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iPath Series B S&P 500 VIX Short-Term Futures ETN

62 hedge funds and large institutions have $565M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2019 Q2 according to their latest regulatory filings, with 23 funds opening new positions, 25 increasing their positions, 10 reducing their positions, and 20 closing their positions.

New
Increased
Maintained
Reduced
Closed

150% more repeat investments, than reductions

Existing positions increased: 25 | Existing positions reduced: 10

15% more first-time investments, than exits

New positions opened: 23 | Existing positions closed: 20

3% more funds holding

Funds holding: 6062 (+2)

1.01% more ownership

Funds ownership: 0%1.01% (+1%)

2% more capital invested

Capital invested by funds: $552M → $565M (+$12.7M)

5% less call options, than puts

Call options by funds: $805M | Put options by funds: $846M

40% less funds holding in top 10

Funds holding in top 10: 53 (-2)

Holders
62
Holders Change
+2
Holders Change %
+3.33%
% of All Funds
1.35%
Holding in Top 10
3
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-40%
% of All Funds
0.07%
New
23
Increased
25
Reduced
10
Closed
20
Calls
$805M
Puts
$846M
Net Calls
-$40.1M
Net Calls Change
-$613M
Name Holding Trade Value Shares
Change
Change in
Stake
Barclays
1
Barclays
United Kingdom
$94.4M -$8.47M -4,773 -8%
Goldman Sachs
2
Goldman Sachs
New York
$79.3M +$27.2M +15,319 +47%
SG Americas Securities
3
SG Americas Securities
New York
$48.1M +$16.2M +9,105 +46%
JP Morgan Chase
4
JP Morgan Chase
New York
$38.9M -$25.9M -14,592 -39%
Wolverine Trading
5
Wolverine Trading
Illinois
$35.4M +$37.8M +21,298 New
Marshall Wace
6
Marshall Wace
United Kingdom
$26.3M +$3.82M +2,153 +16%
KACA
7
Kayne Anderson Capital Advisors
California
$24.3M +$16.6M +9,372 +179%
Tiger Global Management
8
Tiger Global Management
New York
$22.9M
RCIM
9
Russell Clark Investment Management
United Kingdom
$22.4M +$1.25M +706 +6%
Millennium Management
10
Millennium Management
New York
$20.9M +$21.2M +11,933 +1,847%
Morgan Stanley
11
Morgan Stanley
New York
$19.5M -$20.1M -11,357 -49%
Citadel Advisors
12
Citadel Advisors
Florida
$15.2M -$2M -1,130 -11%
ACPU
13
Arrowgrass Capital Partners (US)
Delaware
$14.9M +$2.98M +1,682 +23%
SA
14
Sicart Associates
New York
$12.8M +$13.6M +7,678 New
Citigroup
15
Citigroup
New York
$11.1M +$8.91M +5,022 +305%
Parallax Volatility Advisers
16
Parallax Volatility Advisers
California
$8.7M +$5.92M +3,339 +176%
HF
17
HRT Financial
New York
$8.37M +$953K +537 +12%
LPU
18
Lansdowne Partners (UK)
United Kingdom
$7.77M +$5.88M +3,316 +245%
Jane Street
19
Jane Street
New York
$7.4M +$7.89M +4,449 New
Susquehanna International Group
20
Susquehanna International Group
Pennsylvania
$6.78M -$11.1M -6,259 -61%
GGHC
21
Gilder Gagnon Howe & Co
New York
$5.93M +$2.31M +1,301 +58%
Simplex Trading
22
Simplex Trading
Illinois
$4.02M +$772K +435 +22%
VIA
23
Vantis Investment Advisers
Florida
$2.88M +$1.12M +630 +57%
CGM
24
Centenus Global Management
New York
$2.76M +$2.38M +1,343 +429%
Allianz Asset Management
25
Allianz Asset Management
Germany
$2.14M +$2.28M +1,286 New

VXX Hedge Fund Activity: Q2 2019 in Review

62 of the 4,604 institutional investors tracked by Wall St. Rank reported a position in iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) for Q2 2019, worth a combined $565M — up 2.3% from $552M a quarter earlier.

Buyers outnumbered sellers: 23 funds opened new VXX positions and 20 closed out — a net gain of 3 holders — while 25 added to existing stakes and 10 trimmed.

The largest buyer was Wolverine Trading, opening a new position worth an estimated $37.8M. The largest seller was JP Morgan Chase, cutting an estimated $25.9M.

  • 62 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q2 2019, up from 60 in Q1 2019.
  • Funds reported $565M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q2 2019, up 2.3% quarter-over-quarter.
  • 23 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q2 2019 and 20 closed out, a net change of +3 holders.
  • The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q2 2019 was Wolverine Trading, an estimated $37.8M added.
  • The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q2 2019 was JP Morgan Chase, an estimated $25.9M sold.

Based on aggregated 13F filings for Q2 2019.