iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ was delisted on the 29th of January, 2019.
16 hedge funds and large institutions have $17.4M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2017 Q2 according to their latest regulatory filings, with 3 funds opening new positions, 5 increasing their positions, 5 reducing their positions, and 6 closing their positions.
18% more capital invested
Capital invested by funds: $14.8M → $17.4M (+$2.62M)
0% more repeat investments, than reductions
Existing positions increased: 5 | Existing positions reduced: 5
16% less funds holding
Funds holding: 19 → 16 (-3)
20% less call options, than puts
Call options by funds: $2.77M | Put options by funds: $3.47M
50% less first-time investments, than exits
New positions opened: 3 | Existing positions closed: 6
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
+$6.57M |
| 2 |
VF
Virtu Financial
New York
|
+$1.69M |
| 3 |
Citadel Advisors
Miami,
Florida
|
+$690K |
| 4 |
ICM
Ionic Capital Management
New York
|
+$232K |
| 5 |
BlackRock
New York
|
+$34.2K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Millennium Management
New York
|
-$1.61M |
| 2 |
Bank of America
Charlotte,
North Carolina
|
-$803K |
| 3 |
LTFS
Ladenburg Thalmann Financial Services
Miami,
Florida
|
-$623K |
| 4 |
SM
Sabby Management
Miami Beach,
Florida
|
-$579K |
| 5 |
Morgan Stanley
New York
|
-$362K |
VXZ Hedge Fund Activity: Q2 2017 in Review
16 of the 4,011 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 Q2 2017, worth a combined $17.4M — up 18% from $14.8M a quarter earlier.
Sellers outnumbered buyers: 6 funds closed out of VXZ and 3 opened new positions — a net loss of 3 holders — while 5 trimmed existing stakes and 5 added.
The largest buyer was Jane Street, adding an estimated $6.57M. The largest seller was Millennium Management, exiting entirely with an estimated $1.61M sold.
- 16 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q2 2017, down from 19 in Q1 2017.
- Funds reported $17.4M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q2 2017, up 18% quarter-over-quarter.
- 3 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q2 2017 and 6 closed out, a net change of -3 holders.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 buyer in Q2 2017 was Jane Street, an estimated $6.57M added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q2 2017 was Millennium Management, an estimated $1.61M sold.
Based on aggregated 13F filings for Q2 2017.