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TVIX

VelocityShares Daily 2x VIX Short Term ETN

Delisted

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

28 hedge funds and large institutions have $263M invested in VelocityShares Daily 2x VIX Short Term ETN in 2019 Q2 according to their latest regulatory filings, with 9 funds opening new positions, 9 increasing their positions, 5 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed

80% more repeat investments, than reductions

Existing positions increased: 9 | Existing positions reduced: 5

29% more first-time investments, than exits

New positions opened: 9 | Existing positions closed: 7

8% more funds holding

Funds holding: 2628 (+2)

45% less capital invested

Capital invested by funds: $481M → $263M (-$218M)

Holders
28
Holders Change
+2
Holders Change %
+7.69%
% of All Funds
0.61%
Holding in Top 10
2
Holding in Top 10 Change
+2
Holding in Top 10 Change %
% of All Funds
0.04%
New
9
Increased
9
Reduced
5
Closed
7
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
CS
1
Credit Suisse
Switzerland
$228M -$68.4M -306,960 -20%
RCIM
2
Russell Clark Investment Management
United Kingdom
$7.18M +$2.91M +13,080 +52%
SG Americas Securities
3
SG Americas Securities
New York
$4.72M -$11.7M -52,476 -68%
Citigroup
4
Citigroup
New York
$3.77M +$446K +2,000 +11%
Citadel Advisors
5
Citadel Advisors
Florida
$3.43M +$3.76M +16,888 +1,297%
Morgan Stanley
6
Morgan Stanley
New York
$3.17M -$26.6M -119,574 -88%
RA
7
Rational Advisors
New York
$3.09M +$1.97M +8,860 +118%
TRCT
8
Tower Research Capital (TRC)
New York
$2.15M +$1.01M +4,525 +66%
VF
9
Virtu Financial
New York
$1.91M +$2.25M +10,118 New
FAAS
10
First Allied Advisory Services
California
$1.64M +$1.94M +8,700 New
WAM
11
Weiss Asset Management
Massachusetts
$1.13M +$1.34M +6,000 New
JP Morgan Chase
12
JP Morgan Chase
New York
$743K -$3.3M -14,828 -79%
HIS
13
Harvest Investment Services
Illinois
$506K +$668K +2,998 New
PCM
14
Prelude Capital Management
New York
$489K +$376K +1,688 +187%
IG
15
ING Group
Netherlands
$472K +$557K +2,500 New
Creative Planning
16
Creative Planning
Kansas
$278K -$74.4K -334 -18%
BFM
17
Boothbay Fund Management
New York
$267K +$315K +1,414 New
WS
18
Wedbush Securities
California
$208K +$246K +1,105 New
Royal Bank of Canada
19
Royal Bank of Canada
Ontario, Canada
$182K +$209K +938 +3,234%
US Bancorp
20
US Bancorp
Minnesota
$94K +$111K +500 New
AG
21
Advisor Group
Arizona
$75K +$66.9K +300 +300%
FDCDDQ
22
Federation des caisses Desjardins du Quebec
Quebec, Canada
$66K +$78K +350 New
FANJ
23
Financial Architects (New Jersey)
New Jersey
$6K
Deutsche Bank
24
Deutsche Bank
Germany
$4K
TA
25
TCG Advisors
Texas
$4K +$5.13K +23 +575%

TVIX Hedge Fund Activity: Q2 2019 in Review

28 of the 4,604 institutional investors tracked by Wall St. Rank reported a position in VelocityShares Daily 2x VIX Short Term ETN (TVIX) for Q2 2019, worth a combined $263M — down 45% from $481M a quarter earlier.

Buyers outnumbered sellers: 9 funds opened new TVIX positions and 7 closed out — a net gain of 2 holders — while 9 added to existing stakes and 5 trimmed.

The largest buyer was Citadel Advisors, adding an estimated $3.76M. The largest seller was Credit Suisse, cutting an estimated $68.4M.

  • 28 institutional investors held VelocityShares Daily 2x VIX Short Term ETN (TVIX) as of Q2 2019, up from 26 in Q1 2019.
  • Funds reported $263M of VelocityShares Daily 2x VIX Short Term ETN stock for Q2 2019, down 45% quarter-over-quarter.
  • 9 funds opened new VelocityShares Daily 2x VIX Short Term ETN positions in Q2 2019 and 7 closed out, a net change of +2 holders.
  • The largest VelocityShares Daily 2x VIX Short Term ETN buyer in Q2 2019 was Citadel Advisors, an estimated $3.76M added.
  • The largest VelocityShares Daily 2x VIX Short Term ETN seller in Q2 2019 was Credit Suisse, an estimated $68.4M sold.

Based on aggregated 13F filings for Q2 2019.