iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ was delisted on the 29th of January, 2019.
23 hedge funds and large institutions have $26.2M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2015 Q2 according to their latest regulatory filings, with 8 funds opening new positions, 6 increasing their positions, 4 reducing their positions, and 4 closing their positions.
2,055% more call options, than puts
Call options by funds: $5.32M | Put options by funds: $247K
100% more first-time investments, than exits
New positions opened: 8 | Existing positions closed: 4
50% more repeat investments, than reductions
Existing positions increased: 6 | Existing positions reduced: 4
21% more funds holding
Funds holding: 19 → 23 (+4)
61% less capital invested
Capital invested by funds: $66.6M → $26.2M (-$40.4M)
100% less funds holding in top 10
Funds holding in top 10: 1 → 0 (-1)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
SM
Sabby Management
Miami Beach,
Florida
|
+$5.2M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$3.07M |
| 3 |
Jane Street
New York
|
+$868K |
| 4 |
VF
Virtu Financial
New York
|
+$386K |
| 5 |
Millennium Management
New York
|
+$278K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
BC
Brinker Capital
Berwyn,
Pennsylvania
|
-$36.7M |
| 2 |
Citigroup
New York
|
-$7M |
| 3 |
Bank of New York Mellon
New York
|
-$965K |
| 4 |
PMAM
Picton Mahoney Asset Management
Toronto,
Ontario, Canada
|
-$134K |
| 5 |
UBS Group
Zurich,
Switzerland
|
-$63.3K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
PMAM
26
Picton Mahoney Asset Management
Toronto,
Ontario, Canada
| – | -$134K | -2,663 | Closed |
|
27
AssetMark Inc
Concord,
California
| – | -$1K | -16 | Closed |
|
VXZ Hedge Fund Activity: Q2 2015 in Review
23 of the 3,713 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 Q2 2015, worth a combined $26.2M — down 61% from $66.6M a quarter earlier.
Buyers outnumbered sellers: 8 funds opened new VXZ positions and 4 closed out — a net gain of 4 holders — while 6 added to existing stakes and 4 trimmed.
The largest buyer was Sabby Management, opening a new position worth an estimated $5.2M. The largest seller was Brinker Capital, cutting an estimated $36.7M.
- 23 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q2 2015, up from 19 in Q1 2015.
- Funds reported $26.2M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q2 2015, down 61% quarter-over-quarter.
- 8 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q2 2015 and 4 closed out, a net change of +4 holders.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 buyer in Q2 2015 was Sabby Management, an estimated $5.2M added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q2 2015 was Brinker Capital, an estimated $36.7M sold.
Based on aggregated 13F filings for Q2 2015.