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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
PAS
51
Partnervest Advisory Services
California
$750K +$264K +4,575 +45%
VKH
52
Virtu KCG Holdings
New York
$700K +$20.9K +361 +3%
GIM
53
Guardian Investment Management
California
$672K +$867 +15 +0.2%
CIBC World Market
54
CIBC World Market
Ontario, Canada
$661K -$17.7K -307 -2%
CTC
55
Chai Trust Company
Illinois
$638K +$723K +12,500 New
CS
56
Credit Suisse
Switzerland
$498K -$2.73M -47,248 -83%
TSS
57
Two Sigma Securities
New York
$493K +$558K +9,660 New
Group One Trading
58
Group One Trading
Illinois
$486K -$1.59M -27,556 -74%
WMSA
59
Weiss Multi-Strategy Advisers
New York
$472K +$376K +6,500 +236%
Creative Planning
60
Creative Planning
Kansas
$470K +$148K +2,555 +38%
HJMC
61
Hellman Jordan Management Company
Massachusetts
$452K +$513K +8,875 New
SSA
62
Schonfeld Strategic Advisors
New York
$447K +$325K +5,625 +180%
PFM
63
Premier Fund Managers
United Kingdom
$406K
FAAS
64
First Allied Advisory Services
California
$398K +$450K +7,788 New
AG
65
Advisor Group
Arizona
$323K +$127K +2,200 +53%
EP
66
Elkhorn Partners
Nebraska
$320K +$5.78K +100 +2%
GPCM
67
Granite Point Capital Management
Massachusetts
$319K +$361K +6,250 New
BCA
68
Benchmark Capital Advisors
New York
$315K +$21.7K +375 +6%
SI
69
Sprott Inc
Ontario, Canada
$313K
NMC
70
Nine Masts Capital
Hong Kong
$297K +$336K +5,818 New
ACM
71
Adalta Capital Management
New York
$296K +$335K +5,796 New
PAG
72
Private Advisor Group
New Jersey
$272K +$66.5K +1,150 +27%
AR
73
Advisory Research
Illinois
$269K +$304K +5,267 New
HCM
74
Highlander Capital Management
New Jersey
$258K -$282K -4,875 -49%
LTFS
75
Ladenburg Thalmann Financial Services
Florida
$251K -$88.9K -1,537 -24%

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.