iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
VXX was delisted on the 29th of January, 2019.
104 hedge funds and large institutions have $1.31B invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2014 Q1 according to their latest regulatory filings, with 36 funds opening new positions, 27 increasing their positions, 26 reducing their positions, and 34 closing their positions.
33% more funds holding in top 10
Funds holding in top 10: 9 → 12 (+3)
10% more capital invested
Capital invested by funds: $1.19B → $1.31B (+$120M)
6% more first-time investments, than exits
New positions opened: 36 | Existing positions closed: 34
4% more repeat investments, than reductions
Existing positions increased: 27 | Existing positions reduced: 26
0% more funds holding
Funds holding: 104 → 104 (0)
63% less call options, than puts
Call options by funds: $2.08B | Put options by funds: $5.68B
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$45.5M |
| 2 |
BNP Paribas Financial Markets
Paris,
France
|
+$45.5M |
| 3 |
ICM
Ionic Capital Management
New York
|
+$39.7M |
| 4 |
Citigroup
New York
|
+$23.5M |
| 5 |
MCM
MKP Capital Management
New York
|
+$22.3M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
FTUS
Flow Traders U.S.
New York
|
-$55.4M |
| 2 |
Walleye Trading
New York
|
-$38.4M |
| 3 |
HI
HBK Investments
Dallas,
Texas
|
-$18.4M |
| 4 |
QCM
QFR Capital Management
New York
|
-$13.2M |
| 5 |
NM
Nokota Management
New York
|
-$12.8M |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
RL
126
Ruffer LLP
London,
United Kingdom
| – | -$352K | -516 | Closed |
|
|
WC
127
Wexford Capital
West Palm Beach,
Florida
| – | -$298K | -438 | Closed |
|
|
AAP
128
Ardsley Advisory Partners
Stamford,
Connecticut
| – | -$213K | -313 | Closed |
|
|
DP
129
Dearborn Partners
Chicago,
Illinois
| – | -$211K | -311 | Closed |
|
130
Neuberger Berman Group
New York
| – | -$201K | -295 | Closed |
|
|
SCMF
131
Sage Capital Management (Florida)
Sarasota,
Florida
| – | -$149K | -219 | Closed |
|
|
BL
132
Bolton LP
Greenwich,
Connecticut
| – | -$80K | -117 | Closed |
|
|
KPCM
133
Kings Point Capital Management
Great Neck,
New York
| – | -$53K | -78 | Closed |
|
|
OFC
134
Open Field Capital
New York,
United States
| – | -$53K | -78 | Closed |
|
|
FMA
135
FNY Managed Accounts
New York
| – | -$43K | -63 | Closed |
|
|
ASN
136
Advisory Services Network
Atlanta,
Georgia
| – | -$17K | -26 | Closed |
|
|
EWM
137
Evercore Wealth Management
New York
| – | -$7K | -10 | Closed |
|
|
ACM
138
Aviance Capital Management
Sarasota,
Florida
| – | -$1K | -2 | Closed |
|
VXX Hedge Fund Activity: Q1 2014 in Review
104 of the 3,464 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 2014, worth a combined $1.31B — up 10% from $1.19B a quarter earlier.
Buyers outnumbered sellers: 36 funds opened new VXX positions and 34 closed out — a net gain of 2 holders — while 27 added to existing stakes and 26 trimmed.
The largest buyer was Susquehanna International Group, adding an estimated $45.5M. The largest seller was Flow Traders U.S., exiting entirely with an estimated $55.4M sold.
- 104 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q1 2014, unchanged from Q4 2013.
- Funds reported $1.31B of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q1 2014, up 10% quarter-over-quarter.
- 36 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q1 2014 and 34 closed out, a net change of +2 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q1 2014 was Susquehanna International Group, an estimated $45.5M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q1 2014 was Flow Traders U.S., an estimated $55.4M sold.
Based on aggregated 13F filings for Q1 2014.