iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ was delisted on the 29th of January, 2019.
19 hedge funds and large institutions have $14.8M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2017 Q1 according to their latest regulatory filings, with 4 funds opening new positions, 6 increasing their positions, 4 reducing their positions, and 3 closing their positions.
50% more repeat investments, than reductions
Existing positions increased: 6 | Existing positions reduced: 4
33% more first-time investments, than exits
New positions opened: 4 | Existing positions closed: 3
0.42% less ownership
Funds ownership: 55.95% → 55.53% (-0.42%)
5% less funds holding
Funds holding: 20 → 19 (-1)
38% less capital invested
Capital invested by funds: $24M → $14.8M (-$9.17M)
49% less call options, than puts
Call options by funds: $1.95M | Put options by funds: $3.81M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Bank of America
Charlotte,
North Carolina
|
+$969K |
| 2 |
Millennium Management
New York
|
+$808K |
| 3 |
ICM
Ionic Capital Management
New York
|
+$446K |
| 4 |
BlackRock
New York
|
+$114K |
| 5 |
Morgan Stanley
New York
|
+$78K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$5.23M |
| 2 |
Janney Montgomery Scott
Philadelphia,
Pennsylvania
|
-$507K |
| 3 |
Goldman Sachs
New York
|
-$476K |
| 4 |
Citadel Advisors
Miami,
Florida
|
-$200K |
| 5 |
FTUS
Flow Traders U.S.
New York
|
-$67.1K |
VXZ Hedge Fund Activity: Q1 2017 in Review
19 of the 4,034 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 2017, worth a combined $14.8M — down 38% from $24M a quarter earlier.
Buyers outnumbered sellers: 4 funds opened new VXZ positions and 3 closed out — a net gain of 1 holder — while 6 added to existing stakes and 4 trimmed.
The largest buyer was Bank of America, opening a new position worth an estimated $969K. The largest seller was Jane Street, cutting an estimated $5.23M.
- 19 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q1 2017, down from 20 in Q4 2016.
- Funds reported $14.8M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q1 2017, down 38% quarter-over-quarter.
- 4 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q1 2017 and 3 closed out, a net change of +1 holder.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 buyer in Q1 2017 was Bank of America, an estimated $969K added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q1 2017 was Jane Street, an estimated $5.23M sold.
Based on aggregated 13F filings for Q1 2017.