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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.

123 hedge funds and large institutions have $899M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2016 Q2 according to their latest regulatory filings, with 41 funds opening new positions, 42 increasing their positions, 32 reducing their positions, and 40 closing their positions.

New
Increased
Maintained
Reduced
Closed

31% more repeat investments, than reductions

Existing positions increased: 42 | Existing positions reduced: 32

4% more call options, than puts

Call options by funds: $1.67B | Put options by funds: $1.61B

3% more capital invested

Capital invested by funds: $875M → $899M (+$23.5M)

3% more first-time investments, than exits

New positions opened: 41 | Existing positions closed: 40

1% more funds holding

Funds holding: 122123 (+1)

60% less funds holding in top 10

Funds holding in top 10: 104 (-6)

Holders
123
Holders Change
+1
Holders Change %
+0.82%
% of All Funds
3.28%
Holding in Top 10
4
Holding in Top 10 Change
-6
Holding in Top 10 Change %
-60%
% of All Funds
0.11%
New
41
Increased
42
Reduced
32
Closed
40
Calls
$1.67B
Puts
$1.61B
Net Calls
+$57.9M
Net Calls Change
+$237M
Name Holding Trade Value Shares
Change
Change in
Stake
LPL Financial
26
LPL Financial
California
$2.68M -$1.1M -4,405 -26%
TI
27
Tyrian Investments
New York
$2.19M -$399K -1,600 -14%
SSA
28
Schonfeld Strategic Advisors
New York
$1.78M +$2.01M +8,075 New
MTIM
29
Marathon Trading Investment Management
Pennsylvania
$1.75M +$100K +401 +5%
LPU
30
Lansdowne Partners (UK)
United Kingdom
$1.61M +$1.81M +7,273 New
IAA
31
Ironsides Asset Advisors
North Carolina
$1.54M +$1.74M +6,981 New
SM
32
SLS Management
New York
$1.53M -$1.27M -5,112 -42%
ICM
33
Ionic Capital Management
New York
$1.52M +$1.23M +4,938 +257%
ID
34
Integral Derivatives
New York
$1.37M +$1.54M +6,190 New
FAAS
35
First Allied Advisory Services
California
$1.33M +$1.5M +6,016 New
OC
36
Oppenheimer & Co
New York
$1.27M -$179K -716 -11%
CIBC World Market
37
CIBC World Market
Ontario, Canada
$1.25M +$1.41M +5,636 New
AFP
38
Ausdal Financial Partners
Iowa
$1.22M +$437K +1,752 +47%
SC
39
Sculptor Capital
New York
$1.13M +$267K +1,069 +26%
CG
40
Cutler Group
California
$1.09M -$2.14M -8,601 -63%
Renaissance Technologies
41
Renaissance Technologies
New York
$1.04M +$1.18M +4,725 New
JP Morgan Chase
42
JP Morgan Chase
New York
$983K -$5.81M -23,305 -84%
Manulife (Manufacturers Life Insurance)
43
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$981K +$417K +1,672 +60%
TSS
44
Two Sigma Securities
New York
$902K +$1.02M +4,086 New
N
45
Natixis
France
$854K +$964K +3,866 New
VKH
46
Virtu KCG Holdings
New York
$756K -$6.67M -26,742 -89%
ZDA
47
Zweig-DiMenna Associates
New York
$751K +$256K +1,025 +43%
AAP
48
Ardsley Advisory Partners
Connecticut
$718K +$655K +2,625 +420%
GF
49
Gabelli Funds
New York
$691K +$779K +3,125 New
SCM
50
Southport Capital Management
Tennessee
$662K -$45.4K -182 -6%

VXX Hedge Fund Activity: Q2 2016 in Review

123 of the 3,748 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 2016, worth a combined $899M — up 2.7% from $875M a quarter earlier.

Buyers outnumbered sellers: 41 funds opened new VXX positions and 40 closed out — a net gain of 1 holder — while 42 added to existing stakes and 32 trimmed.

The largest buyer was HBK Investments, opening a new position worth an estimated $106M. The largest seller was Barclays, cutting an estimated $61.3M.

  • 123 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q2 2016, up from 122 in Q1 2016.
  • Funds reported $899M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q2 2016, up 2.7% quarter-over-quarter.
  • 41 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q2 2016 and 40 closed out, a net change of +1 holder.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q2 2016 was HBK Investments, an estimated $106M added.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q2 2016 was Barclays, an estimated $61.3M sold.

Based on aggregated 13F filings for Q2 2016.