iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
VXX was delisted on the 29th of January, 2019.
141 hedge funds and large institutions have $816M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2017 Q2 according to their latest regulatory filings, with 39 funds opening new positions, 49 increasing their positions, 30 reducing their positions, and 29 closing their positions.
100% more funds holding in top 10
Funds holding in top 10: 1 → 2 (+1)
86% more capital invested
Capital invested by funds: $439M → $816M (+$376M)
63% more repeat investments, than reductions
Existing positions increased: 49 | Existing positions reduced: 30
34% more first-time investments, than exits
New positions opened: 39 | Existing positions closed: 29
8% more funds holding
Funds holding: 131 → 141 (+10)
1% less call options, than puts
Call options by funds: $1.41B | Put options by funds: $1.42B
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$372M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$45.1M |
| 3 |
Morgan Stanley
New York
|
+$25.6M |
| 4 |
CFIC
City Financial Investment Company
London,
United Kingdom
|
+$20.4M |
| 5 |
Bank of America
Charlotte,
North Carolina
|
+$17.8M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
PC
Passport Capital
San Francisco,
California
|
-$38.2M |
| 2 |
RC
Randolph Company
Cincinnati,
Ohio
|
-$15.3M |
| 3 |
Millennium Management
New York
|
-$13.6M |
| 4 |
Jane Street
New York
|
-$10.4M |
| 5 |
Wellington Management Group
Boston,
Massachusetts
|
-$9.19M |
VXX Hedge Fund Activity: Q2 2017 in Review
141 of the 4,011 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 2017, worth a combined $816M — up 86% from $439M a quarter earlier.
Buyers outnumbered sellers: 39 funds opened new VXX positions and 29 closed out — a net gain of 10 holders — while 49 added to existing stakes and 30 trimmed.
The largest buyer was Barclays, adding an estimated $372M. The largest seller was Passport Capital, exiting entirely with an estimated $38.2M sold.
- 141 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q2 2017, up from 131 in Q1 2017.
- Funds reported $816M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q2 2017, up 86% quarter-over-quarter.
- 39 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q2 2017 and 29 closed out, a net change of +10 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q2 2017 was Barclays, an estimated $372M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q2 2017 was Passport Capital, an estimated $38.2M sold.
Based on aggregated 13F filings for Q2 2017.