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XIV

VelocityShares Daily Inverse VIX Short Term ETN

Delisted

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

55 hedge funds and large institutions have $451M invested in VelocityShares Daily Inverse VIX Short Term ETN in 2016 Q2 according to their latest regulatory filings, with 24 funds opening new positions, 13 increasing their positions, 12 reducing their positions, and 17 closing their positions.

New
Increased
Maintained
Reduced
Closed

41% more first-time investments, than exits

New positions opened: 24 | Existing positions closed: 17

33% more funds holding in top 10

Funds holding in top 10: 34 (+1)

15% more funds holding

Funds holding: 4855 (+7)

8% more repeat investments, than reductions

Existing positions increased: 13 | Existing positions reduced: 12

20% less capital invested

Capital invested by funds: $566M → $451M (-$115M)

Holders
55
Holders Change
+7
Holders Change %
+14.58%
% of All Funds
1.47%
Holding in Top 10
4
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+33.33%
% of All Funds
0.11%
New
24
Increased
13
Reduced
12
Closed
17
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
CS
1
Credit Suisse
Switzerland
$88.8M -$255M -9,209,896 -72%
Jane Street
2
Jane Street
New York
$59.1M -$17.6M -636,608 -21%
AIM
3
Assured Investment Management
New York
$58.7M +$63.8M +2,300,501 +429,198%
SAAM
4
Solus Alternative Asset Management
New Jersey
$50M +$55.4M +2,000,000 New
UBS Group
5
UBS Group
Switzerland
$44.5M +$49.3M +1,776,816 +42,866%
Wells Fargo
6
Wells Fargo
California
$38.7M +$42.9M +1,548,170 +84,599%
Goldman Sachs
7
Goldman Sachs
New York
$23.1M +$25.6M +924,139 New
LPL Financial
8
LPL Financial
California
$14.9M +$6.68M +240,927 +73%
Citigroup
9
Citigroup
New York
$12.5M +$13.9M +500,000 +45,455%
FTUS
10
Flow Traders U.S.
New York
$10.4M -$6.75M -243,521 -37%
DS
11
DRW Securities
Illinois
$8.82M +$5.29M +190,910 +118%
CCMG
12
Clark Capital Management Group
Pennsylvania
$4.95M +$1.08M +39,087 +25%
Lazard Asset Management
13
Lazard Asset Management
New York
$4.78M +$5.3M +191,375 New
Morgan Stanley
14
Morgan Stanley
New York
$3.81M -$69.7M -2,512,839 -94%
Nomura Holdings
15
Nomura Holdings
Japan
$3.76M +$4.16M +150,000 New
Susquehanna International Group
16
Susquehanna International Group
Pennsylvania
$3.6M +$691K +24,916 +21%
Fifth Third Bancorp
17
Fifth Third Bancorp
Ohio
$3.58M +$3.97M +143,316 New
BCM
18
Bridgeway Capital Management
Texas
$2.33M -$144K -5,200 -5%
TCM
19
Tuttle Capital Management
Connecticut
$2.05M +$2.18M +78,476 New
TC
20
Toews Corporation
New Jersey
$1.87M +$2.06M +74,469 New
OMC
21
Old Mission Capital
Illinois
$1.86M +$2.07M +74,623 New
LTFS
22
Ladenburg Thalmann Financial Services
Florida
$1.27M -$1.11M -40,167 -44%
FMA
23
FNY Managed Accounts
New York
$1.25M +$1.39M +50,000 New
Deutsche Bank
24
Deutsche Bank
Germany
$920K
QOP
25
Quinn Opportunity Partners
Virginia
$850K +$244K +8,800 +35%

XIV Hedge Fund Activity: Q2 2016 in Review

55 of the 3,749 institutional investors tracked by Wall St. Rank reported a position in VelocityShares Daily Inverse VIX Short Term ETN (XIV) for Q2 2016, worth a combined $451M — down 20% from $566M a quarter earlier.

Buyers outnumbered sellers: 24 funds opened new XIV positions and 17 closed out — a net gain of 7 holders — while 13 added to existing stakes and 12 trimmed.

The largest buyer was Assured Investment Management, adding an estimated $63.8M. The largest seller was Credit Suisse, cutting an estimated $255M.

  • 55 institutional investors held VelocityShares Daily Inverse VIX Short Term ETN (XIV) as of Q2 2016, up from 48 in Q1 2016.
  • Funds reported $451M of VelocityShares Daily Inverse VIX Short Term ETN stock for Q2 2016, down 20% quarter-over-quarter.
  • 24 funds opened new VelocityShares Daily Inverse VIX Short Term ETN positions in Q2 2016 and 17 closed out, a net change of +7 holders.
  • The largest VelocityShares Daily Inverse VIX Short Term ETN buyer in Q2 2016 was Assured Investment Management, an estimated $63.8M added.
  • The largest VelocityShares Daily Inverse VIX Short Term ETN seller in Q2 2016 was Credit Suisse, an estimated $255M sold.

Based on aggregated 13F filings for Q2 2016.