iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ was delisted on the 29th of January, 2019.
21 hedge funds and large institutions have $27.4M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2016 Q3 according to their latest regulatory filings, with 6 funds opening new positions, 7 increasing their positions, 6 reducing their positions, and 6 closing their positions.
17% more repeat investments, than reductions
Existing positions increased: 7 | Existing positions reduced: 6
0% more first-time investments, than exits
New positions opened: 6 | Existing positions closed: 6
5% less funds holding
Funds holding: 22 → 21 (-1)
15% less capital invested
Capital invested by funds: $32.2M → $27.4M (-$4.77M)
65% less call options, than puts
Call options by funds: $8.9M | Put options by funds: $25.1M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
IA
IFP Advisors
Tampa,
Florida
|
+$3.05M |
| 2 |
KA
Kovack Advisors
Ft. Lauderdale,
Florida
|
+$2.73M |
| 3 |
Millennium Management
New York
|
+$1.13M |
| 4 |
FTUS
Flow Traders U.S.
New York
|
+$557K |
| 5 |
Goldman Sachs
New York
|
+$540K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Bank of America
Charlotte,
North Carolina
|
-$5.66M |
| 2 |
Jane Street
New York
|
-$1.78M |
| 3 |
JG
Jefferies Group
New York
|
-$805K |
| 4 |
Parallax Volatility Advisers
San Francisco,
California
|
-$540K |
| 5 |
UBS Group
Zurich,
Switzerland
|
-$314K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
26
Walleye Trading
New York
| – | -$29K | -676 | Closed |
|
27
Citigroup
New York
| – | +$40 | +1 | New |
|
VXZ Hedge Fund Activity: Q3 2016 in Review
21 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 Q3 2016, worth a combined $27.4M — down 15% from $32.2M a quarter earlier.
Fund positioning in VXZ was balanced in Q3 2016: 6 funds opened new positions, 6 closed out, 7 added to existing stakes and 6 trimmed.
The largest buyer was IFP Advisors, opening a new position worth an estimated $3.05M. The largest seller was Bank of America, exiting entirely with an estimated $5.66M sold.
- 21 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q3 2016, down from 22 in Q2 2016.
- Funds reported $27.4M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q3 2016, down 15% quarter-over-quarter.
- 6 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q3 2016 and 6 closed out, a net change of 0 holders.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 buyer in Q3 2016 was IFP Advisors, an estimated $3.05M added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q3 2016 was Bank of America, an estimated $5.66M sold.
Based on aggregated 13F filings for Q3 2016.