iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
VXX was delisted on the 29th of January, 2019.
102 hedge funds and large institutions have $1.94B invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2018 Q4 according to their latest regulatory filings, with 37 funds opening new positions, 16 increasing their positions, 28 reducing their positions, and 45 closing their positions.
140% more funds holding in top 10
Funds holding in top 10: 5 → 12 (+7)
118% more capital invested
Capital invested by funds: $887M → $1.94B (+$1.05B)
17% more call options, than puts
Call options by funds: $3.52B | Put options by funds: $3B
7% less funds holding
Funds holding: 110 → 102 (-8)
18% less first-time investments, than exits
New positions opened: 37 | Existing positions closed: 45
43% less repeat investments, than reductions
Existing positions increased: 16 | Existing positions reduced: 28
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$261M |
| 2 |
Citigroup
New York
|
+$36.8M |
| 3 |
Walleye Trading
New York
|
+$35M |
| 4 |
Marshall Wace
London,
United Kingdom
|
+$32.4M |
| 5 |
Parallax Volatility Advisers
San Francisco,
California
|
+$26.1M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Citadel Advisors
Miami,
Florida
|
-$34.6M |
| 2 |
CFIC
City Financial Investment Company
London,
United Kingdom
|
-$27.7M |
| 3 |
CANY
Caxton Associates (New York)
New York
|
-$17.2M |
| 4 |
BNP Paribas Financial Markets
Paris,
France
|
-$15.6M |
| 5 |
HF
HRT Financial
New York
|
-$12M |
VXX Hedge Fund Activity: Q4 2018 in Review
102 of the 4,489 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 2018, worth a combined $1.94B — up 118% from $887M a quarter earlier.
Sellers outnumbered buyers: 45 funds closed out of VXX and 37 opened new positions — a net loss of 8 holders — while 28 trimmed existing stakes and 16 added.
The largest buyer was Barclays, adding an estimated $261M. The largest seller was Citadel Advisors, cutting an estimated $34.6M.
- 102 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q4 2018, down from 110 in Q3 2018.
- Funds reported $1.94B of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q4 2018, up 118% quarter-over-quarter.
- 37 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q4 2018 and 45 closed out, a net change of -8 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q4 2018 was Barclays, an estimated $261M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q4 2018 was Citadel Advisors, an estimated $34.6M sold.
Based on aggregated 13F filings for Q4 2018.