iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ was delisted on the 29th of January, 2019.
11 hedge funds and large institutions have $24.5M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2017 Q4 according to their latest regulatory filings, with 3 funds opening new positions, 2 increasing their positions, 4 reducing their positions, and 8 closing their positions.
5% more capital invested
Capital invested by funds: $23.3M → $24.5M (+$1.21M)
31% less funds holding
Funds holding: 16 → 11 (-5)
50% less repeat investments, than reductions
Existing positions increased: 2 | Existing positions reduced: 4
63% less first-time investments, than exits
New positions opened: 3 | Existing positions closed: 8
70% less call options, than puts
Call options by funds: $694K | Put options by funds: $2.29M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
+$3.61M |
| 2 |
FTUS
Flow Traders U.S.
New York
|
+$2.01M |
| 3 |
JG
Jefferies Group
New York
|
+$627K |
| 4 |
HighTower Advisors
Chicago,
Illinois
|
+$215K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
SM
Sabby Management
Miami Beach,
Florida
|
-$551K |
| 2 |
Citadel Advisors
Miami,
Florida
|
-$350K |
| 3 |
VF
Virtu Financial
New York
|
-$296K |
| 4 |
ICM
Ionic Capital Management
New York
|
-$28.6K |
| 5 |
UBS Group
Zurich,
Switzerland
|
-$16.9K |
VXZ Hedge Fund Activity: Q4 2017 in Review
11 of the 4,409 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 2017, worth a combined $24.5M — up 5.2% from $23.3M a quarter earlier.
Sellers outnumbered buyers: 8 funds closed out of VXZ and 3 opened new positions — a net loss of 5 holders — while 4 trimmed existing stakes and 2 added.
The largest buyer was Jane Street, adding an estimated $3.61M. The largest seller was Sabby Management, exiting entirely with an estimated $551K sold.
- 11 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q4 2017, down from 16 in Q3 2017.
- Funds reported $24.5M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q4 2017, up 5.2% quarter-over-quarter.
- 3 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q4 2017 and 8 closed out, a net change of -5 holders.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 buyer in Q4 2017 was Jane Street, an estimated $3.61M added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q4 2017 was Sabby Management, an estimated $551K sold.
Based on aggregated 13F filings for Q4 2017.