iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
VXX was delisted on the 29th of January, 2019.
141 hedge funds and large institutions have $759M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2016 Q3 according to their latest regulatory filings, with 48 funds opening new positions, 63 increasing their positions, 21 reducing their positions, and 29 closing their positions.
200% more repeat investments, than reductions
Existing positions increased: 63 | Existing positions reduced: 21
100% more funds holding in top 10
Funds holding in top 10: 4 → 8 (+4)
66% more first-time investments, than exits
New positions opened: 48 | Existing positions closed: 29
15% more funds holding
Funds holding: 123 → 141 (+18)
16% less capital invested
Capital invested by funds: $899M → $759M (-$140M)
26% less call options, than puts
Call options by funds: $1.85B | Put options by funds: $2.49B
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$154M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$60.9M |
| 3 |
Goldman Sachs
New York
|
+$36.6M |
| 4 |
PP
Paloma Partners
Greenwich,
Connecticut
|
+$15.9M |
| 5 |
VF
Virtu Financial
New York
|
+$13.4M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
SG Americas Securities
New York
|
-$44.4M |
| 2 |
Citigroup
New York
|
-$29.8M |
| 3 |
Jane Street
New York
|
-$20.4M |
| 4 |
Bank of America
Charlotte,
North Carolina
|
-$17.6M |
| 5 |
HI
HBK Investments
Dallas,
Texas
|
-$15.4M |
VXX Hedge Fund Activity: Q3 2016 in Review
141 of the 3,749 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 2016, worth a combined $759M — down 16% from $899M a quarter earlier.
Buyers outnumbered sellers: 48 funds opened new VXX positions and 29 closed out — a net gain of 19 holders — while 63 added to existing stakes and 21 trimmed.
The largest buyer was Barclays, adding an estimated $154M. The largest seller was SG Americas Securities, cutting an estimated $44.4M.
- 141 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q3 2016, up from 123 in Q2 2016.
- Funds reported $759M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q3 2016, down 16% quarter-over-quarter.
- 48 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q3 2016 and 29 closed out, a net change of +19 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q3 2016 was Barclays, an estimated $154M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q3 2016 was SG Americas Securities, an estimated $44.4M sold.
Based on aggregated 13F filings for Q3 2016.