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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.

123 hedge funds and large institutions have $899M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2016 Q2 according to their latest regulatory filings, with 41 funds opening new positions, 42 increasing their positions, 32 reducing their positions, and 40 closing their positions.

New
Increased
Maintained
Reduced
Closed

31% more repeat investments, than reductions

Existing positions increased: 42 | Existing positions reduced: 32

4% more call options, than puts

Call options by funds: $1.67B | Put options by funds: $1.61B

3% more capital invested

Capital invested by funds: $875M → $899M (+$23.5M)

3% more first-time investments, than exits

New positions opened: 41 | Existing positions closed: 40

1% more funds holding

Funds holding: 122123 (+1)

60% less funds holding in top 10

Funds holding in top 10: 104 (-6)

Holders
123
Holders Change
+1
Holders Change %
+0.82%
% of All Funds
3.28%
Holding in Top 10
4
Holding in Top 10 Change
-6
Holding in Top 10 Change %
-60%
% of All Funds
0.11%
New
41
Increased
42
Reduced
32
Closed
40
Calls
$1.67B
Puts
$1.61B
Net Calls
+$57.9M
Net Calls Change
+$237M
Name Holding Trade Value Shares
Change
Change in
Stake
FTUS
126
Flow Traders U.S.
New York
-$9.16M -32,495 Closed
LCM
127
Laurion Capital Management
New York
-$9.04M -32,081 Closed
CCI
128
Columbus Circle Investors
-$7.53M -26,722 Closed
WAM
129
Wolverine Asset Management
Illinois
-$6.1M -24,453 Closed
VP
130
Value Partners
Hong Kong
-$5.91M -20,950 Closed
CANY
131
Caxton Associates (New York)
New York
-$4.44M -17,813 Closed
Walleye Trading
132
Walleye Trading
New York
-$3.9M -15,630 Closed
ZBI
133
Ziff Brothers Investments
New York
-$4.41M -15,625 Closed
VW
134
Vantage Wealth
California
-$4.31M -15,288 Closed
Fidelity Investments
135
Fidelity Investments
Massachusetts
-$4.14M -14,488 Closed
MCM
136
Moore Capital Management
New York
-$3.12M -12,500 Closed
GIM
137
Guild Investment Management
California
-$2.88M -10,208 Closed
MCM
138
MKP Capital Management
New York
-$2.64M -9,375 Closed
CT
139
CMT Trading
Illinois
-$2.64M -9,365 Closed
CCMG
140
Clark Capital Management Group
Pennsylvania
-$2.22M -7,863 Closed
SPL
141
Smart Portfolios LLC
Washington
-$1.93M -7,715 Closed
VF
142
Virtu Financial
New York
-$2.12M -7,525 Closed
Parallax Volatility Advisers
143
Parallax Volatility Advisers
California
-$1.14M -4,573 Closed
PA
144
Perceptive Advisors
New York
-$1.06M -3,750 Closed
NCA
145
New Century Advisors
Maryland
-$881K -3,125 Closed
TRCT
146
Tower Research Capital (TRC)
New York
-$810K -2,873 Closed
AIG
147
American International Group
New York
-$796K -2,823 Closed
Nomura Holdings
148
Nomura Holdings
Japan
-$803K -2,803 Closed
Group One Trading
149
Group One Trading
Illinois
-$631K -2,530 Closed
TDC
150
Thompson Davis & Co
Virginia
-$624K -2,213 Closed

VXX Hedge Fund Activity: Q2 2016 in Review

123 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 Q2 2016, worth a combined $899M — up 2.7% from $875M a quarter earlier.

Buyers outnumbered sellers: 41 funds opened new VXX positions and 40 closed out — a net gain of 1 holder — while 42 added to existing stakes and 32 trimmed.

The largest buyer was HBK Investments, opening a new position worth an estimated $106M. The largest seller was Barclays, cutting an estimated $61.3M.

  • 123 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q2 2016, up from 122 in Q1 2016.
  • Funds reported $899M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q2 2016, up 2.7% quarter-over-quarter.
  • 41 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q2 2016 and 40 closed out, a net change of +1 holder.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q2 2016 was HBK Investments, an estimated $106M added.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q2 2016 was Barclays, an estimated $61.3M sold.

Based on aggregated 13F filings for Q2 2016.