iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
VXX was delisted on the 29th of January, 2019.
122 hedge funds and large institutions have $875M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2016 Q1 according to their latest regulatory filings, with 52 funds opening new positions, 37 increasing their positions, 26 reducing their positions, and 23 closing their positions.
233% more funds holding in top 10
Funds holding in top 10: 3 → 10 (+7)
126% more first-time investments, than exits
New positions opened: 52 | Existing positions closed: 23
42% more repeat investments, than reductions
Existing positions increased: 37 | Existing positions reduced: 26
30% more funds holding
Funds holding: 94 → 122 (+28)
4% less capital invested
Capital invested by funds: $914M → $875M (-$39.2M)
11% less call options, than puts
Call options by funds: $1.43B | Put options by funds: $1.61B
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$75.2M |
| 2 |
Citadel Advisors
Miami,
Florida
|
+$62.9M |
| 3 |
Goldman Sachs
New York
|
+$60.6M |
| 4 |
Citigroup
New York
|
+$36.4M |
| 5 |
D.E. Shaw & Co
New York
|
+$29.9M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$70.8M |
| 2 |
Walleye Trading
New York
|
-$63.6M |
| 3 |
HI
HBK Investments
Dallas,
Texas
|
-$53.2M |
| 4 |
Morgan Stanley
New York
|
-$52.4M |
| 5 |
BNP Paribas Financial Markets
Paris,
France
|
-$24.4M |
VXX Hedge Fund Activity: Q1 2016 in Review
122 of the 3,754 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 Q1 2016, worth a combined $875M — down 4.3% from $914M a quarter earlier.
Buyers outnumbered sellers: 52 funds opened new VXX positions and 23 closed out — a net gain of 29 holders — while 37 added to existing stakes and 26 trimmed.
The largest buyer was Barclays, adding an estimated $75.2M. The largest seller was Susquehanna International Group, cutting an estimated $70.8M.
- 122 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q1 2016, up from 94 in Q4 2015.
- Funds reported $875M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q1 2016, down 4.3% quarter-over-quarter.
- 52 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q1 2016 and 23 closed out, a net change of +29 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q1 2016 was Barclays, an estimated $75.2M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q1 2016 was Susquehanna International Group, an estimated $70.8M sold.
Based on aggregated 13F filings for Q1 2016.