iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ was delisted on the 29th of January, 2019.
20 hedge funds and large institutions have $24M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2016 Q4 according to their latest regulatory filings, with 6 funds opening new positions, 5 increasing their positions, 5 reducing their positions, and 7 closing their positions.
0% more repeat investments, than reductions
Existing positions increased: 5 | Existing positions reduced: 5
5% less funds holding
Funds holding: 21 → 20 (-1)
12% less capital invested
Capital invested by funds: $27.4M → $24M (-$3.4M)
14% less first-time investments, than exits
New positions opened: 6 | Existing positions closed: 7
27% less call options, than puts
Call options by funds: $7.78M | Put options by funds: $10.6M
100% less funds holding in top 10
Funds holding in top 10: 1 → 0 (-1)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
+$6.51M |
| 2 |
ICM
Ionic Capital Management
New York
|
+$897K |
| 3 |
LTFS
Ladenburg Thalmann Financial Services
Miami,
Florida
|
+$668K |
| 4 |
Morgan Stanley
New York
|
+$368K |
| 5 |
Citadel Advisors
Miami,
Florida
|
+$242K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$3.67M |
| 2 |
IA
IFP Advisors
Tampa,
Florida
|
-$2.91M |
| 3 |
KA
Kovack Advisors
Ft. Lauderdale,
Florida
|
-$2.84M |
| 4 |
SG Americas Securities
New York
|
-$564K |
| 5 |
SM
Sabby Management
Miami Beach,
Florida
|
-$538K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
26
Simplex Trading
Chicago,
Illinois
| – | -$1.68K | -47 | Closed |
|
|
AG
27
Advisor Group
Phoenix,
Arizona
| – | +$215 | +6 | New |
|
VXZ Hedge Fund Activity: Q4 2016 in Review
20 of the 4,001 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 Q4 2016, worth a combined $24M — down 12% from $27.4M a quarter earlier.
Sellers outnumbered buyers: 7 funds closed out of VXZ and 6 opened new positions — a net loss of 1 holder — while 5 trimmed existing stakes and 5 added.
The largest buyer was Jane Street, adding an estimated $6.51M. The largest seller was Susquehanna International Group, exiting entirely with an estimated $3.67M sold.
- 20 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q4 2016, down from 21 in Q3 2016.
- Funds reported $24M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q4 2016, down 12% quarter-over-quarter.
- 6 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q4 2016 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 Q4 2016 was Jane Street, an estimated $6.51M added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q4 2016 was Susquehanna International Group, an estimated $3.67M sold.
Based on aggregated 13F filings for Q4 2016.