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TVIX

VelocityShares Daily 2x VIX Short Term ETN

Delisted

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

40 hedge funds and large institutions have $440M invested in VelocityShares Daily 2x VIX Short Term ETN in 2019 Q3 according to their latest regulatory filings, with 21 funds opening new positions, 9 increasing their positions, 6 reducing their positions, and 9 closing their positions.

New
Increased
Maintained
Reduced
Closed

133% more first-time investments, than exits

New positions opened: 21 | Existing positions closed: 9

67% more capital invested

Capital invested by funds: $263M → $440M (+$176M)

50% more repeat investments, than reductions

Existing positions increased: 9 | Existing positions reduced: 6

43% more funds holding

Funds holding: 2840 (+12)

50% less funds holding in top 10

Funds holding in top 10: 21 (-1)

Holders
40
Holders Change
+12
Holders Change %
+42.86%
% of All Funds
0.88%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.02%
New
21
Increased
9
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
$329M +$195M +1,209,700 +100%
SG Americas Securities
2
SG Americas Securities
New York
$46M +$50.4M +313,435 +1,253%
KACA
3
Kayne Anderson Capital Advisors
California
$18.5M +$22M +136,420 New
Millennium Management
4
Millennium Management
New York
$9M +$10.6M +66,155 New
RCIM
5
Russell Clark Investment Management
United Kingdom
$5.54M +$423K +2,630 +7%
TCM
6
Tuttle Capital Management
Connecticut
$3.21M +$2.88M +17,909 New
Barclays
7
Barclays
United Kingdom
$3.1M +$3.66M +22,770 New
Citigroup
8
Citigroup
New York
$3.02M +$350K +2,178 +11%
TRCT
9
Tower Research Capital (TRC)
New York
$2.88M +$1.57M +9,763 +86%
FAAS
10
First Allied Advisory Services
California
$2.6M +$1.68M +10,410 +120%
FTUS
11
Flow Traders U.S.
New York
$2.32M +$2.74M +17,039 New
Morgan Stanley
12
Morgan Stanley
New York
$1.75M -$640K -3,977 -24%
VF
13
Virtu Financial
New York
$1.68M +$361K +2,245 +22%
RA
14
Rational Advisors
New York
$1.36M -$1.02M -6,350 -39%
BWP
15
Bernardo Wealth Planning
Pennsylvania
$1.15M +$1.36M +8,480 New
Citadel Advisors
16
Citadel Advisors
Florida
$1.07M -$1.66M -10,297 -57%
BCM
17
Brookstone Capital Management
Illinois
$963K +$1.14M +7,085 New
IMC Chicago
18
IMC Chicago
Illinois
$950K +$1.12M +6,987 New
TCM
19
Traynor Capital Management
Pennsylvania
$892K +$1.06M +6,559 New
BF
20
BOK Financial
Oklahoma
$830K +$982K +6,100 New
HFS
21
Howard Financial Services
Texas
$816K +$966K +6,000 New
TSS
22
Two Sigma Securities
New York
$656K +$776K +4,825 New
BCM
23
Bayesian Capital Management
New York
$494K +$584K +3,630 New
JP Morgan Chase
24
JP Morgan Chase
New York
$357K -$195K -1,211 -32%
WS
25
Wedbush Securities
California
$322K +$204K +1,265 +114%

TVIX Hedge Fund Activity: Q3 2019 in Review

40 of the 4,560 institutional investors tracked by Wall St. Rank reported a position in VelocityShares Daily 2x VIX Short Term ETN (TVIX) for Q3 2019, worth a combined $440M — up 67% from $263M a quarter earlier.

Buyers outnumbered sellers: 21 funds opened new TVIX positions and 9 closed out — a net gain of 12 holders — while 9 added to existing stakes and 6 trimmed.

The largest buyer was Credit Suisse, adding an estimated $195M. The largest seller was Citadel Advisors, cutting an estimated $1.66M.

  • 40 institutional investors held VelocityShares Daily 2x VIX Short Term ETN (TVIX) as of Q3 2019, up from 28 in Q2 2019.
  • Funds reported $440M of VelocityShares Daily 2x VIX Short Term ETN stock for Q3 2019, up 67% quarter-over-quarter.
  • 21 funds opened new VelocityShares Daily 2x VIX Short Term ETN positions in Q3 2019 and 9 closed out, a net change of +12 holders.
  • The largest VelocityShares Daily 2x VIX Short Term ETN buyer in Q3 2019 was Credit Suisse, an estimated $195M added.
  • The largest VelocityShares Daily 2x VIX Short Term ETN seller in Q3 2019 was Citadel Advisors, an estimated $1.66M sold.

Based on aggregated 13F filings for Q3 2019.