iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ was delisted on the 29th of January, 2019.
28 hedge funds and large institutions have $67.8M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2014 Q4 according to their latest regulatory filings, with 9 funds opening new positions, 7 increasing their positions, 8 reducing their positions, and 7 closing their positions.
29% more first-time investments, than exits
New positions opened: 9 | Existing positions closed: 7
4% more funds holding
Funds holding: 27 → 28 (+1)
11% less capital invested
Capital invested by funds: $75.8M → $67.8M (-$8.04M)
13% less repeat investments, than reductions
Existing positions increased: 7 | Existing positions reduced: 8
84% less call options, than puts
Call options by funds: $358K | Put options by funds: $2.23M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$10.4M |
| 2 |
Citigroup
New York
|
+$4.36M |
| 3 |
Barclays
London,
United Kingdom
|
+$3.46M |
| 4 |
VF
Virtu Financial
New York
|
+$1.07M |
| 5 |
JG
Jefferies Group
New York
|
+$678K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
LCM
Lakewood Capital Management
New York
|
-$20.1M |
| 2 |
Bank of America
Charlotte,
North Carolina
|
-$5.64M |
| 3 |
Goldman Sachs
New York
|
-$1.25M |
| 4 |
Nomura Holdings
Tokyo,
Japan
|
-$922K |
| 5 |
JP Morgan Chase
New York
|
-$804K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
NES
26
New England Securities
New York
| $1K | -$311 | -6 | -23% |
|
|
BRWA
27
B. Riley Wealth Advisors
Boca Raton,
Florida
| $2 | +$1.61K | +31 | New |
|
|
28
Nomura Holdings
Tokyo,
Japan
| – | -$922K | -17,523 | Closed |
|
29
Fifth Third Bancorp
Cincinnati,
Ohio
| – | -$308K | -5,878 | Closed |
|
|
DDPIC
30
Deroy & Devereaux Private Investment Counsel
Bloomfield Hills,
Michigan
| – | -$295K | -5,625 | Closed |
|
|
WI
31
Wedgewood Investors
Erie,
Pennsylvania
| – | -$235K | -4,475 | Closed |
|
|
SAM
32
Securian Asset Management
St Paul,
Minnesota
| – | -$16K | -300 | Closed |
|
|
JT
33
Jump Trading
Chicago,
Illinois
| – | -$1K | -25 | Closed |
|
|
MFS
34
MSI Financial Services
Springfield,
Massachusetts
| – | -$1K | -17 | Closed |
|
VXZ Hedge Fund Activity: Q4 2014 in Review
28 of the 3,750 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 2014, worth a combined $67.8M — down 11% from $75.8M a quarter earlier.
Buyers outnumbered sellers: 9 funds opened new VXZ positions and 7 closed out — a net gain of 2 holders — while 7 added to existing stakes and 8 trimmed.
The largest buyer was Susquehanna International Group, adding an estimated $10.4M. The largest seller was Lakewood Capital Management, cutting an estimated $20.1M.
- 28 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q4 2014, up from 27 in Q3 2014.
- Funds reported $67.8M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q4 2014, down 11% quarter-over-quarter.
- 9 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q4 2014 and 7 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 2014 was Susquehanna International Group, an estimated $10.4M added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q4 2014 was Lakewood Capital Management, an estimated $20.1M sold.
Based on aggregated 13F filings for Q4 2014.