VelocityShares VIX Short Term ETN
VIIX
VIIX was delisted on the 2nd of July, 2020.
6 hedge funds and large institutions have $40.4M invested in VelocityShares VIX Short Term ETN in 2020 Q2 according to their latest regulatory filings, with 1 funds opening new positions, 1 increasing their positions, 4 reducing their positions, and 3 closing their positions.
61% more call options, than puts
Call options by funds: $1.65M | Put options by funds: $1.02M
25% less funds holding
Funds holding: 8 → 6 (-2)
35% less capital invested
Capital invested by funds: $62.6M → $40.4M (-$22.2M)
67% less first-time investments, than exits
New positions opened: 1 | Existing positions closed: 3
75% less repeat investments, than reductions
Existing positions increased: 1 | Existing positions reduced: 4
100% less funds holding in top 10
Funds holding in top 10: 1 → 0 (-1)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
+$3.86M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$3.8M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
IMC Chicago
Chicago,
Illinois
|
-$7.71M |
| 2 |
CS
Credit Suisse
Zurich,
Switzerland
|
-$2.39M |
| 3 |
Citadel Advisors
Miami,
Florida
|
-$2.08M |
| 4 |
FTUS
Flow Traders U.S.
New York
|
-$1.26M |
| 5 |
CF
Centaurus Financial
Anaheim,
California
|
-$158K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
IMC Chicago
Chicago,
Illinois
| $15.7M | -$7.71M | -96,760 | -31% |
|
|
CS
2
Credit Suisse
Zurich,
Switzerland
| $13.8M | -$2.39M | -30,000 | -14% |
|
|
3
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $5.61M | +$3.8M | +47,721 | +158% |
|
|
4
Jane Street
New York
| $3.48M | +$3.86M | +48,430 | New |
|
|
FTUS
5
Flow Traders U.S.
New York
| $1.82M | -$1.26M | -15,865 | -38% |
|
|
6
Citadel Advisors
Miami,
Florida
| – | -$2.08M | -26,146 | Closed |
|
|
CF
7
Centaurus Financial
Anaheim,
California
| – | -$158K | -1,613 | Closed |
|
|
CG
8
Cutler Group
San Francisco,
California
| – | -$88.9K | -1,116 | -100% |
|
9
Osaic Holdings
Scottsdale,
Arizona
| – | -$5K | -60 | Closed |
|
VIIX Hedge Fund Activity: Q2 2020 in Review
6 of the 4,877 institutional investors tracked by Wall St. Rank reported a position in VelocityShares VIX Short Term ETN (VIIX) for Q2 2020, worth a combined $40.4M — down 35% from $62.6M a quarter earlier.
Sellers outnumbered buyers: 3 funds closed out of VIIX and 1 opened new positions — a net loss of 2 holders — while 4 trimmed existing stakes and 1 added.
The largest buyer was Jane Street, opening a new position worth an estimated $3.86M. The largest seller was IMC Chicago, cutting an estimated $7.71M.
- 6 institutional investors held VelocityShares VIX Short Term ETN (VIIX) as of Q2 2020, down from 8 in Q1 2020.
- Funds reported $40.4M of VelocityShares VIX Short Term ETN stock for Q2 2020, down 35% quarter-over-quarter.
- 1 fund opened new VelocityShares VIX Short Term ETN positions in Q2 2020 and 3 closed out, a net change of -2 holders.
- The largest VelocityShares VIX Short Term ETN buyer in Q2 2020 was Jane Street, an estimated $3.86M added.
- The largest VelocityShares VIX Short Term ETN seller in Q2 2020 was IMC Chicago, an estimated $7.71M sold.
Based on aggregated 13F filings for Q2 2020.