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TVIX

VelocityShares Daily 2x VIX Short Term ETN

Delisted

TVIX was delisted on the 2nd of July, 2020.

26 hedge funds and large institutions have $558M invested in VelocityShares Daily 2x VIX Short Term ETN in 2018 Q4 according to their latest regulatory filings, with 12 funds opening new positions, 6 increasing their positions, 6 reducing their positions, and 9 closing their positions.

New
Increased
Maintained
Reduced
Closed

167% more capital invested

Capital invested by funds: $209M → $558M (+$349M)

33% more first-time investments, than exits

New positions opened: 12 | Existing positions closed: 9

13% more funds holding

Funds holding: 2326 (+3)

0% more repeat investments, than reductions

Existing positions increased: 6 | Existing positions reduced: 6

Holders
26
Holders Change
+3
Holders Change %
+13.04%
% of All Funds
0.58%
Holding in Top 10
3
Holding in Top 10 Change
+3
Holding in Top 10 Change %
% of All Funds
0.07%
New
12
Increased
6
Reduced
6
Closed
9
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
CS
1
Credit Suisse
Switzerland
$382M -$59.1M -125,000 -19%
Susquehanna International Group
2
Susquehanna International Group
Pennsylvania
$30.8M +$9.84M +20,815 +92%
FTUS
3
Flow Traders U.S.
New York
$30.7M +$17.3M +36,571 +543%
SG Americas Securities
4
SG Americas Securities
New York
$27M +$12.7M +26,831 +240%
Citadel Advisors
5
Citadel Advisors
Florida
$26.4M +$9.34M +19,754 +113%
HF
6
HRT Financial
New York
$11.8M +$7.89M +16,692 New
Jane Street
7
Jane Street
New York
$8.4M +$4.22M +8,918 +304%
Two Sigma Investments
8
Two Sigma Investments
New York
$7.14M +$4.76M +10,067 New
IMC Chicago
9
IMC Chicago
Illinois
$6.97M +$4.65M +9,831 New
VF
10
Virtu Financial
New York
$6.77M +$3.27M +6,907 +262%
TRCT
11
Tower Research Capital (TRC)
New York
$3.84M -$5.72M -12,101 -69%
RA
12
Rational Advisors
New York
$3.75M +$2.5M +5,285 New
TCM
13
Tuttle Capital Management
Connecticut
$3.62M +$1.29M +2,723 New
BCM
14
Brookstone Capital Management
Illinois
$2.82M -$1.02M -2,167 -35%
WAM
15
Weiss Asset Management
Massachusetts
$2.06M +$1.37M +2,900 New
CT
16
CMT Trading
Illinois
$1.67M +$1.11M +2,350 New
Royal Bank of Canada
17
Royal Bank of Canada
Ontario, Canada
$654K +$436K +922 New
HIS
18
Harvest Investment Services
Illinois
$463K +$465K +983 New
SPC
19
Sigma Planning Corp
Michigan
$417K +$279K +589 New
BW
20
Bison Wealth
Georgia
$305K +$203K +430 New
Renaissance Technologies
21
Renaissance Technologies
New York
$279K +$186K +393 New
PCM
22
Prelude Capital Management
New York
$233K -$5.48M -11,586 -97%
UBS Group
23
UBS Group
Switzerland
$84K -$42.1K -89 -43%
FIA
24
FNY Investment Advisers
New York
$70K -$142K -300 -75%
LTFS
25
Ladenburg Thalmann Financial Services
Florida
$12K

TVIX Hedge Fund Activity: Q4 2018 in Review

26 of the 4,488 institutional investors tracked by Wall St. Rank reported a position in VelocityShares Daily 2x VIX Short Term ETN (TVIX) for Q4 2018, worth a combined $558M — up 167% from $209M a quarter earlier.

Buyers outnumbered sellers: 12 funds opened new TVIX positions and 9 closed out — a net gain of 3 holders — while 6 added to existing stakes and 6 trimmed.

The largest buyer was Flow Traders U.S., adding an estimated $17.3M. The largest seller was Credit Suisse, cutting an estimated $59.1M.

  • 26 institutional investors held VelocityShares Daily 2x VIX Short Term ETN (TVIX) as of Q4 2018, up from 23 in Q3 2018.
  • Funds reported $558M of VelocityShares Daily 2x VIX Short Term ETN stock for Q4 2018, up 167% quarter-over-quarter.
  • 12 funds opened new VelocityShares Daily 2x VIX Short Term ETN positions in Q4 2018 and 9 closed out, a net change of +3 holders.
  • The largest VelocityShares Daily 2x VIX Short Term ETN buyer in Q4 2018 was Flow Traders U.S., an estimated $17.3M added.
  • The largest VelocityShares Daily 2x VIX Short Term ETN seller in Q4 2018 was Credit Suisse, an estimated $59.1M sold.

Based on aggregated 13F filings for Q4 2018.