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VXZ

iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019

Delisted

VXZ was delisted on the 29th of January, 2019.

32 hedge funds and large institutions have $185M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2013 Q4 according to their latest regulatory filings, with 7 funds opening new positions, 11 increasing their positions, 12 reducing their positions, and 9 closing their positions.

New
Increased
Maintained
Reduced
Closed

65% more capital invested

Capital invested by funds: $112M → $185M (+$72.7M)

0% more funds holding in top 10

Funds holding in top 10: 11 (0)

8% less repeat investments, than reductions

Existing positions increased: 11 | Existing positions reduced: 12

9% less funds holding

Funds holding: 3532 (-3)

22% less first-time investments, than exits

New positions opened: 7 | Existing positions closed: 9

100% less call options, than puts

Call options by funds: $0 | Put options by funds: $3.69M

Holders
32
Holders Change
-3
Holders Change %
-8.57%
% of All Funds
0.93%
Holding in Top 10
1
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.03%
New
7
Increased
11
Reduced
12
Closed
9
Calls
Puts
$3.69M
Net Calls
-$3.69M
Net Calls Change
-$968K
Name Holding Trade Value Shares
Change
Change in
Stake
Barclays
1
Barclays
United Kingdom
$104M +$54.3M +772,151 +81%
CCMG
2
Clark Capital Management Group
Pennsylvania
$44.8M +$50.1M +712,295 New
Goldman Sachs
3
Goldman Sachs
New York
$9.73M +$5.01M +71,262 +85%
VF
4
Virtu Financial
New York
$6.2M -$376K -5,350 -5%
Jane Street
5
Jane Street
New York
$3.07M +$2.12M +30,086 +160%
FTUS
6
Flow Traders U.S.
New York
$2.79M +$2.19M +31,204 +238%
JP Morgan Chase
7
JP Morgan Chase
New York
$2.33M -$858K -12,200 -25%
PGCM
8
Prescott Group Capital Management
Oklahoma
$1.97M +$2.2M +31,250 New
Bank of New York Mellon
9
Bank of New York Mellon
New York
$1.71M +$59K +839 +3%
Morgan Stanley
10
Morgan Stanley
New York
$1.57M -$1.76M -25,014 -50%
Susquehanna International Group
11
Susquehanna International Group
Pennsylvania
$1.05M +$186K +2,638 +19%
DDPIC
12
Deroy & Devereaux Private Investment Counsel
Michigan
$982K +$1.1M +15,613 New
LTFS
13
Ladenburg Thalmann Financial Services
Florida
$940K +$198K +2,815 +23%
AC
14
Altus Capital
Ohio
$660K -$923K -13,125 -56%
B
15
Baird
Wisconsin
$613K -$48.7K -692 -7%
Deutsche Bank
16
Deutsche Bank
Germany
$471K +$528K +7,500 New
MFM
17
Mohican Financial Management
Connecticut
$366K -$432M -6,144,175 -100%
PG
18
PEAK6 Group
Illinois
$314K +$250K +3,550 +245%
WI
19
Wedgewood Investors
Pennsylvania
$305K -$7.95K -113 -2%
CCM
20
Catawba Capital Management
Virginia
$252K +$8.79K +125 +3%
Boston Partners
21
Boston Partners
Massachusetts
$252K +$281K +4,000 New
PMAM
22
Picton Mahoney Asset Management
Ontario, Canada
$190K
TRCT
23
Tower Research Capital (TRC)
New York
$71K +$54.2K +771 +212%
Bank of America
24
Bank of America
North Carolina
$45K -$1.61M -22,834 -97%
WAM
25
Wolverine Asset Management
Illinois
$34K +$38.5K +547 New

VXZ Hedge Fund Activity: Q4 2013 in Review

32 of the 3,446 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 2013, worth a combined $185M — up 65% from $112M a quarter earlier.

Sellers outnumbered buyers: 9 funds closed out of VXZ and 7 opened new positions — a net loss of 2 holders — while 12 trimmed existing stakes and 11 added.

The largest buyer was Barclays, adding an estimated $54.3M. The largest seller was Mohican Financial Management, cutting an estimated $432M.

  • 32 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q4 2013, down from 35 in Q3 2013.
  • Funds reported $185M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q4 2013, up 65% quarter-over-quarter.
  • 7 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q4 2013 and 9 closed out, a net change of -2 holders.
  • The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 buyer in Q4 2013 was Barclays, an estimated $54.3M added.
  • The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q4 2013 was Mohican Financial Management, an estimated $432M sold.

Based on aggregated 13F filings for Q4 2013.