iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
VXX was delisted on the 29th of January, 2019.
123 hedge funds and large institutions have $899M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2016 Q2 according to their latest regulatory filings, with 41 funds opening new positions, 42 increasing their positions, 32 reducing their positions, and 40 closing their positions.
31% more repeat investments, than reductions
Existing positions increased: 42 | Existing positions reduced: 32
4% more call options, than puts
Call options by funds: $1.67B | Put options by funds: $1.61B
3% more capital invested
Capital invested by funds: $875M → $899M (+$23.5M)
3% more first-time investments, than exits
New positions opened: 41 | Existing positions closed: 40
1% more funds holding
Funds holding: 122 → 123 (+1)
60% less funds holding in top 10
Funds holding in top 10: 10 → 4 (-6)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
HI
HBK Investments
Dallas,
Texas
|
+$106M |
| 2 |
SG Americas Securities
New York
|
+$88.2M |
| 3 |
Jane Street
New York
|
+$39M |
| 4 |
Citigroup
New York
|
+$22.3M |
| 5 |
Bank of America
Charlotte,
North Carolina
|
+$16.5M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$61.3M |
| 2 |
KM
Kylin Management
New York
|
-$45.5M |
| 3 |
D.E. Shaw & Co
New York
|
-$22.4M |
| 4 |
Goldman Sachs
New York
|
-$13.1M |
| 5 |
FTUS
Flow Traders U.S.
New York
|
-$9.16M |
VXX Hedge Fund Activity: Q2 2016 in Review
123 of the 3,748 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 Q2 2016, worth a combined $899M — up 2.7% from $875M a quarter earlier.
Buyers outnumbered sellers: 41 funds opened new VXX positions and 40 closed out — a net gain of 1 holder — while 42 added to existing stakes and 32 trimmed.
The largest buyer was HBK Investments, opening a new position worth an estimated $106M. The largest seller was Barclays, cutting an estimated $61.3M.
- 123 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q2 2016, up from 122 in Q1 2016.
- Funds reported $899M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q2 2016, up 2.7% quarter-over-quarter.
- 41 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q2 2016 and 40 closed out, a net change of +1 holder.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q2 2016 was HBK Investments, an estimated $106M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q2 2016 was Barclays, an estimated $61.3M sold.
Based on aggregated 13F filings for Q2 2016.