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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
PIMJS
126
PKO Investment Management Joint-Stock
Poland
-$4.13M -81,000 Closed
PCM
127
Pennant Capital Management
New Jersey
-$3.19M -62,500 Closed
DT
128
Diversified Trust
Tennessee
-$3M -58,676 Closed
PM
129
Precept Management
Texas
-$1.28M -25,000 Closed
CA
130
Cornerstone Advisory
Maryland
-$1.21M -23,625 Closed
CS
131
Credit Suisse
Switzerland
-$498K -9,764 Closed
TSS
132
Two Sigma Securities
New York
-$493K -9,660 Closed
WMSA
133
Weiss Multi-Strategy Advisers
New York
-$472K -9,250 Closed
GIM
134
Guardian Investment Management
California
-$672K -9,178 Closed
GPCM
135
Granite Point Capital Management
Massachusetts
-$319K -6,250 Closed
NMC
136
Nine Masts Capital
Hong Kong
-$297K -5,818 Closed
ACM
137
Adalta Capital Management
New York
-$296K -5,796 Closed
AR
138
Advisory Research
Illinois
-$269K -5,267 Closed
GP
139
GLG Partners
United Kingdom
-$226K -4,427 Closed
Lido Advisors
140
Lido Advisors
California
-$205K -4,013 Closed
IG
141
ING Group
Netherlands
-$179K -3,500 Closed
SBIA
142
Sheaff Brock Investment Advisors
Indiana
-$168K -3,300 Closed
FA
143
FCG Advisors
New Jersey
-$166K -3,243 Closed
AAS
144
Annex Advisory Services
Wisconsin
-$153K -3,000 Closed
WSCM
145
Wellington Shields Capital Management
New York
-$152K -2,975 Closed
Cetera Investment Advisers
146
Cetera Investment Advisers
Illinois
-$149K -2,906 Closed
Cambridge Investment Research Advisors
147
Cambridge Investment Research Advisors
Iowa
-$147K -2,878 Closed
SCM
148
Southport Capital Management
Tennessee
-$133K -2,596 Closed
AGM
149
Alpine Global Management
New York
-$128K -2,500 Closed
ACS
150
Archford Capital Strategies
Illinois
-$128K -2,500 Closed

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.