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XIV

VelocityShares Daily Inverse VIX Short Term ETN

Delisted

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

51 hedge funds and large institutions have $553M invested in VelocityShares Daily Inverse VIX Short Term ETN in 2016 Q3 according to their latest regulatory filings, with 14 funds opening new positions, 12 increasing their positions, 19 reducing their positions, and 18 closing their positions.

New
Increased
Maintained
Reduced
Closed

22% more capital invested

Capital invested by funds: $451M → $553M (+$101M)

7% less funds holding

Funds holding: 5551 (-4)

22% less first-time investments, than exits

New positions opened: 14 | Existing positions closed: 18

25% less funds holding in top 10

Funds holding in top 10: 43 (-1)

37% less repeat investments, than reductions

Existing positions increased: 12 | Existing positions reduced: 19

Holders
51
Holders Change
-4
Holders Change %
-7.27%
% of All Funds
1.36%
Holding in Top 10
3
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-25%
% of All Funds
0.08%
New
14
Increased
12
Reduced
19
Closed
18
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
CS
1
Credit Suisse
Switzerland
$293M +$146M +4,271,128 +120%
Jane Street
2
Jane Street
New York
$111M +$20.4M +596,147 +25%
FTUS
3
Flow Traders U.S.
New York
$54.9M +$35.9M +1,047,892 +251%
Goldman Sachs
4
Goldman Sachs
New York
$38M +$3.09M +90,099 +10%
Morgan Stanley
5
Morgan Stanley
New York
$25.3M +$17.9M +522,541 +343%
LPL Financial
6
LPL Financial
California
$4.47M -$15.4M -450,703 -79%
DS
7
DRW Securities
Illinois
$2.93M -$9.42M -274,928 -78%
TC
8
Toews Corporation
New Jersey
$2.46M -$298K -8,700 -12%
CCMG
9
Clark Capital Management Group
Pennsylvania
$2.44M -$4.56M -133,017 -67%
BCM
10
Bridgeway Capital Management
Texas
$2.22M -$1.16M -33,900 -36%
Lazard Asset Management
11
Lazard Asset Management
New York
$1.8M -$4.91M -143,325 -75%
TSS
12
Two Sigma Securities
New York
$1.62M +$853K +24,895 +135%
QOP
13
Quinn Opportunity Partners
Virginia
$1.27M
TCM
14
Tuttle Capital Management
Connecticut
$1.21M -$1.53M -44,608 -57%
MIM
15
Marco Investment Management
Georgia
$1.12M +$1.03M +30,000 New
CI
16
Cavalier Investments
Georgia
$1.07M +$975K +28,463 New
LTFS
17
Ladenburg Thalmann Financial Services
Florida
$1.06M -$774K -22,584 -44%
Deutsche Bank
18
Deutsche Bank
Germany
$702K
FEG
19
Financial Enhancement Group
Indiana
$697K +$637K +18,605 New
OMC
20
Old Mission Capital
Illinois
$678K -$1.94M -56,522 -76%
Susquehanna International Group
21
Susquehanna International Group
Pennsylvania
$675K -$4.31M -125,880 -87%
Citadel Advisors
22
Citadel Advisors
Florida
$527K +$481K +14,056 New
VKH
23
Virtu KCG Holdings
New York
$482K +$113K +3,286 +34%
JT
24
Jump Trading
Illinois
$416K +$380K +11,100 New
Royal Bank of Canada
25
Royal Bank of Canada
Ontario, Canada
$375K +$343K +10,000 New

XIV Hedge Fund Activity: Q3 2016 in Review

51 of the 3,749 institutional investors tracked by Wall St. Rank reported a position in VelocityShares Daily Inverse VIX Short Term ETN (XIV) for Q3 2016, worth a combined $553M — up 22% from $451M a quarter earlier.

Sellers outnumbered buyers: 18 funds closed out of XIV and 14 opened new positions — a net loss of 4 holders — while 19 trimmed existing stakes and 12 added.

The largest buyer was Credit Suisse, adding an estimated $146M. The largest seller was Assured Investment Management, cutting an estimated $78.7M.

  • 51 institutional investors held VelocityShares Daily Inverse VIX Short Term ETN (XIV) as of Q3 2016, down from 55 in Q2 2016.
  • Funds reported $553M of VelocityShares Daily Inverse VIX Short Term ETN stock for Q3 2016, up 22% quarter-over-quarter.
  • 14 funds opened new VelocityShares Daily Inverse VIX Short Term ETN positions in Q3 2016 and 18 closed out, a net change of -4 holders.
  • The largest VelocityShares Daily Inverse VIX Short Term ETN buyer in Q3 2016 was Credit Suisse, an estimated $146M added.
  • The largest VelocityShares Daily Inverse VIX Short Term ETN seller in Q3 2016 was Assured Investment Management, an estimated $78.7M sold.

Based on aggregated 13F filings for Q3 2016.