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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 $481M invested in VelocityShares Daily 2x VIX Short Term ETN in 2019 Q1 according to their latest regulatory filings, with 13 funds opening new positions, 7 increasing their positions, 4 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

75% more repeat investments, than reductions

Existing positions increased: 7 | Existing positions reduced: 4

0% more funds holding

Funds holding: 2626 (0)

0% more first-time investments, than exits

New positions opened: 13 | Existing positions closed: 13

14% less capital invested

Capital invested by funds: $558M → $481M (-$77.5M)

100% less funds holding in top 10

Funds holding in top 10: 30 (-3)

Holders
26
Holders Change
Holders Change %
0%
% of All Funds
0.56%
Holding in Top 10
Holding in Top 10 Change
-3
Holding in Top 10 Change %
-100%
% of All Funds
New
13
Increased
7
Reduced
4
Closed
13
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
CS
1
Credit Suisse
Switzerland
$396M +$371M +975,000 +181%
Morgan Stanley
2
Morgan Stanley
New York
$35.7M +$51.9M +136,396 New
SG Americas Securities
3
SG Americas Securities
New York
$20.3M +$15M +39,460 +104%
RCIM
4
Russell Clark Investment Management
United Kingdom
$6.54M +$9.51M +25,000 New
JP Morgan Chase
5
JP Morgan Chase
New York
$4.88M +$7.1M +18,661 New
Citigroup
6
Citigroup
New York
$4.71M +$6.85M +18,000 New
UBS Group
7
UBS Group
Switzerland
$4.03M +$5.82M +15,292 +12,850%
FTUS
8
Flow Traders U.S.
New York
$2.2M -$13.3M -34,894 -81%
RA
9
Rational Advisors
New York
$1.96M +$843K +2,215 +42%
TRCT
10
Tower Research Capital (TRC)
New York
$1.8M +$559K +1,469 +27%
Jane Street
11
Jane Street
New York
$872K -$3.24M -8,513 -72%
Renaissance Technologies
12
Renaissance Technologies
New York
$831K +$1.06M +2,783 +708%
Creative Planning
13
Creative Planning
Kansas
$473K +$688K +1,810 New
Citadel Advisors
14
Citadel Advisors
Florida
$341K -$13.6M -35,862 -96%
PCM
15
Prelude Capital Management
New York
$236K +$219K +575 +175%
IP
16
Intellectus Partners
California
$104K +$151K +396 New
Deutsche Bank
17
Deutsche Bank
Germany
$52K
LC
18
Lindbrook Capital
California
$39K +$57.1K +150 New
AG
19
Advisor Group
Arizona
$26K +$38K +100 New
FANJ
20
Financial Architects (New Jersey)
New Jersey
$8K +$11.4K +30 New
Royal Bank of Canada
21
Royal Bank of Canada
Ontario, Canada
$7K -$340K -893 -97%
LTFS
22
Ladenburg Thalmann Financial Services
Florida
$4K
FCMT
23
Founders Capital Management (Texas)
Texas
$2K
DWM
24
Destination Wealth Management
California
$1K +$1.14K +3 New
TA
25
TCG Advisors
Texas
$1K +$1.52K +4 New

TVIX Hedge Fund Activity: Q1 2019 in Review

26 of the 4,620 institutional investors tracked by Wall St. Rank reported a position in VelocityShares Daily 2x VIX Short Term ETN (TVIX) for Q1 2019, worth a combined $481M — down 14% from $558M a quarter earlier.

Fund positioning in TVIX was balanced in Q1 2019: 13 funds opened new positions, 13 closed out, 7 added to existing stakes and 4 trimmed.

The largest buyer was Credit Suisse, adding an estimated $371M. The largest seller was Susquehanna International Group, exiting entirely with an estimated $30.8M sold.

  • 26 institutional investors held VelocityShares Daily 2x VIX Short Term ETN (TVIX) as of Q1 2019, unchanged from Q4 2018.
  • Funds reported $481M of VelocityShares Daily 2x VIX Short Term ETN stock for Q1 2019, down 14% quarter-over-quarter.
  • 13 funds opened new VelocityShares Daily 2x VIX Short Term ETN positions in Q1 2019 and 13 closed out, a net change of 0 holders.
  • The largest VelocityShares Daily 2x VIX Short Term ETN buyer in Q1 2019 was Credit Suisse, an estimated $371M added.
  • The largest VelocityShares Daily 2x VIX Short Term ETN seller in Q1 2019 was Susquehanna International Group, an estimated $30.8M sold.

Based on aggregated 13F filings for Q1 2019.