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 $26M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2016 Q1 according to their latest regulatory filings, with 4 funds opening new positions, 8 increasing their positions, 5 reducing their positions, and 4 closing their positions.
60% more repeat investments, than reductions
Existing positions increased: 8 | Existing positions reduced: 5
14% more call options, than puts
Call options by funds: $834K | Put options by funds: $733K
0% more funds holding
Funds holding: 18 → 18 (0)
0% more first-time investments, than exits
New positions opened: 4 | Existing positions closed: 4
10% less capital invested
Capital invested by funds: $28.8M → $26M (-$2.73M)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$3.73M |
| 2 |
Janney Montgomery Scott
Philadelphia,
Pennsylvania
|
+$2.85M |
| 3 |
UBS Group
Zurich,
Switzerland
|
+$452K |
| 4 |
VAM
Verity Asset Management
Durham,
North Carolina
|
+$416K |
| 5 |
Bank of America
Charlotte,
North Carolina
|
+$394K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
IA
IndexIQ Advisors
New York
|
-$4.47M |
| 2 |
SM
Sabby Management
Miami Beach,
Florida
|
-$2.75M |
| 3 |
Morgan Stanley
New York
|
-$1.31M |
| 4 |
Jane Street
New York
|
-$801K |
| 5 |
JG
Jefferies Group
New York
|
-$139K |
VXZ Hedge Fund Activity: Q1 2016 in Review
18 of the 3,767 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 2016, worth a combined $26M — down 9.5% from $28.8M a quarter earlier.
Fund positioning in VXZ was balanced in Q1 2016: 4 funds opened new positions, 4 closed out, 8 added to existing stakes and 5 trimmed.
The largest buyer was Barclays, adding an estimated $3.73M. The largest seller was IndexIQ Advisors, cutting an estimated $4.47M.
- 18 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q1 2016, unchanged from Q4 2015.
- Funds reported $26M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q1 2016, down 9.5% quarter-over-quarter.
- 4 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q1 2016 and 4 closed out, a net change of 0 holders.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 buyer in Q1 2016 was Barclays, an estimated $3.73M added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q1 2016 was IndexIQ Advisors, an estimated $4.47M sold.
Based on aggregated 13F filings for Q1 2016.