iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
60 hedge funds and large institutions have $552M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2019 Q1 according to their latest regulatory filings, with 55 funds opening new positions, 4 increasing their positions, 1 reducing their positions, and 6 closing their positions.
817% more first-time investments, than exits
New positions opened: 55 | Existing positions closed: 6
400% more funds holding
Funds holding: 12 → 60 (+48)
400% more funds holding in top 10
Funds holding in top 10: 1 → 5 (+4)
300% more repeat investments, than reductions
Existing positions increased: 4 | Existing positions reduced: 1
93% more capital invested
Capital invested by funds: $286M → $552M (+$266M)
75% more call options, than puts
Call options by funds: $1.34B | Put options by funds: $764M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
JP Morgan Chase
New York
|
+$82.9M |
| 2 |
Morgan Stanley
New York
|
+$50.9M |
| 3 |
SG Americas Securities
New York
|
+$43.7M |
| 4 |
Goldman Sachs
New York
|
+$33M |
| 5 |
Tiger Global Management
New York
|
+$30.4M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$13.3M |
| 2 |
VF
Virtu Financial
New York
|
-$10.2M |
| 3 |
FTUS
Flow Traders U.S.
New York
|
-$9.96M |
| 4 |
IMC Chicago
Chicago,
Illinois
|
-$2.75M |
| 5 |
Envestnet Asset Management
Chicago,
Illinois
|
-$1.95M |
VXX Hedge Fund Activity: Q1 2019 in Review
60 of the 4,620 institutional investors tracked by Wall St. Rank reported a position in iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) for Q1 2019, worth a combined $552M — up 93% from $286M a quarter earlier.
Buyers outnumbered sellers: 55 funds opened new VXX positions and 6 closed out — a net gain of 49 holders — while 4 added to existing stakes and 1 trimmed.
The largest buyer was JP Morgan Chase, opening a new position worth an estimated $82.9M. The largest seller was Barclays, cutting an estimated $13.3M.
- 60 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q1 2019, up from 12 in Q4 2018.
- Funds reported $552M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q1 2019, up 93% quarter-over-quarter.
- 55 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q1 2019 and 6 closed out, a net change of +49 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q1 2019 was JP Morgan Chase, an estimated $82.9M added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q1 2019 was Barclays, an estimated $13.3M sold.
Based on aggregated 13F filings for Q1 2019.