q1 2015 and 7 closed out, a net change of +2 holders.
  • The largest ProShares UltraShort Yen buyer in Q1 2015 was Jump Trading, an estimated $4.65M added.
  • The largest ProShares UltraShort Yen seller in Q1 2015 was Barclays, an estimated $3.44M sold.

Based on aggregated 13F filings for Q1 2015.