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 $914M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2015 Q4 according to their latest regulatory filings, with 32 funds opening new positions, 26 increasing their positions, 26 reducing their positions, and 28 closing their positions.
14% more first-time investments, than exits
New positions opened: 32 | Existing positions closed: 28
4% more funds holding
Funds holding: 90 → 94 (+4)
0% more repeat investments, than reductions
Existing positions increased: 26 | Existing positions reduced: 26
18% less call options, than puts
Call options by funds: $1.62B | Put options by funds: $1.97B
40% less funds holding in top 10
Funds holding in top 10: 5 → 3 (-2)
49% less capital invested
Capital invested by funds: $1.79B → $914M (-$872M)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Morgan Stanley
New York
|
+$47.1M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$34.1M |
| 3 |
HI
HBK Investments
Dallas,
Texas
|
+$15M |
| 4 |
MCM
Moore Capital Management
New York
|
+$13.9M |
| 5 |
Citadel Advisors
Miami,
Florida
|
+$13.7M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$591M |
| 2 |
SG Americas Securities
New York
|
-$88.7M |
| 3 |
JG
Jefferies Group
New York
|
-$14.9M |
| 4 |
KM
Kylin Management
New York
|
-$11.8M |
| 5 |
Walleye Trading
New York
|
-$11M |
VXX Hedge Fund Activity: Q4 2015 in Review
94 of the 3,812 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 2015, worth a combined $914M — down 49% from $1.79B a quarter earlier.
Buyers outnumbered sellers: 32 funds opened new VXX positions and 28 closed out — a net gain of 4 holders — while 26 added to existing stakes and 26 trimmed.
The largest buyer was Morgan Stanley, adding an estimated $47.1M. The largest seller was Barclays, cutting an estimated $591M.
- 94 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q4 2015, up from 90 in Q3 2015.
- Funds reported $914M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q4 2015, down 49% quarter-over-quarter.
- 32 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q4 2015 and 28 closed out, a net change of +4 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q4 2015 was Morgan Stanley, an estimated $47.1M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q4 2015 was Barclays, an estimated $591M sold.
Based on aggregated 13F filings for Q4 2015.