iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
VXX was delisted on the 29th of January, 2019.
120 hedge funds and large institutions have $1.54B invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2014 Q3 according to their latest regulatory filings, with 27 funds opening new positions, 36 increasing their positions, 39 reducing their positions, and 27 closing their positions.
67% more capital invested
Capital invested by funds: $921M → $1.54B (+$621M)
50% more funds holding in top 10
Funds holding in top 10: 10 → 15 (+5)
0% more first-time investments, than exits
New positions opened: 27 | Existing positions closed: 27
1% less funds holding
Funds holding: 121 → 120 (-1)
8% less repeat investments, than reductions
Existing positions increased: 36 | Existing positions reduced: 39
37% less call options, than puts
Call options by funds: $2.47B | Put options by funds: $3.94B
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$194M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$95.4M |
| 3 |
WI
WBI Investments
Red Bank,
New Jersey
|
+$90.5M |
| 4 |
FTUS
Flow Traders U.S.
New York
|
+$49.9M |
| 5 |
BNP Paribas Financial Markets
Paris,
France
|
+$44.2M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$16.3M |
| 2 |
Bank of America
Charlotte,
North Carolina
|
-$15.3M |
| 3 |
Nomura Holdings
Tokyo,
Japan
|
-$11.7M |
| 4 |
Deutsche Bank
Frankfurt Am Main Ge,
Germany
|
-$11.1M |
| 5 |
SG Americas Securities
New York
|
-$9.72M |
VXX Hedge Fund Activity: Q3 2014 in Review
120 of the 3,448 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 2014, worth a combined $1.54B — up 67% from $921M a quarter earlier.
Fund positioning in VXX was balanced in Q3 2014: 27 funds opened new positions, 27 closed out, 36 added to existing stakes and 39 trimmed.
The largest buyer was Barclays, adding an estimated $194M. The largest seller was Jane Street, cutting an estimated $16.3M.
- 120 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q3 2014, down from 121 in Q2 2014.
- Funds reported $1.54B of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q3 2014, up 67% quarter-over-quarter.
- 27 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q3 2014 and 27 closed out, a net change of 0 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q3 2014 was Barclays, an estimated $194M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q3 2014 was Jane Street, an estimated $16.3M sold.
Based on aggregated 13F filings for Q3 2014.