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 $32.2M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2016 Q2 according to their latest regulatory filings, with 10 funds opening new positions, 6 increasing their positions, 6 reducing their positions, and 6 closing their positions.
111% more call options, than puts
Call options by funds: $8.15M | Put options by funds: $3.86M
67% more first-time investments, than exits
New positions opened: 10 | Existing positions closed: 6
24% more capital invested
Capital invested by funds: $26M → $32.2M (+$6.14M)
22% more funds holding
Funds holding: 18 → 22 (+4)
0% more repeat investments, than reductions
Existing positions increased: 6 | Existing positions reduced: 6
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
+$8.82M |
| 2 |
Bank of America
Charlotte,
North Carolina
|
+$5.38M |
| 3 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$4.03M |
| 4 |
JG
Jefferies Group
New York
|
+$1.06M |
| 5 |
Parallax Volatility Advisers
San Francisco,
California
|
+$550K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$10.9M |
| 2 |
Janney Montgomery Scott
Philadelphia,
Pennsylvania
|
-$3M |
| 3 |
Millennium Management
New York
|
-$990K |
| 4 |
SM
Sabby Management
Miami Beach,
Florida
|
-$440K |
| 5 |
VAM
Verity Asset Management
Durham,
North Carolina
|
-$370K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
26
Stifel Financial
St. Louis,
Missouri
| – | -$217K | -4,993 | Closed |
|
|
WA
27
WFG Advisors
Dallas,
Texas
| – | -$74K | -1,708 | Closed |
|
|
MFS
28
MSI Financial Services
Springfield,
Massachusetts
| – | -$9K | -214 | Closed |
|
VXZ Hedge Fund Activity: Q2 2016 in Review
22 of the 3,749 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 2016, worth a combined $32.2M — up 24% from $26M a quarter earlier.
Buyers outnumbered sellers: 10 funds opened new VXZ positions and 6 closed out — a net gain of 4 holders — while 6 added to existing stakes and 6 trimmed.
The largest buyer was Jane Street, opening a new position worth an estimated $8.82M. The largest seller was Barclays, cutting an estimated $10.9M.
- 22 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q2 2016, up from 18 in Q1 2016.
- Funds reported $32.2M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q2 2016, up 24% quarter-over-quarter.
- 10 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q2 2016 and 6 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 2016 was Jane Street, an estimated $8.82M added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q2 2016 was Barclays, an estimated $10.9M sold.
Based on aggregated 13F filings for Q2 2016.