iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
12 hedge funds and large institutions have $286M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2018 Q4 according to their latest regulatory filings, with 9 funds opening new positions, 3 increasing their positions, 0 reducing their positions, and 3 closing their positions.
859% more call options, than puts
Call options by funds: $511M | Put options by funds: $53.3M
200% more first-time investments, than exits
New positions opened: 9 | Existing positions closed: 3
178% more capital invested
Capital invested by funds: $103M → $286M (+$183M)
100% more funds holding
Funds holding: 6 → 12 (+6)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Goldman Sachs
New York
|
+$41.2M |
| 2 |
Barclays
London,
United Kingdom
|
+$22.4M |
| 3 |
FTUS
Flow Traders U.S.
New York
|
+$7.84M |
| 4 |
VF
Virtu Financial
New York
|
+$7.29M |
| 5 |
RCIM
Russell Clark Investment Management
London,
United Kingdom
|
+$1.85M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$3.69M |
| 2 |
Citadel Advisors
Miami,
Florida
|
-$403K |
| 3 |
Jane Street
New York
|
-$312K |
VXX Hedge Fund Activity: Q4 2018 in Review
12 of the 4,505 institutional investors tracked by Wall St. Rank reported a position in iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) for Q4 2018, worth a combined $286M — up 178% from $103M a quarter earlier.
Buyers outnumbered sellers: 9 funds opened new VXX positions and 3 closed out — a net gain of 6 holders — while 3 added to existing stakes and 0 trimmed.
The largest buyer was Goldman Sachs, opening a new position worth an estimated $41.2M. The largest seller was Susquehanna International Group, exiting entirely with an estimated $3.69M sold.
- 12 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q4 2018, up from 6 in Q3 2018.
- Funds reported $286M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q4 2018, up 178% quarter-over-quarter.
- 9 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q4 2018 and 3 closed out, a net change of +6 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q4 2018 was Goldman Sachs, an estimated $41.2M added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q4 2018 was Susquehanna International Group, an estimated $3.69M sold.
Based on aggregated 13F filings for Q4 2018.