iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ was delisted on the 29th of January, 2019.
35 hedge funds and large institutions have $112M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2013 Q3 according to their latest regulatory filings, with 10 funds opening new positions, 8 increasing their positions, 11 reducing their positions, and 7 closing their positions.
43% more first-time investments, than exits
New positions opened: 10 | Existing positions closed: 7
9% more funds holding
Funds holding: 32 → 35 (+3)
18% less capital invested
Capital invested by funds: $136M → $112M (-$24.3M)
27% less repeat investments, than reductions
Existing positions increased: 8 | Existing positions reduced: 11
67% less funds holding in top 10
Funds holding in top 10: 3 → 1 (-2)
95% less call options, than puts
Call options by funds: $156K | Put options by funds: $2.87M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
MFM
Mohican Financial Management
Wilton,
Connecticut
|
+$484M |
| 2 |
VF
Virtu Financial
New York
|
+$8.18M |
| 3 |
JP Morgan Chase
New York
|
+$2.97M |
| 4 |
Bank of America
Charlotte,
North Carolina
|
+$1.44M |
| 5 |
Jane Street
New York
|
+$1.23M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$11.7M |
| 2 |
LCM
Lakewood Capital Management
New York
|
-$5.63M |
| 3 |
U
UBS
Zurich,
Switzerland
|
-$1.68M |
| 4 |
Morgan Stanley
New York
|
-$605K |
| 5 |
RCM
Rotella Capital Management
Bellevue,
Washington
|
-$596K |
VXZ Hedge Fund Activity: Q3 2013 in Review
35 of the 3,085 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 2013, worth a combined $112M — down 18% from $136M a quarter earlier.
Buyers outnumbered sellers: 10 funds opened new VXZ positions and 7 closed out — a net gain of 3 holders — while 8 added to existing stakes and 11 trimmed.
The largest buyer was Mohican Financial Management, adding an estimated $484M. The largest seller was Barclays, cutting an estimated $11.7M.
- 35 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q3 2013, up from 32 in Q2 2013.
- Funds reported $112M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q3 2013, down 18% quarter-over-quarter.
- 10 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q3 2013 and 7 closed out, a net change of +3 holders.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 buyer in Q3 2013 was Mohican Financial Management, an estimated $484M added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q3 2013 was Barclays, an estimated $11.7M sold.
Based on aggregated 13F filings for Q3 2013.