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VXX

iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019

Delisted

VXX was delisted on the 29th of January, 2019.

122 hedge funds and large institutions have $875M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2016 Q1 according to their latest regulatory filings, with 52 funds opening new positions, 37 increasing their positions, 26 reducing their positions, and 23 closing their positions.

New
Increased
Maintained
Reduced
Closed

233% more funds holding in top 10

Funds holding in top 10: 310 (+7)

126% more first-time investments, than exits

New positions opened: 52 | Existing positions closed: 23

42% more repeat investments, than reductions

Existing positions increased: 37 | Existing positions reduced: 26

30% more funds holding

Funds holding: 94122 (+28)

4% less capital invested

Capital invested by funds: $914M → $875M (-$39.2M)

11% less call options, than puts

Call options by funds: $1.43B | Put options by funds: $1.61B

Holders
122
Holders Change
+28
Holders Change %
+29.79%
% of All Funds
3.25%
Holding in Top 10
10
Holding in Top 10 Change
+7
Holding in Top 10 Change %
+233.33%
% of All Funds
0.27%
New
52
Increased
37
Reduced
26
Closed
23
Calls
$1.43B
Puts
$1.61B
Net Calls
-$179M
Net Calls Change
+$172M
Name Holding Trade Value Shares
Change
Change in
Stake
Millennium Management
26
Millennium Management
New York
$4.26M +$3.32M +8,812 +140%
Fidelity Investments
27
Fidelity Investments
Massachusetts
$4.14M +$5.45M +14,488 New
CG
28
Cutler Group
California
$3.82M -$4.29M -11,385 -46%
Bank of America
29
Bank of America
North Carolina
$3.74M -$3.86M -10,250 -44%
MCM
30
Moore Capital Management
New York
$3.52M -$11.8M -31,250 -71%
SM
31
SLS Management
New York
$3.4M +$733K +1,948 +19%
TI
32
Tyrian Investments
New York
$3.25M +$4.34M +11,525 New
GIM
33
Guild Investment Management
California
$2.88M +$3.84M +10,208 New
MCM
34
MKP Capital Management
New York
$2.64M +$3.53M +9,375 New
CT
35
CMT Trading
Illinois
$2.64M +$3.53M +9,365 New
Morgan Stanley
36
Morgan Stanley
New York
$2.56M -$52.4M -139,224 -94%
Simplex Trading
37
Simplex Trading
Illinois
$2.3M +$3.07M +8,164 New
CCMG
38
Clark Capital Management Group
Pennsylvania
$2.22M +$2.96M +7,863 New
Belvedere Trading
39
Belvedere Trading
Illinois
$2.21M +$2.95M +7,841 New
MTIM
40
Marathon Trading Investment Management
Pennsylvania
$2.12M +$1.84M +4,900 +186%
VF
41
Virtu Financial
New York
$2.12M +$2.83M +7,525 New
SPL
42
Smart Portfolios LLC
Washington
$1.93M +$2.9M +7,715 New
CS
43
Credit Suisse
Switzerland
$1.86M -$3.64M -9,661 -59%
OC
44
Oppenheimer & Co
New York
$1.82M +$411K +1,092 +20%
BNP Paribas Financial Markets
45
BNP Paribas Financial Markets
France
$1.8M -$24.4M -64,783 -91%
BCM
46
Bluefin Capital Management
New York
$1.75M +$1.71M +4,540 +272%
Parallax Volatility Advisers
47
Parallax Volatility Advisers
California
$1.29M -$631K -1,677 -27%
SC
48
Sculptor Capital
New York
$1.14M +$1.53M +4,056 New
AFP
49
Ausdal Financial Partners
Iowa
$1.06M +$976K +2,591 +222%
PA
50
Perceptive Advisors
New York
$1.06M +$1.41M +3,750 New

VXX Hedge Fund Activity: Q1 2016 in Review

122 of the 3,753 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 Q1 2016, worth a combined $875M — down 4.3% from $914M a quarter earlier.

Buyers outnumbered sellers: 52 funds opened new VXX positions and 23 closed out — a net gain of 29 holders — while 37 added to existing stakes and 26 trimmed.

The largest buyer was Barclays, adding an estimated $75.2M. The largest seller was Susquehanna International Group, cutting an estimated $70.8M.

  • 122 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q1 2016, up from 94 in Q4 2015.
  • Funds reported $875M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q1 2016, down 4.3% quarter-over-quarter.
  • 52 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q1 2016 and 23 closed out, a net change of +29 holders.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q1 2016 was Barclays, an estimated $75.2M added.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q1 2016 was Susquehanna International Group, an estimated $70.8M sold.

Based on aggregated 13F filings for Q1 2016.