iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ was delisted on the 29th of January, 2019.
9 hedge funds and large institutions have $47.3M invested in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in 2018 Q4 according to their latest regulatory filings, with 4 funds opening new positions, 3 increasing their positions, 1 reducing their positions, and 5 closing their positions.
200% more repeat investments, than reductions
Existing positions increased: 3 | Existing positions reduced: 1
184% more capital invested
Capital invested by funds: $16.6M → $47.3M (+$30.7M)
0% more call options, than puts
Call options by funds: $22K | Put options by funds: $22K
10% less funds holding
Funds holding: 10 → 9 (-1)
20% less first-time investments, than exits
New positions opened: 4 | Existing positions closed: 5
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
LCM
Lakewood Capital Management
New York
|
+$24.3M |
| 2 |
Barclays
London,
United Kingdom
|
+$2.06M |
| 3 |
Renaissance Technologies
New York
|
+$210K |
| 4 |
HighTower Advisors
Chicago,
Illinois
|
+$40.5K |
| 5 |
UBS Group
Zurich,
Switzerland
|
+$40.3K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
VF
Virtu Financial
New York
|
-$1.87M |
| 2 |
FTUS
Flow Traders U.S.
New York
|
-$573K |
| 3 |
ICM
Ionic Capital Management
New York
|
-$264K |
| 4 |
Goldman Sachs
New York
|
-$13.6K |
| 5 |
C
Cerebellum
San Francisco,
California
|
-$13K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
LCM
1
Lakewood Capital Management
New York
| $26.7M | +$24.3M | +1,201,885 | New |
|
|
2
Barclays
London,
United Kingdom
| $19.7M | +$2.06M | +101,784 | +13% |
|
|
3
Goldman Sachs
New York
| $311K | -$13.6K | -672 | -5% |
|
|
4
HighTower Advisors
Chicago,
Illinois
| $291K | +$40.5K | +2,000 | +18% |
|
|
5
Renaissance Technologies
New York
| $231K | +$210K | +10,400 | New |
|
|
6
UBS Group
Zurich,
Switzerland
| $47K | +$40.3K | +1,992 | +1,498% |
|
7
JP Morgan Chase
New York
| $9K | +$8.1K | +400 | New |
|
|
RE
8
RBC Europe
London,
United Kingdom
| $2K | – | – | – |
|
|
VF
9
Virtu Financial
New York
| – | -$1.87M | -108,930 | Closed |
|
|
FTUS
10
Flow Traders U.S.
New York
| – | -$573K | -33,445 | Closed |
|
|
ICM
11
Ionic Capital Management
New York
| – | -$264K | -15,436 | Closed |
|
|
C
12
Cerebellum
San Francisco,
California
| – | -$13K | -752 | Closed |
|
13
William Blair & Company
Chicago,
Illinois
| – | +$364 | +18 | New |
|
VXZ Hedge Fund Activity: Q4 2018 in Review
9 of the 4,489 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 2018, worth a combined $47.3M — up 184% from $16.6M a quarter earlier.
Sellers outnumbered buyers: 5 funds closed out of VXZ and 4 opened new positions — a net loss of 1 holder — while 1 trimmed existing stakes and 3 added.
The largest buyer was Lakewood Capital Management, opening a new position worth an estimated $24.3M. The largest seller was Virtu Financial, exiting entirely with an estimated $1.87M sold.
- 9 institutional investors held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) as of Q4 2018, down from 10 in Q3 2018.
- Funds reported $47.3M of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 stock for Q4 2018, up 184% quarter-over-quarter.
- 4 funds opened new iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 positions in Q4 2018 and 5 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 Q4 2018 was Lakewood Capital Management, an estimated $24.3M added.
- The largest iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 seller in Q4 2018 was Virtu Financial, an estimated $1.87M sold.
Based on aggregated 13F filings for Q4 2018.