iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ was delisted on the 29th of January, 2019.
18 hedge funds and large institutions have $28.8M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2015 Q4 according to their latest regulatory filings, with 3 funds opening new positions, 7 increasing their positions, 7 reducing their positions, and 7 closing their positions.
77% more call options, than puts
Call options by funds: $2.08M | Put options by funds: $1.17M
0% more repeat investments, than reductions
Existing positions increased: 7 | Existing positions reduced: 7
18% less funds holding
Funds holding: 22 → 18 (-4)
50% less capital invested
Capital invested by funds: $57.5M → $28.8M (-$28.7M)
57% less first-time investments, than exits
New positions opened: 3 | Existing positions closed: 7
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
IA
IndexIQ Advisors
New York
|
+$4.12M |
| 2 |
Morgan Stanley
New York
|
+$1.37M |
| 3 |
SM
Sabby Management
Miami Beach,
Florida
|
+$844K |
| 4 |
SG Americas Securities
New York
|
+$354K |
| 5 |
LTFS
Ladenburg Thalmann Financial Services
Miami,
Florida
|
+$317K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$20.7M |
| 2 |
Jane Street
New York
|
-$1.92M |
| 3 |
VF
Virtu Financial
New York
|
-$1.38M |
| 4 |
Millennium Management
New York
|
-$1.09M |
| 5 |
Bank of America
Charlotte,
North Carolina
|
-$858K |
VXZ Hedge Fund Activity: Q4 2015 in Review
18 of the 3,824 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 2015, worth a combined $28.8M — down 50% from $57.5M a quarter earlier.
Sellers outnumbered buyers: 7 funds closed out of VXZ and 3 opened new positions — a net loss of 4 holders — while 7 trimmed existing stakes and 7 added.
The largest buyer was IndexIQ Advisors, adding an estimated $4.12M. The largest seller was Barclays, cutting an estimated $20.7M.
- 18 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q4 2015, down from 22 in Q3 2015.
- Funds reported $28.8M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q4 2015, down 50% quarter-over-quarter.
- 3 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q4 2015 and 7 closed out, a net change of -4 holders.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 buyer in Q4 2015 was IndexIQ Advisors, an estimated $4.12M added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q4 2015 was Barclays, an estimated $20.7M sold.
Based on aggregated 13F filings for Q4 2015.