iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ was delisted on the 29th of January, 2019.
10 hedge funds and large institutions have $16.6M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2018 Q3 according to their latest regulatory filings, with 1 funds opening new positions, 3 increasing their positions, 3 reducing their positions, and 2 closing their positions.
23,800% more call options, than puts
Call options by funds: $717K | Put options by funds: $3K
131% more capital invested
Capital invested by funds: $7.19M → $16.6M (+$9.43M)
0% more repeat investments, than reductions
Existing positions increased: 3 | Existing positions reduced: 3
9% less funds holding
Funds holding: 11 → 10 (-1)
50% less first-time investments, than exits
New positions opened: 1 | Existing positions closed: 2
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$9.22M |
| 2 |
VF
Virtu Financial
New York
|
+$1.49M |
| 3 |
FTUS
Flow Traders U.S.
New York
|
+$377K |
| 4 |
WSTAM
Wilbanks Smith & Thomas Asset Management
Norfolk,
Virginia
|
+$442 |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$519K |
| 2 |
HighTower Advisors
Chicago,
Illinois
|
-$58.8K |
| 3 |
UBS Group
Zurich,
Switzerland
|
-$25.5K |
| 4 |
Envestnet Asset Management
Chicago,
Illinois
|
-$3K |
| 5 |
C
Cerebellum
San Francisco,
California
|
-$1.17K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
1
Barclays
London,
United Kingdom
| $13.5M | +$9.22M | +521,073 | +197% |
|
|
VF
2
Virtu Financial
New York
| $1.87M | +$1.49M | +84,433 | +345% |
|
|
FTUS
3
Flow Traders U.S.
New York
| $573K | +$377K | +21,295 | +175% |
|
|
ICM
4
Ionic Capital Management
New York
| $264K | – | – | – |
|
5
Goldman Sachs
New York
| $251K | – | – | – |
|
|
6
HighTower Advisors
Chicago,
Illinois
| $191K | -$58.8K | -3,320 | -23% |
|
|
C
7
Cerebellum
San Francisco,
California
| $13K | -$1.17K | -66 | -8% |
|
|
8
UBS Group
Zurich,
Switzerland
| $2K | -$25.5K | -1,442 | -92% |
|
|
RE
9
RBC Europe
London,
United Kingdom
| $1.54K | – | – | – |
|
|
10
Jane Street
New York
| – | -$519K | -27,122 | Closed |
|
|
11
Envestnet Asset Management
Chicago,
Illinois
| – | -$3K | -140 | Closed |
|
|
WSTAM
12
Wilbanks Smith & Thomas Asset Management
Norfolk,
Virginia
| – | +$442 | +25 | New |
|
VXZ Hedge Fund Activity: Q3 2018 in Review
10 of the 4,375 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 2018, worth a combined $16.6M — up 131% from $7.19M a quarter earlier.
Sellers outnumbered buyers: 2 funds closed out of VXZ and 1 opened new positions — a net loss of 1 holder — while 3 trimmed existing stakes and 3 added.
The largest buyer was Barclays, adding an estimated $9.22M. The largest seller was Jane Street, exiting entirely with an estimated $519K sold.
- 10 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q3 2018, down from 11 in Q2 2018.
- Funds reported $16.6M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q3 2018, up 131% quarter-over-quarter.
- 1 fund opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q3 2018 and 2 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 Q3 2018 was Barclays, an estimated $9.22M added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q3 2018 was Jane Street, an estimated $519K sold.
Based on aggregated 13F filings for Q3 2018.