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 $769M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2013 Q3 according to their latest regulatory filings, with 46 funds opening new positions, 35 increasing their positions, 24 reducing their positions, and 17 closing their positions.
200% more funds holding in top 10
Funds holding in top 10: 3 → 9 (+6)
171% more first-time investments, than exits
New positions opened: 46 | Existing positions closed: 17
46% more repeat investments, than reductions
Existing positions increased: 35 | Existing positions reduced: 24
29% more funds holding
Funds holding: 94 → 121 (+27)
22% less capital invested
Capital invested by funds: $983M → $769M (-$214M)
53% less call options, than puts
Call options by funds: $763M | Put options by funds: $1.61B
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
FTUS
Flow Traders U.S.
New York
|
+$58.6M |
| 2 |
Walleye Trading
New York
|
+$42M |
| 3 |
DS
DRW Securities
Chicago,
Illinois
|
+$15.8M |
| 4 |
SFM
Soros Fund Management
New York
|
+$15.7M |
| 5 |
Deutsche Bank
Frankfurt Am Main Ge,
Germany
|
+$15.6M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Goldman Sachs
New York
|
-$60.2M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$34.6M |
| 3 |
ICM
Ionic Capital Management
New York
|
-$17.6M |
| 4 |
RIG
Roosevelt Investment Group
New York
|
-$16.1M |
| 5 |
MAA
Managed Account Advisors
Jersey City,
New Jersey
|
-$6.01M |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
126
Two Sigma Advisers
New York
| – | -$1.63M | -1,226 | Closed |
|
|
PMG
127
ProVise Management Group
Clearwater,
Florida
| – | -$1.28M | -964 | Closed |
|
|
RCM
128
Rotella Capital Management
Bellevue,
Washington
| – | -$634K | -478 | Closed |
|
|
DI
129
Dalton Investments
Las Vegas,
Nevada
| – | -$559K | -422 | Closed |
|
|
FNYS
130
First New York Securities
New York
| – | -$423K | -422 | Closed |
|
|
PWP
131
Private Wealth Partners
Mill Valley,
California
| – | -$373K | -281 | Closed |
|
|
SCM
132
Silver Capital Management
New York
| – | -$371K | -280 | Closed |
|
|
PI
133
Placemark Investments
Chicago,
Illinois
| – | -$276K | -209 | Closed |
|
|
WRM
134
Westport Resources Management
Westport,
Connecticut
| – | -$68K | -52 | Closed |
|
|
AA
135
AlphaMark Advisors
Ft. Wright,
Kentucky
| – | -$40K | -30 | Closed |
|
|
PMFA
136
Plante Moran Financial Advisors
Southfield,
Michigan
| – | -$26K | -20 | Closed |
|
|
AIM
137
Assured Investment Management
New York
| – | -$12K | -9 | Closed |
|
|
CDIA
138
Capital Directions Investment Advisors
Atlanta,
Georgia
| – | -$1K | -1 | Closed |
|
VXX Hedge Fund Activity: Q3 2013 in Review
121 of the 3,085 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 2013, worth a combined $769M — down 22% from $983M a quarter earlier.
Buyers outnumbered sellers: 46 funds opened new VXX positions and 17 closed out — a net gain of 29 holders — while 35 added to existing stakes and 24 trimmed.
The largest buyer was Flow Traders U.S., opening a new position worth an estimated $58.6M. The largest seller was Goldman Sachs, cutting an estimated $60.2M.
- 121 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q3 2013, up from 94 in Q2 2013.
- Funds reported $769M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q3 2013, down 22% quarter-over-quarter.
- 46 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q3 2013 and 17 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 Q3 2013 was Flow Traders U.S., an estimated $58.6M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q3 2013 was Goldman Sachs, an estimated $60.2M sold.
Based on aggregated 13F filings for Q3 2013.