iPath Series B S&P 500 VIX Mid-Term Futures ETN
5 hedge funds and large institutions have $22.9M invested in iPath Series B S&P 500 VIX Mid-Term Futures ETN in 2020 Q1 according to their latest regulatory filings, with 2 funds opening new positions, 1 increasing their positions, 2 reducing their positions, and 8 closing their positions.
725% more call options, than puts
Call options by funds: $6.41M | Put options by funds: $777K
61% more capital invested
Capital invested by funds: $14.2M → $22.9M (+$8.66M)
2.52% less ownership
Funds ownership: 14.76% → 12.24% (-2.5%)
50% less repeat investments, than reductions
Existing positions increased: 1 | Existing positions reduced: 2
55% less funds holding
Funds holding: 11 → 5 (-6)
75% less first-time investments, than exits
New positions opened: 2 | Existing positions closed: 8
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Simplex Trading
Chicago,
Illinois
|
+$712K |
| 2 |
Jane Street
New York
|
+$542K |
| 3 |
CG
Cutler Group
San Francisco,
California
|
+$47.2K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
BCM
Brookstone Capital Management
Wheaton,
Illinois
|
-$1.08M |
| 2 |
IMC Chicago
Chicago,
Illinois
|
-$1.03M |
| 3 |
FTUS
Flow Traders U.S.
New York
|
-$425K |
| 4 |
BWA
BDO Wealth Advisors
Jacksonville,
Florida
|
-$119K |
| 5 |
FGAM
Financial Gravity Asset Management
Lakeway,
Texas
|
-$35K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
1
Barclays
London,
United Kingdom
| $19.2M | -$15K | -175 | -0.1% |
|
|
2
IMC Chicago
Chicago,
Illinois
| $1.71M | -$1.03M | -12,014 | -47% |
|
|
3
Simplex Trading
Chicago,
Illinois
| $1.06M | +$712K | +8,300 | New |
|
|
4
Jane Street
New York
| $808K | +$542K | +6,321 | New |
|
|
CG
5
Cutler Group
San Francisco,
California
| $93K | +$47.2K | +550 | +309% |
|
|
BCM
6
Brookstone Capital Management
Wheaton,
Illinois
| – | -$1.08M | -15,118 | Closed |
|
|
FTUS
7
Flow Traders U.S.
New York
| – | -$425K | -5,968 | Closed |
|
|
BWA
8
BDO Wealth Advisors
Jacksonville,
Florida
| – | -$119K | -1,675 | Closed |
|
|
FGAM
9
Financial Gravity Asset Management
Lakeway,
Texas
| – | -$35K | -492 | Closed |
|
10
UBS Group
Zurich,
Switzerland
| – | -$7K | -99 | Closed |
|
|
MAM
11
Meeder Asset Management
Dublin,
Ohio
| – | -$5K | -74 | Closed |
|
|
OPS
12
Orion Portfolio Solutions
Omaha,
Nebraska
| – | -$5K | -74 | Closed |
|
VXZ Hedge Fund Activity: Q1 2020 in Review
5 of the 4,539 institutional investors tracked by Wall St. Rank reported a position in iPath Series B S&P 500 VIX Mid-Term Futures ETN (VXZ) for Q1 2020, worth a combined $22.9M — up 61% from $14.2M a quarter earlier.
Sellers outnumbered buyers: 8 funds closed out of VXZ and 2 opened new positions — a net loss of 6 holders — while 2 trimmed existing stakes and 1 added.
The largest buyer was Simplex Trading, opening a new position worth an estimated $712K. The largest seller was Brookstone Capital Management, exiting entirely with an estimated $1.08M sold.
- 5 institutional investors held iPath Series B S&P 500 VIX Mid-Term Futures ETN (VXZ) as of Q1 2020, down from 11 in Q4 2019.
- Funds reported $22.9M of iPath Series B S&P 500 VIX Mid-Term Futures ETN stock for Q1 2020, up 61% quarter-over-quarter.
- 2 funds opened new iPath Series B S&P 500 VIX Mid-Term Futures ETN positions in Q1 2020 and 8 closed out, a net change of -6 holders.
- The largest iPath Series B S&P 500 VIX Mid-Term Futures ETN buyer in Q1 2020 was Simplex Trading, an estimated $712K added.
- The largest iPath Series B S&P 500 VIX Mid-Term Futures ETN seller in Q1 2020 was Brookstone Capital Management, an estimated $1.08M sold.
Based on aggregated 13F filings for Q1 2020.