We are live on ! Find out more
VXX

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

Delisted

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

121 hedge funds and large institutions have $882M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2017 Q3 according to their latest regulatory filings, with 28 funds opening new positions, 42 increasing their positions, 38 reducing their positions, and 45 closing their positions.

New
Increased
Maintained
Reduced
Closed

11% more repeat investments, than reductions

Existing positions increased: 42 | Existing positions reduced: 38

8% more capital invested

Capital invested by funds: $816M → $882M (+$65.8M)

0% more funds holding in top 10

Funds holding in top 10: 22 (0)

10% less call options, than puts

Call options by funds: $2.61B | Put options by funds: $2.89B

14% less funds holding

Funds holding: 141121 (-20)

38% less first-time investments, than exits

New positions opened: 28 | Existing positions closed: 45

Holders
121
Holders Change
-20
Holders Change %
-14.18%
% of All Funds
3.02%
Holding in Top 10
2
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.05%
New
28
Increased
42
Reduced
38
Closed
45
Calls
$2.61B
Puts
$2.89B
Net Calls
-$285M
Net Calls Change
-$270M
Name Holding Trade Value Shares
Change
Change in
Stake
CA
26
Commerzbank Aktiengesellschaft
Germany
$4.94M -$798K -17,191 -12%
VF
27
Virtu Financial
New York
$4.2M +$4.98M +107,245 New
Balyasny Asset Management
28
Balyasny Asset Management
Illinois
$3.92M +$4.64M +100,000 New
SM
29
SLS Management
New York
$3.09M +$1.18M +25,525 +48%
JG
30
Jefferies Group
New York
$2.81M -$56.9K -1,226 -2%
TPW
31
Tiller Private Wealth
Pennsylvania
$2.59M +$79.8K +1,720 +3%
TRCT
32
Tower Research Capital (TRC)
New York
$2.56M -$1.95M -41,932 -39%
Group One Trading
33
Group One Trading
Illinois
$2.24M +$2.22M +47,718 +501%
BC
34
Boxer Capital
California
$1.96M -$580K -12,500 -20%
SSA
35
Schonfeld Strategic Advisors
New York
$1.89M +$1.83M +39,518 +452%
SB
36
Suntrust Banks
Georgia
$1.85M +$859K +18,500 +65%
LPU
37
Lansdowne Partners (UK)
United Kingdom
$1.79M -$4.14M -89,292 -66%
RA
38
Raffles Associates
New York
$1.72M +$290K +6,250 +17%
KIP
39
Kayak Investment Partners
California
$1.65M +$1.96M +42,200 New
Goldman Sachs
40
Goldman Sachs
New York
$1.65M -$17.2M -370,751 -90%
ACM
41
Avalon Capital Management
California
$1.61M +$1.91M +41,184 New
WAM
42
Wolverine Asset Management
Illinois
$1.45M +$1.72M +36,967 New
Macquarie Group
43
Macquarie Group
Australia
$1.27M -$651K -14,027 -30%
JFGLC
44
Johnson Financial Group LLC (Colorado)
Colorado
$1.27M +$1.32M +28,478 +717%
PP
45
Paloma Partners
Connecticut
$1.26M +$676K +14,560 +83%
Fiera Capital (Canada)
46
Fiera Capital (Canada)
Quebec, Canada
$1.23M
LPL Financial
47
LPL Financial
California
$1.13M +$214K +4,600 +19%
PAS
48
Partnervest Advisory Services
California
$1.06M +$569K +12,249 +83%
LJAC
49
L.J. Altfest & Co
New York
$1.03M +$1.22M +26,194 New
UOC
50
UBS O'Connor
Illinois
$988K -$2.31M -49,800 -66%

VXX Hedge Fund Activity: Q3 2017 in Review

121 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 Q3 2017, worth a combined $882M — up 8.1% from $816M a quarter earlier.

Sellers outnumbered buyers: 45 funds closed out of VXX and 28 opened new positions — a net loss of 17 holders — while 38 trimmed existing stakes and 42 added.

The largest buyer was Barclays, adding an estimated $103M. The largest seller was Susquehanna International Group, exiting entirely with an estimated $43.1M sold.

  • 121 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q3 2017, down from 141 in Q2 2017.
  • Funds reported $882M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q3 2017, up 8.1% quarter-over-quarter.
  • 28 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q3 2017 and 45 closed out, a net change of -17 holders.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q3 2017 was Barclays, an estimated $103M added.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q3 2017 was Susquehanna International Group, an estimated $43.1M sold.

Based on aggregated 13F filings for Q3 2017.