iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
VXX was delisted on the 29th of January, 2019.
121 hedge funds and large institutions have $882M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2017 Q3 according to their latest regulatory filings, with 28 funds opening new positions, 42 increasing their positions, 38 reducing their positions, and 45 closing their positions.
11% more repeat investments, than reductions
Existing positions increased: 42 | Existing positions reduced: 38
8% more capital invested
Capital invested by funds: $816M → $882M (+$65.8M)
0% more funds holding in top 10
Funds holding in top 10: 2 → 2 (0)
10% less call options, than puts
Call options by funds: $2.61B | Put options by funds: $2.89B
14% less funds holding
Funds holding: 141 → 121 (-20)
38% less first-time investments, than exits
New positions opened: 28 | Existing positions closed: 45
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$103M |
| 2 |
Citadel Advisors
Miami,
Florida
|
+$98.7M |
| 3 |
Jane Street
New York
|
+$39.2M |
| 4 |
Morgan Stanley
New York
|
+$33.3M |
| 5 |
Public Sector Pension Investment Board (PSP Investments)
Montreal,
Quebec, Canada
|
+$31.9M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$43.1M |
| 2 |
Goldman Sachs
New York
|
-$17.2M |
| 3 |
CFIC
City Financial Investment Company
London,
United Kingdom
|
-$16.4M |
| 4 |
QIM
Quantitative Investment Management
Charlottesville,
Virginia
|
-$13.1M |
| 5 |
LCM
Laurion Capital Management
New York
|
-$9.34M |
VXX Hedge Fund Activity: Q3 2017 in Review
121 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 Q3 2017, worth a combined $882M — up 8.1% from $816M a quarter earlier.
Sellers outnumbered buyers: 45 funds closed out of VXX and 28 opened new positions — a net loss of 17 holders — while 38 trimmed existing stakes and 42 added.
The largest buyer was Barclays, adding an estimated $103M. The largest seller was Susquehanna International Group, exiting entirely with an estimated $43.1M sold.
- 121 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q3 2017, down from 141 in Q2 2017.
- Funds reported $882M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q3 2017, up 8.1% quarter-over-quarter.
- 28 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q3 2017 and 45 closed out, a net change of -17 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q3 2017 was Barclays, an estimated $103M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q3 2017 was Susquehanna International Group, an estimated $43.1M sold.
Based on aggregated 13F filings for Q3 2017.