iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
VXX was delisted on the 29th of January, 2019.
110 hedge funds and large institutions have $887M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2018 Q3 according to their latest regulatory filings, with 29 funds opening new positions, 32 increasing their positions, 21 reducing their positions, and 22 closing their positions.
52% more repeat investments, than reductions
Existing positions increased: 32 | Existing positions reduced: 21
32% more first-time investments, than exits
New positions opened: 29 | Existing positions closed: 22
28% more call options, than puts
Call options by funds: $1.85B | Put options by funds: $1.44B
25% more funds holding in top 10
Funds holding in top 10: 4 → 5 (+1)
7% more funds holding
Funds holding: 103 → 110 (+7)
36% less capital invested
Capital invested by funds: $1.38B → $887M (-$491M)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Wolverine Trading
Chicago,
Illinois
|
+$26.1M |
| 2 |
CFIC
City Financial Investment Company
London,
United Kingdom
|
+$23.5M |
| 3 |
Morgan Stanley
New York
|
+$23.2M |
| 4 |
Citadel Advisors
Miami,
Florida
|
+$21.1M |
| 5 |
HF
HRT Financial
New York
|
+$13.5M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$213M |
| 2 |
Citigroup
New York
|
-$30.6M |
| 3 |
PSUF
People's United Financial
Bridgeport,
Connecticut
|
-$30M |
| 4 |
Millennium Management
New York
|
-$16.4M |
| 5 |
Two Sigma Investments
New York
|
-$12.3M |
VXX Hedge Fund Activity: Q3 2018 in Review
110 of the 4,375 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 Q3 2018, worth a combined $887M — down 36% from $1.38B a quarter earlier.
Buyers outnumbered sellers: 29 funds opened new VXX positions and 22 closed out — a net gain of 7 holders — while 32 added to existing stakes and 21 trimmed.
The largest buyer was Wolverine Trading, adding an estimated $26.1M. The largest seller was Barclays, cutting an estimated $213M.
- 110 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q3 2018, up from 103 in Q2 2018.
- Funds reported $887M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q3 2018, down 36% quarter-over-quarter.
- 29 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q3 2018 and 22 closed out, a net change of +7 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q3 2018 was Wolverine Trading, an estimated $26.1M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q3 2018 was Barclays, an estimated $213M sold.
Based on aggregated 13F filings for Q3 2018.