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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.

141 hedge funds and large institutions have $759M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2016 Q3 according to their latest regulatory filings, with 48 funds opening new positions, 63 increasing their positions, 21 reducing their positions, and 29 closing their positions.

New
Increased
Maintained
Reduced
Closed

200% more repeat investments, than reductions

Existing positions increased: 63 | Existing positions reduced: 21

100% more funds holding in top 10

Funds holding in top 10: 48 (+4)

66% more first-time investments, than exits

New positions opened: 48 | Existing positions closed: 29

15% more funds holding

Funds holding: 123141 (+18)

16% less capital invested

Capital invested by funds: $899M → $759M (-$140M)

26% less call options, than puts

Call options by funds: $1.85B | Put options by funds: $2.49B

Holders
141
Holders Change
+18
Holders Change %
+14.63%
% of All Funds
3.76%
Holding in Top 10
8
Holding in Top 10 Change
+4
Holding in Top 10 Change %
+100%
% of All Funds
0.21%
New
48
Increased
63
Reduced
21
Closed
29
Calls
$1.85B
Puts
$2.49B
Net Calls
-$638M
Net Calls Change
-$696M
Name Holding Trade Value Shares
Change
Change in
Stake
Wellington Management Group
26
Wellington Management Group
Massachusetts
$4.03M +$4.73M +29,575 New
CCI
27
Columbus Circle Investors
$3.92M +$4.59M +28,743 New
BCM
28
Bluefin Capital Management
New York
$3.65M +$70K +438 +2%
BNP Paribas Financial Markets
29
BNP Paribas Financial Markets
France
$3.41M +$3.73M +23,349 +1,373%
Wolverine Trading
30
Wolverine Trading
Illinois
$3.31M +$3.74M +23,398 New
VKH
31
Virtu KCG Holdings
New York
$3.12M +$3.12M +19,502 +570%
T
32
Tahithromos
New York
$3.08M +$3.62M +22,616 New
WAM
33
Wolverine Asset Management
Illinois
$3.08M +$3.61M +22,600 New
DT
34
Diversified Trust
Tennessee
$3.02M +$3.55M +22,193 New
LSC
35
Lesa Sroufe & Co
Washington
$2.89M +$3.39M +21,197 New
ICM
36
Ionic Capital Management
New York
$2.71M +$2.08M +12,985 +189%
OTC
37
Opera Trading Capital
France
$2.62M -$5.22M -32,628 -63%
PVH
38
Psagot Value Holdings
Israel
$2.27M +$2.36M +14,750 +782%
Group One Trading
39
Group One Trading
Illinois
$2.22M +$2.61M +16,300 New
FHAM
40
Folger Hill Asset Management
New York
$2.15M -$420K -2,625 -14%
TI
41
Tyrian Investments
New York
$2.14M +$927K +5,800 +58%
Nomura Holdings
42
Nomura Holdings
Japan
$1.88M +$2.2M +13,766 New
IAA
43
Ironsides Asset Advisors
North Carolina
$1.43M +$566K +3,542 +51%
CC
44
CQS Cayman
Cayman Islands
$1.4M +$1.41M +8,828 +621%
ZDA
45
Zweig-DiMenna Associates
New York
$1.32M +$1.01M +6,305 +185%
FAAS
46
First Allied Advisory Services
California
$1.13M +$364K +2,277 +38%
Royal Bank of Canada
47
Royal Bank of Canada
Ontario, Canada
$1.07M +$1.04M +6,527 +495%
SB
48
Suntrust Banks
Georgia
$1.02M +$899K +5,625 +300%
HCM
49
Highlander Capital Management
New Jersey
$920K +$1.08M +6,750 New
Capstone Investment Advisors
50
Capstone Investment Advisors
New York
$883K +$1.04M +6,480 New

VXX Hedge Fund Activity: Q3 2016 in Review

141 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 Q3 2016, worth a combined $759M — down 16% from $899M a quarter earlier.

Buyers outnumbered sellers: 48 funds opened new VXX positions and 29 closed out — a net gain of 19 holders — while 63 added to existing stakes and 21 trimmed.

The largest buyer was Barclays, adding an estimated $154M. The largest seller was SG Americas Securities, cutting an estimated $44.4M.

  • 141 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q3 2016, up from 123 in Q2 2016.
  • Funds reported $759M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q3 2016, down 16% quarter-over-quarter.
  • 48 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q3 2016 and 29 closed out, a net change of +19 holders.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q3 2016 was Barclays, an estimated $154M added.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q3 2016 was SG Americas Securities, an estimated $44.4M sold.

Based on aggregated 13F filings for Q3 2016.