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 7 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)
10.07% less ownership
Funds ownership: 59.05% → 48.97% (-10%)
50% less repeat investments, than reductions
Existing positions increased: 1 | Existing positions reduced: 2
55% less funds holding
Funds holding: 11 → 5 (-6)
71% less first-time investments, than exits
New positions opened: 2 | Existing positions closed: 7
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 |
Barclays
London,
United Kingdom
|
-$15K |
VXZ Hedge Fund Activity: Q1 2020 in Review
5 of the 4,547 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: 7 funds closed out of VXZ and 2 opened new positions — a net loss of 5 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 7 closed out, a net change of -5 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.