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ProShares UltraShort Yen

34 hedge funds and large institutions have $40.6M invested in ProShares UltraShort Yen in 2015 Q2 according to their latest regulatory filings, with 6 funds opening new positions, 9 increasing their positions, 10 reducing their positions, and 11 closing their positions.

New
Increased
Maintained
Reduced
Closed

41% more call options, than puts

Call options by funds: $28.2M | Put options by funds: $20M

1.82% less ownership

Funds ownership: 41.24%39.42% (-1.8%)

10% less repeat investments, than reductions

Existing positions increased: 9 | Existing positions reduced: 10

11% less capital invested

Capital invested by funds: $45.8M → $40.6M (-$5.25M)

13% less funds holding

Funds holding: 3934 (-5)

33% less funds holding in top 10

Funds holding in top 10: 32 (-1)

45% less first-time investments, than exits

New positions opened: 6 | Existing positions closed: 11

Holders
34
Holders Change
-5
Holders Change %
-12.82%
% of All Funds
0.92%
Holding in Top 10
2
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-33.33%
% of All Funds
0.05%
New
6
Increased
9
Reduced
10
Closed
11
Calls
$28.2M
Puts
$20M
Net Calls
+$8.2M
Net Calls Change
+$6.08M
Name Holding Trade Value Shares
Change
Change in
Stake
Jane Street
1
Jane Street
New York
$6.25M +$5.09M +223,820 +474%
CAM
2
Chesapeake Asset Management
New York
$5.98M +$148K +6,500 +3%
NYLIM
3
New York Life Investment Management
New York
$5.52M
Susquehanna International Group
4
Susquehanna International Group
Pennsylvania
$4.31M +$4.25M +186,860 New
Citadel Advisors
5
Citadel Advisors
Florida
$4.05M +$1.84M +80,800 +85%
Royal Bank of Canada
6
Royal Bank of Canada
Ontario, Canada
$2.45M +$2.42M +106,328 New
Barclays
7
Barclays
United Kingdom
$2.2M -$362K -15,936 -14%
DC
8
Davenport & Co
Virginia
$1.4M +$70.1K +3,084 +5%
Morgan Stanley
9
Morgan Stanley
New York
$1.31M -$2.63M -115,800 -67%
SC
10
Scotia Capital
Ontario, Canada
$814K +$373K +16,400 +87%
VF
11
Virtu Financial
New York
$765K -$1.33M -58,592 -64%
Goldman Sachs
12
Goldman Sachs
New York
$723K +$713K +31,356 New
HSBC Holdings
13
HSBC Holdings
United Kingdom
$722K +$182K +8,000 +34%
NA
14
Newport Asia
California
$510K +$234K +10,308 +87%
LPL Financial
15
LPL Financial
California
$461K -$99.6K -4,380 -18%
CI
16
Cowen Inc
New York
$443K -$151K -6,656 -26%
SFA
17
Sequoia Financial Advisors
Ohio
$440K -$91K -4,000 -17%
Bank of America
18
Bank of America
North Carolina
$403K -$364K -16,000 -48%
Simplex Trading
19
Simplex Trading
Illinois
$381K +$290K +12,740 +336%
KAS
20
Kemnay Advisory Services
New York
$369K
FNYS
21
First New York Securities
New York
$369K -$91K -4,000 -20%
UBS Group
22
UBS Group
Switzerland
$352K +$133K +5,852 +62%
TFCP
23
Twin Focus Capital Partners
Massachusetts
$230K
Bank of Montreal
24
Bank of Montreal
Ontario, Canada
$46K
Wells Fargo
25
Wells Fargo
California
$18K +$18.2K +800 New

YCS Hedge Fund Activity: Q2 2015 in Review

34 of the 3,711 institutional investors tracked by Wall St. Rank reported a position in ProShares UltraShort Yen (YCS) for Q2 2015, worth a combined $40.6M — down 11% from $45.8M a quarter earlier.

Sellers outnumbered buyers: 11 funds closed out of YCS and 6 opened new positions — a net loss of 5 holders — while 10 trimmed existing stakes and 9 added.

The largest buyer was Jane Street, adding an estimated $5.09M. The largest seller was Mirae Asset Global Investments, exiting entirely with an estimated $4.75M sold.

  • 34 institutional investors held ProShares UltraShort Yen (YCS) as of Q2 2015, down from 39 in Q1 2015.
  • Funds reported $40.6M of ProShares UltraShort Yen stock for Q2 2015, down 11% quarter-over-quarter.
  • 6 funds opened new ProShares UltraShort Yen positions in Q2 2015 and 11 closed out, a net change of -5 holders.
  • The largest ProShares UltraShort Yen buyer in Q2 2015 was Jane Street, an estimated $5.09M added.
  • The largest ProShares UltraShort Yen seller in Q2 2015 was Mirae Asset Global Investments, an estimated $4.75M sold.

Based on aggregated 13F filings for Q2 2015.