iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
VXX was delisted on the 29th of January, 2019.
101 hedge funds and large institutions have $406M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2015 Q2 according to their latest regulatory filings, with 32 funds opening new positions, 39 increasing their positions, 17 reducing their positions, and 25 closing their positions.
129% more repeat investments, than reductions
Existing positions increased: 39 | Existing positions reduced: 17
100% more funds holding in top 10
Funds holding in top 10: 4 → 8 (+4)
28% more first-time investments, than exits
New positions opened: 32 | Existing positions closed: 25
7% more funds holding
Funds holding: 94 → 101 (+7)
13% less capital invested
Capital invested by funds: $464M → $406M (-$58.4M)
19% less call options, than puts
Call options by funds: $1.22B | Put options by funds: $1.51B
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$46.4M |
| 2 |
Walleye Trading
New York
|
+$41.1M |
| 3 |
FTUS
Flow Traders U.S.
New York
|
+$20.2M |
| 4 |
Jane Street
New York
|
+$15.3M |
| 5 |
Millennium Management
New York
|
+$13.5M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
WI
WBI Investments
Red Bank,
New Jersey
|
-$83.3M |
| 2 |
BNP Paribas Financial Markets
Paris,
France
|
-$18.8M |
| 3 |
BCM
Bluefin Capital Management
New York
|
-$14.5M |
| 4 |
EM
Elliott Management
New York
|
-$12.9M |
| 5 |
Citadel Advisors
Miami,
Florida
|
-$9.16M |
VXX Hedge Fund Activity: Q2 2015 in Review
101 of the 3,712 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 2015, worth a combined $406M — down 13% from $464M a quarter earlier.
Buyers outnumbered sellers: 32 funds opened new VXX positions and 25 closed out — a net gain of 7 holders — while 39 added to existing stakes and 17 trimmed.
The largest buyer was Susquehanna International Group, adding an estimated $46.4M. The largest seller was WBI Investments, exiting entirely with an estimated $83.3M sold.
- 101 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q2 2015, up from 94 in Q1 2015.
- Funds reported $406M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q2 2015, down 13% quarter-over-quarter.
- 32 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q2 2015 and 25 closed out, a net change of +7 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q2 2015 was Susquehanna International Group, an estimated $46.4M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q2 2015 was WBI Investments, an estimated $83.3M sold.
Based on aggregated 13F filings for Q2 2015.