iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
73 hedge funds and large institutions have $953M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2019 Q3 according to their latest regulatory filings, with 29 funds opening new positions, 22 increasing their positions, 17 reducing their positions, and 18 closing their positions.
69% more capital invested
Capital invested by funds: $565M → $953M (+$388M)
61% more first-time investments, than exits
New positions opened: 29 | Existing positions closed: 18
52% more call options, than puts
Call options by funds: $1.19B | Put options by funds: $784M
29% more repeat investments, than reductions
Existing positions increased: 22 | Existing positions reduced: 17
18% more funds holding
Funds holding: 62 → 73 (+11)
0.47% more ownership
Funds ownership: 1.01% → 1.48% (+0.47%)
0% more funds holding in top 10
Funds holding in top 10: 3 → 3 (0)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$629M |
| 2 |
Bank of Montreal
Toronto,
Ontario, Canada
|
+$12.4M |
| 3 |
Millennium Management
New York
|
+$10.6M |
| 4 |
Morgan Stanley
New York
|
+$4.28M |
| 5 |
CS
Credit Suisse
Zurich,
Switzerland
|
+$3.88M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
SG Americas Securities
New York
|
-$44.8M |
| 2 |
JP Morgan Chase
New York
|
-$38.9M |
| 3 |
Wolverine Trading
Chicago,
Illinois
|
-$35.4M |
| 4 |
Goldman Sachs
New York
|
-$31.8M |
| 5 |
KACA
Kayne Anderson Capital Advisors
Los Angeles,
California
|
-$24.3M |
VXX Hedge Fund Activity: Q3 2019 in Review
73 of the 4,560 institutional investors tracked by Wall St. Rank reported a position in iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) for Q3 2019, worth a combined $953M — up 69% from $565M a quarter earlier.
Buyers outnumbered sellers: 29 funds opened new VXX positions and 18 closed out — a net gain of 11 holders — while 22 added to existing stakes and 17 trimmed.
The largest buyer was Barclays, adding an estimated $629M. The largest seller was SG Americas Securities, cutting an estimated $44.8M.
- 73 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q3 2019, up from 62 in Q2 2019.
- Funds reported $953M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q3 2019, up 69% quarter-over-quarter.
- 29 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q3 2019 and 18 closed out, a net change of +11 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q3 2019 was Barclays, an estimated $629M added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q3 2019 was SG Americas Securities, an estimated $44.8M sold.
Based on aggregated 13F filings for Q3 2019.