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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 $816M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2017 Q2 according to their latest regulatory filings, with 39 funds opening new positions, 49 increasing their positions, 30 reducing their positions, and 29 closing their positions.

New
Increased
Maintained
Reduced
Closed

100% more funds holding in top 10

Funds holding in top 10: 12 (+1)

86% more capital invested

Capital invested by funds: $439M → $816M (+$376M)

63% more repeat investments, than reductions

Existing positions increased: 49 | Existing positions reduced: 30

34% more first-time investments, than exits

New positions opened: 39 | Existing positions closed: 29

8% more funds holding

Funds holding: 131141 (+10)

1% less call options, than puts

Call options by funds: $1.41B | Put options by funds: $1.42B

Holders
141
Holders Change
+10
Holders Change %
+7.63%
% of All Funds
3.52%
Holding in Top 10
2
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+100%
% of All Funds
0.05%
New
39
Increased
49
Reduced
30
Closed
29
Calls
$1.41B
Puts
$1.42B
Net Calls
-$15.1M
Net Calls Change
+$4.21B
Name Holding Trade Value Shares
Change
Change in
Stake
UOC
26
UBS O'Connor
Illinois
$3.83M +$1.19M +20,625 +38%
JG
27
Jefferies Group
New York
$3.72M -$1.11M -19,147 -21%
TPW
28
Tiller Private Wealth
Pennsylvania
$3.29M +$388K +6,720 +12%
BC
29
Boxer Capital
California
$3.19M +$3.61M +62,500 New
PCM
30
Pennant Capital Management
New Jersey
$3.19M +$3.61M +62,500 New
DT
31
Diversified Trust
Tennessee
$3M +$460K +7,965 +16%
SM
32
SLS Management
New York
$2.72M +$1.54M +26,650 +100%
Citigroup
33
Citigroup
New York
$2.69M +$2.55M +44,130 +509%
Macquarie Group
34
Macquarie Group
Australia
$2.37M +$2.66M +46,087 +11,787%
BFM
35
Boothbay Fund Management
New York
$2.21M +$2.5M +43,306 New
JP Morgan Chase
36
JP Morgan Chase
New York
$1.97M +$2.23M +38,586 New
Bank of Montreal
37
Bank of Montreal
Ontario, Canada
$1.94M +$2.15M +37,170 +4,430%
RA
38
Raffles Associates
New York
$1.91M
FPF
39
FNY Partners Fund
New York
$1.82M +$1.99M +34,500 +3,067%
Fiera Capital (Canada)
40
Fiera Capital (Canada)
Quebec, Canada
$1.59M +$361K +6,250 +25%
Royal Bank of Canada
41
Royal Bank of Canada
Ontario, Canada
$1.57M +$1.6M +27,616 +877%
SB
42
Suntrust Banks
Georgia
$1.46M +$860K +14,875 +108%
PM
43
Precept Management
Texas
$1.28M +$1.08M +18,750 +300%
LPL Financial
44
LPL Financial
California
$1.24M -$20.3K -351 -1%
CA
45
Cornerstone Advisory
Maryland
$1.21M +$1.22M +21,125 +845%
Millennium Management
46
Millennium Management
New York
$1.06M -$13.6M -235,242 -92%
BFEC
47
Benjamin F. Edwards & Company
Missouri
$1.02M +$71.6K +1,238 +7%
PP
48
Paloma Partners
Connecticut
$900K -$5.53M -95,665 -84%
ID
49
Integral Derivatives
New York
$809K +$917K +15,856 New
IAA
50
Ironsides Asset Advisors
North Carolina
$771K +$236K +4,088 +37%

VXX Hedge Fund Activity: Q2 2017 in Review

141 of the 4,011 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 2017, worth a combined $816M — up 86% from $439M a quarter earlier.

Buyers outnumbered sellers: 39 funds opened new VXX positions and 29 closed out — a net gain of 10 holders — while 49 added to existing stakes and 30 trimmed.

The largest buyer was Barclays, adding an estimated $372M. The largest seller was Passport Capital, exiting entirely with an estimated $38.2M sold.

  • 141 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q2 2017, up from 131 in Q1 2017.
  • Funds reported $816M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q2 2017, up 86% quarter-over-quarter.
  • 39 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q2 2017 and 29 closed out, a net change of +10 holders.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q2 2017 was Barclays, an estimated $372M added.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q2 2017 was Passport Capital, an estimated $38.2M sold.

Based on aggregated 13F filings for Q2 2017.