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 $7.19M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2018 Q2 according to their latest regulatory filings, with 1 funds opening new positions, 2 increasing their positions, 6 reducing their positions, and 4 closing their positions.
10% more call options, than puts
Call options by funds: $12.3M | Put options by funds: $11.2M
21% less funds holding
Funds holding: 14 → 11 (-3)
50% less capital invested
Capital invested by funds: $14.4M → $7.19M (-$7.18M)
67% less repeat investments, than reductions
Existing positions increased: 2 | Existing positions reduced: 6
75% less first-time investments, than exits
New positions opened: 1 | Existing positions closed: 4
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
+$318K |
| 2 |
Barclays
London,
United Kingdom
|
+$31.4K |
| 3 |
C
Cerebellum
San Francisco,
California
|
+$16K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
VF
Virtu Financial
New York
|
-$2.27M |
| 2 |
BCM
Brookstone Capital Management
Wheaton,
Illinois
|
-$1.91M |
| 3 |
JG
Jefferies Group
New York
|
-$713K |
| 4 |
ICM
Ionic Capital Management
New York
|
-$384K |
| 5 |
FTUS
Flow Traders U.S.
New York
|
-$335K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
Barclays
London,
United Kingdom
| $5.06M | +$31.4K | +1,600 | +0.6% |
|
|
2
Jane Street
New York
| $519K | +$318K | +16,207 | +148% |
|
|
VF
3
Virtu Financial
New York
| $469K | -$2.27M | -115,627 | -83% |
|
|
ICM
4
Ionic Capital Management
New York
| $296K | -$384K | -19,564 | -56% |
|
5
Goldman Sachs
New York
| $281K | -$28.2K | -1,439 | -9% |
|
6
HighTower Advisors
Chicago,
Illinois
| $277K | -$18K | -920 | -6% |
|
|
FTUS
7
Flow Traders U.S.
New York
| $233K | -$335K | -17,085 | -58% |
|
8
UBS Group
Zurich,
Switzerland
| $30K | -$14.9K | -759 | -33% |
|
|
C
9
Cerebellum
San Francisco,
California
| $16K | +$16K | +818 | New |
|
10
Envestnet Asset Management
Chicago,
Illinois
| $3K | – | – | – |
|
|
RE
11
RBC Europe
London,
United Kingdom
| $1.72K | – | – | – |
|
|
BCM
12
Brookstone Capital Management
Wheaton,
Illinois
| – | -$1.91M | -87,344 | Closed |
|
|
JG
13
Jefferies Group
New York
| – | -$713K | -32,525 | Closed |
|
|
FIM
14
Freedom Investment Management
Hartford,
Connecticut
| – | -$264K | -12,059 | Closed |
|
15
LPL Financial
San Diego,
California
| – | -$261K | -11,925 | Closed |
|
VXZ Hedge Fund Activity: Q2 2018 in Review
11 of the 4,369 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 2018, worth a combined $7.19M — down 50% from $14.4M a quarter earlier.
Sellers outnumbered buyers: 4 funds closed out of VXZ and 1 opened new positions — a net loss of 3 holders — while 6 trimmed existing stakes and 2 added.
The largest buyer was Jane Street, adding an estimated $318K. The largest seller was Virtu Financial, cutting an estimated $2.27M.
- 11 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q2 2018, down from 14 in Q1 2018.
- Funds reported $7.19M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q2 2018, down 50% quarter-over-quarter.
- 1 fund opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q2 2018 and 4 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 2018 was Jane Street, an estimated $318K added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q2 2018 was Virtu Financial, an estimated $2.27M sold.
Based on aggregated 13F filings for Q2 2018.