Two Sigma Securities’s VelocityShares Daily 2x VIX Short Term ETN TVIX Stock Holding History

Two Sigma Securities’s Portfolio TVIX Stock Details TVIX Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2019 Q4	–	Sell	-4,825	Closed	-$656K	–	2791
2019 Q3	$656K	Buy	+4,825	New	+$776K	0.01%	1065
2018 Q2	–	Sell	-226	Closed	-$213K	–	3213
2018 Q1	$213K	Buy	+226	New	+$169K	﹤0.01%	2264
2016 Q3	–	Sell	-1	Closed	-$73K	–	887
2016 Q2	$73K	Sell	1 -1	-50%	-$81.6K	0.04%	327
2016 Q1	$172K	Buy	2 +1	+100%	+$204K	0.22%	144
2015 Q4	$97K	Hold	1	–	–	0.12%	158
2015 Q3	$234K	Hold	1	–	–	0.37%	107
2015 Q2	$132K	Buy	+1	New	+$265K	0.22%	114
2015 Q1	–	Hold	0	–	–	–	135
2014 Q4	–	Hold	0	–	–	–	180

Other funds holding TVIX

Credit Suisse Zurich, Switzerland $104B AUM 34.76% 1-Year Est. Return

SG Americas Securities New York $92.9B AUM 36.98% 1-Year Est. Return

Millennium Management New York $240B AUM 35.51% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return

KACA

Kayne Anderson Capital Advisors Los Angeles, California $5.22B AUM 17.11% 1-Year Est. Return

Jane Street New York $777B AUM 61.18% 1-Year Est. Return

Citigroup New York $235B AUM 32.99% 1-Year Est. Return

Wolverine Trading Chicago, Illinois $139B AUM 31.83% 1-Year Est. Return

FTUS

Flow Traders U.S. New York $3.16B AUM 19.52% 1-Year Est. Return

Two Sigma Securities's TVIX Position: Q4 2019 in Review

Two Sigma Securities sold out of VelocityShares Daily 2x VIX Short Term ETN (TVIX) in Q4 2019, closing a stake of 4,825 shares — an estimated $656K sold.

Two Sigma Securities first reported a position in TVIX in Q2 2015 and held it in 7 quarters. The position peaked at $656K in Q3 2019. 28 funds tracked by Wall St. Rank hold TVIX as of Q4 2019.

Two Sigma Securities reported no remaining VelocityShares Daily 2x VIX Short Term ETN position as of Q4 2019 after selling out during the quarter.
Two Sigma Securities sold 4,825 VelocityShares Daily 2x VIX Short Term ETN shares in Q4 2019, an estimated $656K.
Two Sigma Securities first reported a position in VelocityShares Daily 2x VIX Short Term ETN in Q2 2015 and held it in 7 quarters.
Two Sigma Securities's VelocityShares Daily 2x VIX Short Term ETN position peaked at $656K in Q3 2019.
28 funds tracked by Wall St. Rank held VelocityShares Daily 2x VIX Short Term ETN as of Q4 2019.

Based on Two Sigma Securities's 13F filing for Q4 2019, filed 14 Feb 2020.