iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
VXX was delisted on the 29th of January, 2019.
94 hedge funds and large institutions have $464M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2015 Q1 according to their latest regulatory filings, with 33 funds opening new positions, 29 increasing their positions, 20 reducing their positions, and 28 closing their positions.
45% more repeat investments, than reductions
Existing positions increased: 29 | Existing positions reduced: 20
18% more first-time investments, than exits
New positions opened: 33 | Existing positions closed: 28
4% more funds holding
Funds holding: 90 → 94 (+4)
20% less funds holding in top 10
Funds holding in top 10: 5 → 4 (-1)
47% less call options, than puts
Call options by funds: $794M | Put options by funds: $1.51B
66% less capital invested
Capital invested by funds: $1.36B → $464M (-$899M)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
HI
HBK Investments
Dallas,
Texas
|
+$61.7M |
| 2 |
WI
WBI Investments
Red Bank,
New Jersey
|
+$55.5M |
| 3 |
Citadel Advisors
Miami,
Florida
|
+$32.4M |
| 4 |
CCI
Columbus Circle Investors
|
+$23.8M |
| 5 |
BCM
Bluefin Capital Management
New York
|
+$21.7M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$781M |
| 2 |
BNP Paribas Financial Markets
Paris,
France
|
-$100M |
| 3 |
Deutsche Bank
Frankfurt Am Main Ge,
Germany
|
-$55.4M |
| 4 |
Walleye Trading
New York
|
-$40.6M |
| 5 |
QCM
QFR Capital Management
New York
|
-$38.8M |
VXX Hedge Fund Activity: Q1 2015 in Review
94 of the 3,753 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 2015, worth a combined $464M — down 66% from $1.36B a quarter earlier.
Buyers outnumbered sellers: 33 funds opened new VXX positions and 28 closed out — a net gain of 5 holders — while 29 added to existing stakes and 20 trimmed.
The largest buyer was HBK Investments, adding an estimated $61.7M. The largest seller was Barclays, exiting entirely with an estimated $781M sold.
- 94 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q1 2015, up from 90 in Q4 2014.
- Funds reported $464M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q1 2015, down 66% quarter-over-quarter.
- 33 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q1 2015 and 28 closed out, a net change of +5 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q1 2015 was HBK Investments, an estimated $61.7M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q1 2015 was Barclays, an estimated $781M sold.
Based on aggregated 13F filings for Q1 2015.