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XIV

VelocityShares Daily Inverse VIX Short Term ETN

Delisted

XIV was delisted on the 15th of February, 2018.

54 hedge funds and large institutions have $389M invested in VelocityShares Daily Inverse VIX Short Term ETN in 2015 Q4 according to their latest regulatory filings, with 14 funds opening new positions, 14 increasing their positions, 14 reducing their positions, and 29 closing their positions.

New
Increased
Maintained
Reduced
Closed

68% more capital invested

Capital invested by funds: $232M → $389M (+$157M)

0% more repeat investments, than reductions

Existing positions increased: 14 | Existing positions reduced: 14

23% less funds holding

Funds holding: 7054 (-16)

33% less funds holding in top 10

Funds holding in top 10: 64 (-2)

52% less first-time investments, than exits

New positions opened: 14 | Existing positions closed: 29

Holders
54
Holders Change
-16
Holders Change %
-22.86%
% of All Funds
1.42%
Holding in Top 10
4
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-33.33%
% of All Funds
0.1%
New
14
Increased
14
Reduced
14
Closed
29
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
CS
1
Credit Suisse
Switzerland
$193M +$204M +7,073,349 +1,762%
Jane Street
2
Jane Street
New York
$87.1M +$91.3M +3,166,095 +1,510%
FTUS
3
Flow Traders U.S.
New York
$24.3M +$27.2M +943,747 New
HP
4
Hound Partners
New York
$15.4M +$1.58M +54,740 +10%
VF
5
Virtu Financial
New York
$8.85M -$10.4M -361,632 -51%
SFFS
6
Stonehage Fleming Financial Services
Jersey
$8.71M
Morgan Stanley
7
Morgan Stanley
New York
$8.1M +$2.68M +93,140 +42%
LPL Financial
8
LPL Financial
California
$6.74M -$8.56M -297,142 -52%
CCMG
9
Clark Capital Management Group
Pennsylvania
$5.05M +$1.23M +42,510 +28%
Lazard Asset Management
10
Lazard Asset Management
New York
$4.28M -$2.8M -97,195 -37%
OTC
11
Opera Trading Capital
France
$4.13M +$4.61M +160,000 New
DS
12
DRW Securities
Illinois
$3.63M -$18.9M -656,416 -82%
TMC
13
Trellus Management Company
Florida
$2.48M +$2.33M +80,900 +536%
AIM
14
Assured Investment Management
New York
$2.44M +$2.7M +93,752 New
BCM
15
Bridgeway Capital Management
Texas
$2.32M +$689K +23,900 +36%
LTFS
16
Ladenburg Thalmann Financial Services
Florida
$1.73M +$525K +18,227 +37%
MCM
17
Moore Capital Management
New York
$1.29M +$646K +22,400 +81%
PAG
18
Private Advisor Group
New Jersey
$1.05M -$1.15M -40,046 -50%
Deutsche Bank
19
Deutsche Bank
Germany
$916K
SWP
20
Stratos Wealth Partners
Ohio
$895K -$61.7K -2,141 -6%
ICM
21
Ionic Capital Management
New York
$666K +$297K +10,316 +67%
PA
22
Perceptive Advisors
New York
$645K -$620K -21,500 -46%
AIG
23
American International Group
New York
$540K +$153K +5,320 +34%
Goldman Sachs
24
Goldman Sachs
New York
$464K +$45.1K +1,565 +10%
Creative Planning
25
Creative Planning
Kansas
$457K +$23.1K +800 +5%

XIV Hedge Fund Activity: Q4 2015 in Review

54 of the 3,813 institutional investors tracked by Wall St. Rank reported a position in VelocityShares Daily Inverse VIX Short Term ETN (XIV) for Q4 2015, worth a combined $389M — up 68% from $232M a quarter earlier.

Sellers outnumbered buyers: 29 funds closed out of XIV and 14 opened new positions — a net loss of 15 holders — while 14 trimmed existing stakes and 14 added.

The largest buyer was Credit Suisse, adding an estimated $204M. The largest seller was Cowen Inc, exiting entirely with an estimated $40.4M sold.

  • 54 institutional investors held VelocityShares Daily Inverse VIX Short Term ETN (XIV) as of Q4 2015, down from 70 in Q3 2015.
  • Funds reported $389M of VelocityShares Daily Inverse VIX Short Term ETN stock for Q4 2015, up 68% quarter-over-quarter.
  • 14 funds opened new VelocityShares Daily Inverse VIX Short Term ETN positions in Q4 2015 and 29 closed out, a net change of -15 holders.
  • The largest VelocityShares Daily Inverse VIX Short Term ETN buyer in Q4 2015 was Credit Suisse, an estimated $204M added.
  • The largest VelocityShares Daily Inverse VIX Short Term ETN seller in Q4 2015 was Cowen Inc, an estimated $40.4M sold.

Based on aggregated 13F filings for Q4 2015.