iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
VXX was delisted on the 29th of January, 2019.
90 hedge funds and large institutions have $1.36B invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2014 Q4 according to their latest regulatory filings, with 22 funds opening new positions, 20 increasing their positions, 35 reducing their positions, and 50 closing their positions.
12% less capital invested
Capital invested by funds: $1.54B → $1.36B (-$179M)
25% less funds holding
Funds holding: 120 → 90 (-30)
41% less call options, than puts
Call options by funds: $1.99B | Put options by funds: $3.4B
43% less repeat investments, than reductions
Existing positions increased: 20 | Existing positions reduced: 35
56% less first-time investments, than exits
New positions opened: 22 | Existing positions closed: 50
67% less funds holding in top 10
Funds holding in top 10: 15 → 5 (-10)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
BNP Paribas Financial Markets
Paris,
France
|
+$39.3M |
| 2 |
Goldman Sachs
New York
|
+$25M |
| 3 |
QCM
QFR Capital Management
New York
|
+$20.6M |
| 4 |
Walleye Trading
New York
|
+$19.2M |
| 5 |
Barclays
London,
United Kingdom
|
+$15.1M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$77.3M |
| 2 |
WI
WBI Investments
Red Bank,
New Jersey
|
-$52.4M |
| 3 |
BHCM
Brevan Howard Capital Management
St. Helier,
Jersey
|
-$33.8M |
| 4 |
HI
HBK Investments
Dallas,
Texas
|
-$25M |
| 5 |
VF
Virtu Financial
New York
|
-$23.5M |
VXX Hedge Fund Activity: Q4 2014 in Review
90 of the 3,750 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 Q4 2014, worth a combined $1.36B — down 12% from $1.54B a quarter earlier.
Sellers outnumbered buyers: 50 funds closed out of VXX and 22 opened new positions — a net loss of 28 holders — while 35 trimmed existing stakes and 20 added.
The largest buyer was BNP Paribas Financial Markets, adding an estimated $39.3M. The largest seller was Susquehanna International Group, cutting an estimated $77.3M.
- 90 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q4 2014, down from 120 in Q3 2014.
- Funds reported $1.36B of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q4 2014, down 12% quarter-over-quarter.
- 22 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q4 2014 and 50 closed out, a net change of -28 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q4 2014 was BNP Paribas Financial Markets, an estimated $39.3M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q4 2014 was Susquehanna International Group, an estimated $77.3M sold.
Based on aggregated 13F filings for Q4 2014.