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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.

19 hedge funds and large institutions have $66.6M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2015 Q1 according to their latest regulatory filings, with 7 funds opening new positions, 7 increasing their positions, 3 reducing their positions, and 15 closing their positions.

New
Increased
Maintained
Reduced
Closed

133% more repeat investments, than reductions

Existing positions increased: 7 | Existing positions reduced: 3

2% less capital invested

Capital invested by funds: $67.8M → $66.6M (-$1.19M)

32% less funds holding

Funds holding: 2819 (-9)

53% less first-time investments, than exits

New positions opened: 7 | Existing positions closed: 15

65% less call options, than puts

Call options by funds: $398K | Put options by funds: $1.15M

Holders
19
Holders Change
-9
Holders Change %
-32.14%
% of All Funds
0.51%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
% of All Funds
0.03%
New
7
Increased
7
Reduced
3
Closed
15
Calls
$398K
Puts
$1.15M
Net Calls
-$751K
Net Calls Change
+$1.13M
Name Holding Trade Value Shares
Change
Change in
Stake
BC
1
Brinker Capital
Pennsylvania
$40.8M +$42.4M +812,042 New
LCM
2
Lakewood Capital Management
New York
$11.8M +$5.63M +107,750 +85%
Citigroup
3
Citigroup
New York
$7M +$1.23M +23,561 +20%
Millennium Management
4
Millennium Management
New York
$2.38M +$2.47M +47,332 New
JG
5
Jefferies Group
New York
$1.24M +$156K +2,987 +14%
Bank of New York Mellon
6
Bank of New York Mellon
New York
$965K +$403K +7,709 +67%
Goldman Sachs
7
Goldman Sachs
New York
$867K +$3.92K +75 +0.4%
JP Morgan Chase
8
JP Morgan Chase
New York
$406K
MFM
9
Mohican Financial Management
Connecticut
$318K
IA
10
IndexIQ Advisors
New York
$183K +$190K +3,633 New
FIM
11
Freedom Investment Management
Connecticut
$176K -$97K -1,856 -35%
Mitsubishi UFJ Trust & Banking
12
Mitsubishi UFJ Trust & Banking
Japan
$142K -$112K -2,146 -43%
PMAM
13
Picton Mahoney Asset Management
Ontario, Canada
$134K +$139K +2,663 New
UBS Group
14
UBS Group
Switzerland
$82K -$18.1K -347 -18%
LTFS
15
Ladenburg Thalmann Financial Services
Florida
$35K +$34.1K +652 +1,304%
WA
16
WFG Advisors
Texas
$34K +$8.52K +163 +32%
NFG
17
Next Financial Group
Texas
$2K +$2.35K +45 New
AssetMark Inc
18
AssetMark Inc
California
$1K +$836 +16 New
MFS
19
MSI Financial Services
Massachusetts
$1K +$1.04K +20 New
Barclays
20
Barclays
United Kingdom
-$31.1M -598,272 Closed
Susquehanna International Group
21
Susquehanna International Group
Pennsylvania
-$12.6M -241,354 Closed
VAM
22
Visium Asset Management
New York
-$3.34M -63,550 Closed
VF
23
Virtu Financial
New York
-$1.08M -20,614 Closed
QAM
24
Quantres Asset Management
Cayman Islands
-$790K -15,053 Closed
Jane Street
25
Jane Street
New York
-$509K -9,706 Closed

VXZ Hedge Fund Activity: Q1 2015 in Review

19 of the 3,754 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 Q1 2015, worth a combined $66.6M — down 1.8% from $67.8M a quarter earlier.

Sellers outnumbered buyers: 15 funds closed out of VXZ and 7 opened new positions — a net loss of 8 holders — while 3 trimmed existing stakes and 7 added.

The largest buyer was Brinker Capital, opening a new position worth an estimated $42.4M. The largest seller was Barclays, exiting entirely with an estimated $31.1M sold.

  • 19 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q1 2015, down from 28 in Q4 2014.
  • Funds reported $66.6M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q1 2015, down 1.8% quarter-over-quarter.
  • 7 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q1 2015 and 15 closed out, a net change of -8 holders.
  • The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 buyer in Q1 2015 was Brinker Capital, an estimated $42.4M added.
  • The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q1 2015 was Barclays, an estimated $31.1M sold.

Based on aggregated 13F filings for Q1 2015.