Balyasny Asset Management
VXX

Balyasny Asset Management’s iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 VXX Stock Holding History

Balyasny Asset Management’s Portfolio VXX Stock Details VXX Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2018
Q3 		– Sell
-775,000
Closed -$28.7M – 2296
2018
Q2 		$28.7M Sell
775,000
-1,375,000
-64% -$53.2M 0.13% 212
2018
Q1 		$102M Buy
2,150,000
+1,650,000
+330% +$62.5M 0.42% 35
2017
Q4 		$14M Sell
500,000
-175,000
-26% -$5.77M 0.04% 533
2017
Q3 		$26.5M Buy
675,000
+306,250
+83% +$14.2M 0.1% 266
2017
Q2 		$18.8M Buy
+368,750
New +$21.3M 0.08% 332
2014
Q3 		– Sell
-6,250
Closed -$2.86M – 994
2014
Q2 		$2.86M Sell
6,250
-6,744
-52% -$3.93M 0.03% 482
2014
Q1 		$8.76M Sell
12,994
-6,787
-34% -$4.78M 0.1% 251
2013
Q4 		$13.5M Buy
+19,781
New +$15.8M 0.18% 154

Other funds holding VXX

Barclays
Barclays London, United Kingdom $416B AUM 33.63% 1-Year Est. Return
Goldman Sachs
Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return
Citadel Advisors
Citadel Advisors Miami, Florida $618B AUM 30.34% 1-Year Est. Return
CFIC
City Financial Investment Company London, United Kingdom $562M AUM 5.93% 1-Year Est. Return
Tiger Global Management
Tiger Global Management New York $22.8B AUM 30.07% 1-Year Est. Return
Wolverine Trading
Wolverine Trading Chicago, Illinois $139B AUM 31.83% 1-Year Est. Return
Morgan Stanley
Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return
Marshall Wace
Marshall Wace London, United Kingdom $100B AUM 35.1% 1-Year Est. Return
CANY
Caxton Associates (New York) New York $3.18B AUM 54.49% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

Balyasny Asset Management's VXX Position: Q4 2017 in Review

Balyasny Asset Management sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q4 2017, closing a stake of 100,000 shares — an estimated $3.3M sold.

Balyasny Asset Management first reported a position in VXX in Q4 2013 and held it in 2 quarters. The position peaked at $3.92M in Q3 2017. 130 funds tracked by Wall St. Rank hold VXX as of Q4 2017.

  • Balyasny Asset Management reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q4 2017 after selling out during the quarter.
  • Balyasny Asset Management sold 100,000 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2017, an estimated $3.3M.
  • Balyasny Asset Management first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q4 2013 and held it in 2 quarters.
  • Balyasny Asset Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $3.92M in Q3 2017.
  • 130 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q4 2017.

Based on Balyasny Asset Management's 13F filing for Q4 2017, filed 14 Feb 2018.