iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
VXX was delisted on the 29th of January, 2019.
104 hedge funds and large institutions have $2.13B invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2018 Q1 according to their latest regulatory filings, with 33 funds opening new positions, 20 increasing their positions, 36 reducing their positions, and 59 closing their positions.
169% more capital invested
Capital invested by funds: $790M → $2.13B (+$1.34B)
33% more funds holding in top 10
Funds holding in top 10: 6 → 8 (+2)
19% less call options, than puts
Call options by funds: $3.37B | Put options by funds: $4.14B
20% less funds holding
Funds holding: 130 → 104 (-26)
44% less first-time investments, than exits
New positions opened: 33 | Existing positions closed: 59
44% less repeat investments, than reductions
Existing positions increased: 20 | Existing positions reduced: 36
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$809M |
| 2 |
Walleye Trading
New York
|
+$117M |
| 3 |
Goldman Sachs
New York
|
+$73M |
| 4 |
Parallax Volatility Advisers
San Francisco,
California
|
+$35.3M |
| 5 |
PSUF
People's United Financial
Bridgeport,
Connecticut
|
+$28.3M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$138M |
| 2 |
D.E. Shaw & Co
New York
|
-$88.8M |
| 3 |
CFIC
City Financial Investment Company
London,
United Kingdom
|
-$55.6M |
| 4 |
Bank of America
Charlotte,
North Carolina
|
-$27.6M |
| 5 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$19.9M |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
CPIG
151
Chicago Partners Investment Group
Chicago,
Illinois
| – | -$4K | -141 | Closed |
|
|
QAM
152
QCI Asset Management
Pittsford,
New York
| – | -$2K | -87 | Closed |
|
|
RFA
153
Reilly Financial Advisors
La Mesa,
California
| – | -$2K | -62 | Closed |
|
154
PNC Financial Services Group
Pittsburgh,
Pennsylvania
| – | -$1K | -39 | Closed |
|
|
CLOS
155
Compagnie Lombard Odier SCmA
1204 Geneva,
Switzerland
| – | -$1.25K | -33 | -79% |
|
|
AS
156
Altshuler Shaham
Tel Aviv,
Israel
| – | -$1K | -22 | Closed |
|
|
NR
157
Newfound Research
Wellesley Hills,
Massachusetts
| – | -$1K | -20 | Closed |
|
|
RWP
158
RWA Wealth Partners
Newton,
Massachusetts
| – | +$38 | +1 | New |
|
|
SF
159
Synovus Financial
Columbus,
Georgia
| – | +$38 | +1 | New |
|
|
AWM
160
AllSquare Wealth Management
Albany,
New York
| – | +$76 | +2 | New |
|
VXX Hedge Fund Activity: Q1 2018 in Review
104 of the 4,364 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 Q1 2018, worth a combined $2.13B — up 169% from $790M a quarter earlier.
Sellers outnumbered buyers: 59 funds closed out of VXX and 33 opened new positions — a net loss of 26 holders — while 36 trimmed existing stakes and 20 added.
The largest buyer was Barclays, adding an estimated $809M. The largest seller was Jane Street, cutting an estimated $138M.
- 104 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q1 2018, down from 130 in Q4 2017.
- Funds reported $2.13B of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q1 2018, up 169% quarter-over-quarter.
- 33 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q1 2018 and 59 closed out, a net change of -26 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q1 2018 was Barclays, an estimated $809M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q1 2018 was Jane Street, an estimated $138M sold.
Based on aggregated 13F filings for Q1 2018.