iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ was delisted on the 29th of January, 2019.
32 hedge funds and large institutions have $185M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2013 Q4 according to their latest regulatory filings, with 7 funds opening new positions, 11 increasing their positions, 12 reducing their positions, and 9 closing their positions.
65% more capital invested
Capital invested by funds: $112M → $185M (+$72.7M)
0% more funds holding in top 10
Funds holding in top 10: 1 → 1 (0)
8% less repeat investments, than reductions
Existing positions increased: 11 | Existing positions reduced: 12
9% less funds holding
Funds holding: 35 → 32 (-3)
22% less first-time investments, than exits
New positions opened: 7 | Existing positions closed: 9
100% less call options, than puts
Call options by funds: $0 | Put options by funds: $3.69M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$54.3M |
| 2 |
CCMG
Clark Capital Management Group
Philadelphia,
Pennsylvania
|
+$50.1M |
| 3 |
Goldman Sachs
New York
|
+$5.01M |
| 4 |
PGCM
Prescott Group Capital Management
Tulsa,
Oklahoma
|
+$2.2M |
| 5 |
FTUS
Flow Traders U.S.
New York
|
+$2.19M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
MFM
Mohican Financial Management
Wilton,
Connecticut
|
-$432M |
| 2 |
Morgan Stanley
New York
|
-$1.76M |
| 3 |
Bank of America
Charlotte,
North Carolina
|
-$1.61M |
| 4 |
VKH
Virtu KCG Holdings
New York
|
-$1.27M |
| 5 |
AC
Altus Capital
Mayfield Heights,
Ohio
|
-$923K |
VXZ Hedge Fund Activity: Q4 2013 in Review
32 of the 3,446 institutional investors tracked by Wall St. Rank reported a position in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) for Q4 2013, worth a combined $185M — up 65% from $112M a quarter earlier.
Sellers outnumbered buyers: 9 funds closed out of VXZ and 7 opened new positions — a net loss of 2 holders — while 12 trimmed existing stakes and 11 added.
The largest buyer was Barclays, adding an estimated $54.3M. The largest seller was Mohican Financial Management, cutting an estimated $432M.
- 32 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q4 2013, down from 35 in Q3 2013.
- Funds reported $185M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q4 2013, up 65% quarter-over-quarter.
- 7 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q4 2013 and 9 closed out, a net change of -2 holders.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 buyer in Q4 2013 was Barclays, an estimated $54.3M added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q4 2013 was Mohican Financial Management, an estimated $432M sold.
Based on aggregated 13F filings for Q4 2013.