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ProShares UltraShort Yen

33 hedge funds and large institutions have $24.9M invested in ProShares UltraShort Yen in 2015 Q4 according to their latest regulatory filings, with 3 funds opening new positions, 10 increasing their positions, 9 reducing their positions, and 4 closing their positions.

New
Increased
Maintained
Reduced
Closed

100% more funds holding in top 10

Funds holding in top 10: 12 (+1)

11% more repeat investments, than reductions

Existing positions increased: 10 | Existing positions reduced: 9

3% less funds holding

Funds holding: 3433 (-1)

14% less ownership

Funds ownership: 54.52%40.52% (-14%)

25% less first-time investments, than exits

New positions opened: 3 | Existing positions closed: 4

41% less capital invested

Capital invested by funds: $41.9M → $24.9M (-$17M)

46% less call options, than puts

Call options by funds: $10.1M | Put options by funds: $18.6M

Holders
33
Holders Change
-1
Holders Change %
-2.94%
% of All Funds
0.87%
Holding in Top 10
2
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+100%
% of All Funds
0.05%
New
3
Increased
10
Reduced
9
Closed
4
Calls
$10.1M
Puts
$18.6M
Net Calls
-$8.53M
Net Calls Change
-$15.2M
Name Holding Trade Value Shares
Change
Change in
Stake
Susquehanna International Group
1
Susquehanna International Group
Pennsylvania
$4.27M -$5.87M -261,404 -57%
Citadel Advisors
2
Citadel Advisors
Florida
$3.84M -$108K -4,800 -3%
Jane Street
3
Jane Street
New York
$3.53M +$1.11M +49,360 +44%
CAM
4
Chesapeake Asset Management
New York
$3.05M -$176K -7,820 -5%
DC
5
Davenport & Co
Virginia
$1.41M +$30.9K +1,376 +2%
VF
6
Virtu Financial
New York
$1.32M +$49.1K +2,188 +4%
Barclays
7
Barclays
United Kingdom
$1.08M -$632K -28,144 -36%
SC
8
Scotia Capital
Ontario, Canada
$724K
HSBC Holdings
9
HSBC Holdings
United Kingdom
$689K
Goldman Sachs
10
Goldman Sachs
New York
$612K -$2.05M -91,192 -77%
LPL Financial
11
LPL Financial
California
$496K +$234K +10,400 +82%
NA
12
Newport Asia
California
$486K
Bank of America
13
Bank of America
North Carolina
$472K +$8.53K +380 +2%
TI
14
Telemetry Investments
New York
$439K +$449K +20,000 New
Millennium Management
15
Millennium Management
New York
$393K +$59.6K +2,656 +17%
KAS
16
Kemnay Advisory Services
New York
$352K
Fiera Capital (Canada)
17
Fiera Capital (Canada)
Quebec, Canada
$308K
FNYS
18
First New York Securities
New York
$264K -$269K -12,000 -50%
IA
19
IndexIQ Advisors
New York
$261K +$8.44K +376 +3%
LTFS
20
Ladenburg Thalmann Financial Services
Florida
$187K +$176K +7,832 +3,059%
Royal Bank of Canada
21
Royal Bank of Canada
Ontario, Canada
$173K -$2.76M -123,108 -94%
CG
22
Cutler Group
California
$140K +$144K +6,408 New
Morgan Stanley
23
Morgan Stanley
New York
$134K -$401K -17,852 -74%
UBS Group
24
UBS Group
Switzerland
$95K +$72.2K +3,216 +289%
SEI Investments
25
SEI Investments
Pennsylvania
$55K +$55.3K +2,464 New

YCS Hedge Fund Activity: Q4 2015 in Review

33 of the 3,812 institutional investors tracked by Wall St. Rank reported a position in ProShares UltraShort Yen (YCS) for Q4 2015, worth a combined $24.9M — down 41% from $41.9M a quarter earlier.

Sellers outnumbered buyers: 4 funds closed out of YCS and 3 opened new positions — a net loss of 1 holder — while 9 trimmed existing stakes and 10 added.

The largest buyer was Jane Street, adding an estimated $1.11M. The largest seller was New York Life Investment Management, exiting entirely with an estimated $6.84M sold.

  • 33 institutional investors held ProShares UltraShort Yen (YCS) as of Q4 2015, down from 34 in Q3 2015.
  • Funds reported $24.9M of ProShares UltraShort Yen stock for Q4 2015, down 41% quarter-over-quarter.
  • 3 funds opened new ProShares UltraShort Yen positions in Q4 2015 and 4 closed out, a net change of -1 holder.
  • The largest ProShares UltraShort Yen buyer in Q4 2015 was Jane Street, an estimated $1.11M added.
  • The largest ProShares UltraShort Yen seller in Q4 2015 was New York Life Investment Management, an estimated $6.84M sold.

Based on aggregated 13F filings for Q4 2015.