iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
VXX was delisted on the 29th of January, 2019.
103 hedge funds and large institutions have $1.38B invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2018 Q2 according to their latest regulatory filings, with 24 funds opening new positions, 30 increasing their positions, 21 reducing their positions, and 24 closing their positions.
43% more repeat investments, than reductions
Existing positions increased: 30 | Existing positions reduced: 21
8% more call options, than puts
Call options by funds: $2.51B | Put options by funds: $2.33B
0% more first-time investments, than exits
New positions opened: 24 | Existing positions closed: 24
1% less funds holding
Funds holding: 104 → 103 (-1)
35% less capital invested
Capital invested by funds: $2.13B → $1.38B (-$748M)
50% less funds holding in top 10
Funds holding in top 10: 8 → 4 (-4)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Citigroup
New York
|
+$37.7M |
| 2 |
Millennium Management
New York
|
+$33.9M |
| 3 |
Citadel Advisors
Miami,
Florida
|
+$17.4M |
| 4 |
Tiger Global Management
New York
|
+$13.9M |
| 5 |
OTC
Opera Trading Capital
Paris,
France
|
+$11.6M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$207M |
| 2 |
Walleye Trading
New York
|
-$119M |
| 3 |
Parallax Volatility Advisers
San Francisco,
California
|
-$43.2M |
| 4 |
LCM
Laurion Capital Management
New York
|
-$33.8M |
| 5 |
CTC (Chicago Trading Company)
Chicago,
Illinois
|
-$19.9M |
VXX Hedge Fund Activity: Q2 2018 in Review
103 of the 4,369 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 Q2 2018, worth a combined $1.38B — down 35% from $2.13B a quarter earlier.
Fund positioning in VXX was balanced in Q2 2018: 24 funds opened new positions, 24 closed out, 30 added to existing stakes and 21 trimmed.
The largest buyer was Citigroup, adding an estimated $37.7M. The largest seller was Barclays, cutting an estimated $207M.
- 103 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q2 2018, down from 104 in Q1 2018.
- Funds reported $1.38B of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q2 2018, down 35% quarter-over-quarter.
- 24 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q2 2018 and 24 closed out, a net change of 0 holders.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q2 2018 was Citigroup, an estimated $37.7M added.
- The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q2 2018 was Barclays, an estimated $207M sold.
Based on aggregated 13F filings for Q2 2018.