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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.

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
BNP Paribas Financial Markets
51
BNP Paribas Financial Markets
France
$953K +$1.03M +22,269 +1,084%
NSIM
52
North Star Investment Management
Illinois
$914K +$888K +19,123 +457%
Creative Planning
53
Creative Planning
Kansas
$721K +$426K +9,171 +99%
OC
54
Oppenheimer & Co
New York
$658K +$640K +13,797 +461%
CCI
55
Columbus Circle Investors
$621K +$736K +15,845 New
IAA
56
Ironsides Asset Advisors
North Carolina
$586K -$7.01K -151 -1%
LTFS
57
Ladenburg Thalmann Financial Services
Florida
$562K +$437K +9,413 +191%
BFM
58
Boothbay Fund Management
New York
$522K -$1.39M -29,994 -69%
ID
59
Integral Derivatives
New York
$519K -$121K -2,612 -16%
CTC
60
Chai Trust Company
Illinois
$490K
JP Morgan Chase
61
JP Morgan Chase
New York
$476K -$1.24M -26,658 -69%
MTIM
62
Marathon Trading Investment Management
Pennsylvania
$459K +$543K +11,701 New
JT
63
Jump Trading
Illinois
$457K +$432K +9,307 +395%
AG
64
Advisor Group
Arizona
$430K +$217K +4,682 +74%
CIBC World Market
65
CIBC World Market
Ontario, Canada
$405K -$121K -2,606 -20%
MS
66
Maven Securities
Jersey
$338K +$395K +8,500 New
HJMC
67
Hellman Jordan Management Company
Massachusetts
$332K -$18.3K -394 -4%
PAG
68
Private Advisor Group
New Jersey
$325K +$151K +3,244 +61%
ICM
69
Ionic Capital Management
New York
$323K +$356K +7,670 +1,348%
PFM
70
Premier Fund Managers
United Kingdom
$313K +$116K +2,499 +47%
FAAS
71
First Allied Advisory Services
California
$312K +$8.68K +187 +2%
SC
72
Scotia Capital
Ontario, Canada
$290K +$119K +2,559 +53%
HIIFS
73
Harel Insurance Investments & Financial Services
Israel
$282K +$287K +6,187 +611%
WIM
74
Westside Investment Management
California
$278K +$335K +7,225 +5,780%
FHA
75
Flagship Harbor Advisors
Massachusetts
$257K +$101K +2,174 +47%

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.