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 $598M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2016 Q4 according to their latest regulatory filings, with 36 funds opening new positions, 39 increasing their positions, 37 reducing their positions, and 53 closing their positions.
5% more repeat investments, than reductions
Existing positions increased: 39 | Existing positions reduced: 37
14% less funds holding
Funds holding: 141 → 121 (-20)
21% less capital invested
Capital invested by funds: $759M → $598M (-$161M)
32% less first-time investments, than exits
New positions opened: 36 | Existing positions closed: 53
43% less call options, than puts
Call options by funds: $1.2B | Put options by funds: $2.11B
75% less funds holding in top 10
Funds holding in top 10: 8 → 2 (-6)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
+$131M |
| 2 |
PC
Passport Capital
San Francisco,
California
|
+$49.8M |
| 3 |
Goldman Sachs
New York
|
+$39.6M |
| 4 |
SG Americas Securities
New York
|
+$16M |
| 5 |
LPC
Lone Pine Capital
Greenwich,
Connecticut
|
+$15M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$70.1M |
| 2 |
HI
HBK Investments
Dallas,
Texas
|
-$44.9M |
| 3 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$41.2M |
| 4 |
Citadel Advisors
Miami,
Florida
|
-$17.9M |
| 5 |
PGCM
Prescott Group Capital Management
Tulsa,
Oklahoma
|
-$15.2M |
VXX Hedge Fund Activity: Q4 2016 in Review
121 of the 4,000 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 2016, worth a combined $598M — down 21% from $759M a quarter earlier.
Sellers outnumbered buyers: 53 funds closed out of VXX and 36 opened new positions — a net loss of 17 holders — while 37 trimmed existing stakes and 39 added.
The largest buyer was Jane Street, adding an estimated $131M. The largest seller was Barclays, cutting an estimated $70.1M.
- 121 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q4 2016, down from 141 in Q3 2016.
- Funds reported $598M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q4 2016, down 21% quarter-over-quarter.
- 36 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q4 2016 and 53 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 Q4 2016 was Jane Street, an estimated $131M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q4 2016 was Barclays, an estimated $70.1M sold.
Based on aggregated 13F filings for Q4 2016.