iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
6 hedge funds and large institutions have $103M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2018 Q3 according to their latest regulatory filings, with 3 funds opening new positions, 1 increasing their positions, 1 reducing their positions, and 1 closing their positions.
1,039% more call options, than puts
Call options by funds: $39.2M | Put options by funds: $3.44M
200% more first-time investments, than exits
New positions opened: 3 | Existing positions closed: 1
50% more funds holding
Funds holding: 4 → 6 (+2)
0% more repeat investments, than reductions
Existing positions increased: 1 | Existing positions reduced: 1
28% less capital invested
Capital invested by funds: $143M → $103M (-$40.1M)
Top Buyers
| 1 |
Jane Street
New York
|
+$350K |
| 2 |
Citadel Advisors
Miami,
Florida
|
+$327K |
| 3 |
VF
Virtu Financial
New York
|
+$131K |
| 4 |
UBS Group
Zurich,
Switzerland
|
+$15.4K |
Top Sellers
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$1.18M |
| 2 |
Wolverine Trading
Chicago,
Illinois
|
-$240K |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
1
Barclays
London,
United Kingdom
| $99.3M | – | – | – |
|
|
2
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| $2.66M | -$1.18M | -615 | -28% |
|
|
VF
3
Virtu Financial
New York
| $511K | +$131K | +68 | +29% |
|
|
4
Jane Street
New York
| $312K | +$350K | +182 | New |
|
|
5
Citadel Advisors
Miami,
Florida
| $291K | +$327K | +170 | New |
|
|
6
UBS Group
Zurich,
Switzerland
| $14K | +$15.4K | +8 | New |
|
|
7
Wolverine Trading
Chicago,
Illinois
| – | -$240K | -77 | Closed |
|
VXX Hedge Fund Activity: Q3 2018 in Review
6 of the 4,374 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 2018, worth a combined $103M — down 28% from $143M a quarter earlier.
Buyers outnumbered sellers: 3 funds opened new VXX positions and 1 closed out — a net gain of 2 holders — while 1 added to existing stakes and 1 trimmed.
The largest buyer was Jane Street, opening a new position worth an estimated $350K. The largest seller was Susquehanna International Group, cutting an estimated $1.18M.
- 6 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q3 2018, up from 4 in Q2 2018.
- Funds reported $103M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q3 2018, down 28% quarter-over-quarter.
- 3 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q3 2018 and 1 closed out, a net change of +2 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q3 2018 was Jane Street, an estimated $350K added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q3 2018 was Susquehanna International Group, an estimated $1.18M sold.
Based on aggregated 13F filings for Q3 2018.