iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ was delisted on the 29th of January, 2019.
19 hedge funds and large institutions have $66.6M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2015 Q1 according to their latest regulatory filings, with 7 funds opening new positions, 7 increasing their positions, 3 reducing their positions, and 15 closing their positions.
133% more repeat investments, than reductions
Existing positions increased: 7 | Existing positions reduced: 3
2% less capital invested
Capital invested by funds: $67.8M → $66.6M (-$1.19M)
32% less funds holding
Funds holding: 28 → 19 (-9)
53% less first-time investments, than exits
New positions opened: 7 | Existing positions closed: 15
65% less call options, than puts
Call options by funds: $398K | Put options by funds: $1.15M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
BC
Brinker Capital
Berwyn,
Pennsylvania
|
+$42.4M |
| 2 |
LCM
Lakewood Capital Management
New York
|
+$5.63M |
| 3 |
Millennium Management
New York
|
+$2.47M |
| 4 |
Citigroup
New York
|
+$1.23M |
| 5 |
Bank of New York Mellon
New York
|
+$403K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$31.1M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$12.6M |
| 3 |
VAM
Visium Asset Management
New York
|
-$3.34M |
| 4 |
VF
Virtu Financial
New York
|
-$1.08M |
| 5 |
QAM
Quantres Asset Management
Cayman,
Cayman Islands
|
-$790K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
FTUS
26
Flow Traders U.S.
New York
| – | -$374K | -7,120 | Closed |
|
|
PG
27
PEAK6 Group
Chicago,
Illinois
| – | -$262K | -5,000 | Closed |
|
|
VKH
28
Virtu KCG Holdings
New York
| – | -$262K | -4,989 | Closed |
|
|
RCM
29
Rotella Capital Management
Bellevue,
Washington
| – | -$230K | -4,375 | Closed |
|
|
BOTW
30
Bank of the West
Monterey Park,
California
| – | -$200K | -3,819 | Closed |
|
|
CCM
31
Catawba Capital Management
Roanoke,
Virginia
| – | -$157K | -3,000 | Closed |
|
32
Bank of America
Charlotte,
North Carolina
| – | -$4K | -77 | Closed |
|
|
BRWA
33
B. Riley Wealth Advisors
Boca Raton,
Florida
| – | -$2 | -31 | Closed |
|
VXZ Hedge Fund Activity: Q1 2015 in Review
19 of the 3,754 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 Q1 2015, worth a combined $66.6M — down 1.8% from $67.8M a quarter earlier.
Sellers outnumbered buyers: 15 funds closed out of VXZ and 7 opened new positions — a net loss of 8 holders — while 3 trimmed existing stakes and 7 added.
The largest buyer was Brinker Capital, opening a new position worth an estimated $42.4M. The largest seller was Barclays, exiting entirely with an estimated $31.1M sold.
- 19 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q1 2015, down from 28 in Q4 2014.
- Funds reported $66.6M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q1 2015, down 1.8% quarter-over-quarter.
- 7 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q1 2015 and 15 closed out, a net change of -8 holders.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 buyer in Q1 2015 was Brinker Capital, an estimated $42.4M added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q1 2015 was Barclays, an estimated $31.1M sold.
Based on aggregated 13F filings for Q1 2015.