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 $1.79B invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2015 Q3 according to their latest regulatory filings, with 25 funds opening new positions, 23 increasing their positions, 31 reducing their positions, and 36 closing their positions.
340% more capital invested
Capital invested by funds: $406M → $1.79B (+$1.38B)
6% less call options, than puts
Call options by funds: $2.58B | Put options by funds: $2.75B
11% less funds holding
Funds holding: 101 → 90 (-11)
26% less repeat investments, than reductions
Existing positions increased: 23 | Existing positions reduced: 31
31% less first-time investments, than exits
New positions opened: 25 | Existing positions closed: 36
38% less funds holding in top 10
Funds holding in top 10: 8 → 5 (-3)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$1.08B |
| 2 |
SG Americas Securities
New York
|
+$94.6M |
| 3 |
KM
Kylin Management
New York
|
+$73.9M |
| 4 |
Walleye Trading
New York
|
+$30.9M |
| 5 |
BNP Paribas Financial Markets
Paris,
France
|
+$19.9M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
HI
HBK Investments
Dallas,
Texas
|
-$30.1M |
| 2 |
Jane Street
New York
|
-$23.9M |
| 3 |
FTUS
Flow Traders U.S.
New York
|
-$23.7M |
| 4 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$18.4M |
| 5 |
Millennium Management
New York
|
-$14.8M |
VXX Hedge Fund Activity: Q3 2015 in Review
90 of the 3,583 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 Q3 2015, worth a combined $1.79B — up 340% from $406M a quarter earlier.
Sellers outnumbered buyers: 36 funds closed out of VXX and 25 opened new positions — a net loss of 11 holders — while 31 trimmed existing stakes and 23 added.
The largest buyer was Barclays, opening a new position worth an estimated $1.08B. The largest seller was HBK Investments, cutting an estimated $30.1M.
- 90 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q3 2015, down from 101 in Q2 2015.
- Funds reported $1.79B of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q3 2015, up 340% quarter-over-quarter.
- 25 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q3 2015 and 36 closed out, a net change of -11 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q3 2015 was Barclays, an estimated $1.08B added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q3 2015 was HBK Investments, an estimated $30.1M sold.
Based on aggregated 13F filings for Q3 2015.