iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
VXX was delisted on the 29th of January, 2019.
121 hedge funds and large institutions have $921M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2014 Q2 according to their latest regulatory filings, with 45 funds opening new positions, 30 increasing their positions, 25 reducing their positions, and 28 closing their positions.
61% more first-time investments, than exits
New positions opened: 45 | Existing positions closed: 28
20% more repeat investments, than reductions
Existing positions increased: 30 | Existing positions reduced: 25
16% more funds holding
Funds holding: 104 → 121 (+17)
17% less funds holding in top 10
Funds holding in top 10: 12 → 10 (-2)
30% less capital invested
Capital invested by funds: $1.31B → $921M (-$386M)
51% less call options, than puts
Call options by funds: $1.76B | Put options by funds: $3.57B
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
VF
Virtu Financial
New York
|
+$38.5M |
| 2 |
Deutsche Bank
Frankfurt Am Main Ge,
Germany
|
+$31.5M |
| 3 |
Jane Street
New York
|
+$31M |
| 4 |
HI
HBK Investments
Dallas,
Texas
|
+$27.1M |
| 5 |
QIM
Quantitative Investment Management
Charlottesville,
Virginia
|
+$18.4M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$49.6M |
| 2 |
ICM
Ionic Capital Management
New York
|
-$40.7M |
| 3 |
Goldman Sachs
New York
|
-$31.3M |
| 4 |
MCM
MKP Capital Management
New York
|
-$21.4M |
| 5 |
Barclays
London,
United Kingdom
|
-$20.1M |
VXX Hedge Fund Activity: Q2 2014 in Review
121 of the 3,480 institutional investors tracked by Wall St. Rank reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) for Q2 2014, worth a combined $921M — down 30% from $1.31B a quarter earlier.
Buyers outnumbered sellers: 45 funds opened new VXX positions and 28 closed out — a net gain of 17 holders — while 30 added to existing stakes and 25 trimmed.
The largest buyer was Virtu Financial, opening a new position worth an estimated $38.5M. The largest seller was Susquehanna International Group, cutting an estimated $49.6M.
- 121 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q2 2014, up from 104 in Q1 2014.
- Funds reported $921M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q2 2014, down 30% quarter-over-quarter.
- 45 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q2 2014 and 28 closed out, a net change of +17 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q2 2014 was Virtu Financial, an estimated $38.5M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q2 2014 was Susquehanna International Group, an estimated $49.6M sold.
Based on aggregated 13F filings for Q2 2014.