iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
VXX was delisted on the 29th of January, 2019.
131 hedge funds and large institutions have $439M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2017 Q1 according to their latest regulatory filings, with 43 funds opening new positions, 35 increasing their positions, 32 reducing their positions, and 31 closing their positions.
39% more first-time investments, than exits
New positions opened: 43 | Existing positions closed: 31
8% more funds holding
Funds holding: 121 → 131 (+10)
9% more repeat investments, than reductions
Existing positions increased: 35 | Existing positions reduced: 32
27% less capital invested
Capital invested by funds: $598M → $439M (-$159M)
50% less funds holding in top 10
Funds holding in top 10: 2 → 1 (-1)
59% less call options, than puts
Call options by funds: $2.95B | Put options by funds: $7.18B
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
LCM
Laurion Capital Management
New York
|
+$23.9M |
| 2 |
Tiger Global Management
New York
|
+$22.5M |
| 3 |
QIM
Quantitative Investment Management
Charlottesville,
Virginia
|
+$22.2M |
| 4 |
Millennium Management
New York
|
+$19M |
| 5 |
PC
Passport Capital
San Francisco,
California
|
+$18.3M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$65.2M |
| 2 |
Goldman Sachs
New York
|
-$23.6M |
| 3 |
SG Americas Securities
New York
|
-$15.2M |
| 4 |
Barclays
London,
United Kingdom
|
-$12.2M |
| 5 |
BNP Paribas Financial Markets
Paris,
France
|
-$7.34M |
VXX Hedge Fund Activity: Q1 2017 in Review
131 of the 4,018 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 2017, worth a combined $439M — down 27% from $598M a quarter earlier.
Buyers outnumbered sellers: 43 funds opened new VXX positions and 31 closed out — a net gain of 12 holders — while 35 added to existing stakes and 32 trimmed.
The largest buyer was Laurion Capital Management, opening a new position worth an estimated $23.9M. The largest seller was Jane Street, cutting an estimated $65.2M.
- 131 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q1 2017, up from 121 in Q4 2016.
- Funds reported $439M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q1 2017, down 27% quarter-over-quarter.
- 43 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q1 2017 and 31 closed out, a net change of +12 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q1 2017 was Laurion Capital Management, an estimated $23.9M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q1 2017 was Jane Street, an estimated $65.2M sold.
Based on aggregated 13F filings for Q1 2017.