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 $23.3M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2017 Q3 according to their latest regulatory filings, with 3 funds opening new positions, 3 increasing their positions, 5 reducing their positions, and 3 closing their positions.
34% more capital invested
Capital invested by funds: $17.4M → $23.3M (+$5.9M)
0% more funds holding
Funds holding: 16 → 16 (0)
0% more first-time investments, than exits
New positions opened: 3 | Existing positions closed: 3
20% less call options, than puts
Call options by funds: $3.27M | Put options by funds: $4.1M
40% less repeat investments, than reductions
Existing positions increased: 3 | Existing positions reduced: 5
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
+$5.89M |
| 2 |
Barclays
London,
United Kingdom
|
+$3.8M |
| 3 |
Morgan Stanley
New York
|
+$13K |
| 4 |
UBS Group
Zurich,
Switzerland
|
+$12.5K |
| 5 |
Group One Trading
Chicago,
Illinois
|
+$2.17K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
VF
Virtu Financial
New York
|
-$1.18M |
| 2 |
FTUS
Flow Traders U.S.
New York
|
-$527K |
| 3 |
Citadel Advisors
Miami,
Florida
|
-$214K |
| 4 |
BlackRock
New York
|
-$118K |
| 5 |
ICM
Ionic Capital Management
New York
|
-$72.6K |
VXZ Hedge Fund Activity: Q3 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 Q3 2017, worth a combined $23.3M — up 34% from $17.4M a quarter earlier.
Fund positioning in VXZ was balanced in Q3 2017: 3 funds opened new positions, 3 closed out, 3 added to existing stakes and 5 trimmed.
The largest buyer was Jane Street, adding an estimated $5.89M. The largest seller was Virtu Financial, cutting an estimated $1.18M.
- 16 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q3 2017, unchanged from Q2 2017.
- Funds reported $23.3M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q3 2017, up 34% quarter-over-quarter.
- 3 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q3 2017 and 3 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 Q3 2017 was Jane Street, an estimated $5.89M added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q3 2017 was Virtu Financial, an estimated $1.18M sold.
Based on aggregated 13F filings for Q3 2017.