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 $1.19B invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2013 Q4 according to their latest regulatory filings, with 27 funds opening new positions, 34 increasing their positions, 27 reducing their positions, and 44 closing their positions.
54% more capital invested
Capital invested by funds: $769M → $1.19B (+$418M)
26% more repeat investments, than reductions
Existing positions increased: 34 | Existing positions reduced: 27
0% more funds holding in top 10
Funds holding in top 10: 9 → 9 (0)
14% less funds holding
Funds holding: 121 → 104 (-17)
39% less first-time investments, than exits
New positions opened: 27 | Existing positions closed: 44
57% less call options, than puts
Call options by funds: $1.33B | Put options by funds: $3.11B
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$685M |
| 2 |
MTIM
Marathon Trading Investment Management
Radnor,
Pennsylvania
|
+$25.7M |
| 3 |
FTUS
Flow Traders U.S.
New York
|
+$18.2M |
| 4 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$16.8M |
| 5 |
Jane Street
New York
|
+$15M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
AssetMark Inc
Concord,
California
|
-$20M |
| 2 |
U
UBS
Zurich,
Switzerland
|
-$19.4M |
| 3 |
SFM
Soros Fund Management
New York
|
-$14.7M |
| 4 |
VF
Virtu Financial
New York
|
-$13.3M |
| 5 |
IAS
IMA Advisory Services
Denver,
Colorado
|
-$10.9M |
VXX Hedge Fund Activity: Q4 2013 in Review
104 of the 3,446 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 Q4 2013, worth a combined $1.19B — up 54% from $769M a quarter earlier.
Sellers outnumbered buyers: 44 funds closed out of VXX and 27 opened new positions — a net loss of 17 holders — while 27 trimmed existing stakes and 34 added.
The largest buyer was Barclays, adding an estimated $685M. The largest seller was AssetMark Inc, cutting an estimated $20M.
- 104 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q4 2013, down from 121 in Q3 2013.
- Funds reported $1.19B of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q4 2013, up 54% quarter-over-quarter.
- 27 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q4 2013 and 44 closed out, a net change of -17 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q4 2013 was Barclays, an estimated $685M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q4 2013 was AssetMark Inc, an estimated $20M sold.
Based on aggregated 13F filings for Q4 2013.