iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ was delisted on the 29th of January, 2019.
22 hedge funds and large institutions have $57.5M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2015 Q3 according to their latest regulatory filings, with 6 funds opening new positions, 9 increasing their positions, 4 reducing their positions, and 7 closing their positions.
322% more call options, than puts
Call options by funds: $2.31M | Put options by funds: $547K
125% more repeat investments, than reductions
Existing positions increased: 9 | Existing positions reduced: 4
119% more capital invested
Capital invested by funds: $26.2M → $57.5M (+$31.3M)
4% less funds holding
Funds holding: 23 → 22 (-1)
14% less first-time investments, than exits
New positions opened: 6 | Existing positions closed: 7
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$33.2M |
| 2 |
Jane Street
New York
|
+$1.92M |
| 3 |
Janney Montgomery Scott
Philadelphia,
Pennsylvania
|
+$964K |
| 4 |
Bank of America
Charlotte,
North Carolina
|
+$912K |
| 5 |
VF
Virtu Financial
New York
|
+$838K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
LCM
Lakewood Capital Management
New York
|
-$10.5M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$2.95M |
| 3 |
BC
Brinker Capital
Berwyn,
Pennsylvania
|
-$766K |
| 4 |
MFM
Mohican Financial Management
Wilton,
Connecticut
|
-$119K |
| 5 |
FIM
Freedom Investment Management
Hartford,
Connecticut
|
-$119K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
26
Walleye Trading
New York
| – | -$60.2K | -1,299 | Closed |
|
|
FTUS
27
Flow Traders U.S.
New York
| – | -$55K | -1,227 | Closed |
|
|
WAM
28
Wolverine Asset Management
Chicago,
Illinois
| – | -$10K | -225 | Closed |
|
|
NFG
29
Next Financial Group
Houston,
Texas
| – | -$2K | -45 | Closed |
|
VXZ Hedge Fund Activity: Q3 2015 in Review
22 of the 3,583 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 Q3 2015, worth a combined $57.5M — up 119% from $26.2M a quarter earlier.
Sellers outnumbered buyers: 7 funds closed out of VXZ and 6 opened new positions — a net loss of 1 holder — while 4 trimmed existing stakes and 9 added.
The largest buyer was Barclays, opening a new position worth an estimated $33.2M. The largest seller was Lakewood Capital Management, exiting entirely with an estimated $10.5M sold.
- 22 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q3 2015, down from 23 in Q2 2015.
- Funds reported $57.5M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q3 2015, up 119% quarter-over-quarter.
- 6 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q3 2015 and 7 closed out, a net change of -1 holder.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 buyer in Q3 2015 was Barclays, an estimated $33.2M added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q3 2015 was Lakewood Capital Management, an estimated $10.5M sold.
Based on aggregated 13F filings for Q3 2015.