iPath Series B S&P 500 VIX Mid-Term Futures ETN
11 hedge funds and large institutions have $14.2M invested in iPath Series B S&P 500 VIX Mid-Term Futures ETN in 2019 Q4 according to their latest regulatory filings, with 7 funds opening new positions, 1 increasing their positions, 3 reducing their positions, and 4 closing their positions.
75% more first-time investments, than exits
New positions opened: 7 | Existing positions closed: 4
38% more funds holding
Funds holding: 8 → 11 (+3)
5.1% less ownership
Funds ownership: 19.86% → 14.76% (-5.1%)
25% less capital invested
Capital invested by funds: $19M → $14.2M (-$4.83M)
44% less call options, than puts
Call options by funds: $5.92M | Put options by funds: $10.6M
67% less repeat investments, than reductions
Existing positions increased: 1 | Existing positions reduced: 3
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
IMC Chicago
Chicago,
Illinois
|
+$1.91M |
| 2 |
BCM
Brookstone Capital Management
Wheaton,
Illinois
|
+$1.14M |
| 3 |
FTUS
Flow Traders U.S.
New York
|
+$96K |
| 4 |
FGAM
Financial Gravity Asset Management
Lakeway,
Texas
|
+$37K |
| 5 |
CG
Cutler Group
San Francisco,
California
|
+$13.4K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
LP
LMR Partners
London,
United Kingdom
|
-$4.95M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$1.32M |
| 3 |
Barclays
London,
United Kingdom
|
-$143K |
| 4 |
BWA
BDO Wealth Advisors
Jacksonville,
Florida
|
-$105K |
| 5 |
UBS Group
Zurich,
Switzerland
|
-$21.9K |
VXZ Hedge Fund Activity: Q4 2019 in Review
11 of the 5,076 institutional investors tracked by Wall St. Rank reported a position in iPath Series B S&P 500 VIX Mid-Term Futures ETN (VXZ) for Q4 2019, worth a combined $14.2M — down 25% from $19M a quarter earlier.
Buyers outnumbered sellers: 7 funds opened new VXZ positions and 4 closed out — a net gain of 3 holders — while 1 added to existing stakes and 3 trimmed.
The largest buyer was IMC Chicago, opening a new position worth an estimated $1.91M. The largest seller was LMR Partners, exiting entirely with an estimated $4.95M sold.
- 11 institutional investors held iPath Series B S&P 500 VIX Mid-Term Futures ETN (VXZ) as of Q4 2019, up from 8 in Q3 2019.
- Funds reported $14.2M of iPath Series B S&P 500 VIX Mid-Term Futures ETN stock for Q4 2019, down 25% quarter-over-quarter.
- 7 funds opened new iPath Series B S&P 500 VIX Mid-Term Futures ETN positions in Q4 2019 and 4 closed out, a net change of +3 holders.
- The largest iPath Series B S&P 500 VIX Mid-Term Futures ETN buyer in Q4 2019 was IMC Chicago, an estimated $1.91M added.
- The largest iPath Series B S&P 500 VIX Mid-Term Futures ETN seller in Q4 2019 was LMR Partners, an estimated $4.95M sold.
Based on aggregated 13F filings for Q4 2019.