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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 $769M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2013 Q3 according to their latest regulatory filings, with 46 funds opening new positions, 35 increasing their positions, 24 reducing their positions, and 17 closing their positions.

New
Increased
Maintained
Reduced
Closed

200% more funds holding in top 10

Funds holding in top 10: 39 (+6)

171% more first-time investments, than exits

New positions opened: 46 | Existing positions closed: 17

46% more repeat investments, than reductions

Existing positions increased: 35 | Existing positions reduced: 24

29% more funds holding

Funds holding: 94121 (+27)

22% less capital invested

Capital invested by funds: $983M → $769M (-$214M)

53% less call options, than puts

Call options by funds: $763M | Put options by funds: $1.61B

Holders
121
Holders Change
+27
Holders Change %
+28.72%
% of All Funds
3.92%
Holding in Top 10
9
Holding in Top 10 Change
+6
Holding in Top 10 Change %
+200%
% of All Funds
0.29%
New
46
Increased
35
Reduced
24
Closed
17
Calls
$763M
Puts
$1.61B
Net Calls
-$848M
Net Calls Change
+$206M
Name Holding Trade Value Shares
Change
Change in
Stake
Barclays
1
Barclays
United Kingdom
$280M +$14.3M +14,275 +5%
FTUS
2
Flow Traders U.S.
New York
$55M +$58.6M +58,499 New
Walleye Trading
3
Walleye Trading
New York
$39.4M +$42M +41,894 New
HI
4
HBK Investments
Texas
$33.9M +$679K +677 +2%
Goldman Sachs
5
Goldman Sachs
New York
$30.6M -$60.2M -60,100 -65%
Deutsche Bank
6
Deutsche Bank
Germany
$30.4M +$15.6M +15,583 +93%
U
7
UBS
Switzerland
$27.1M +$5.7M +5,687 +25%
AssetMark Inc
8
AssetMark Inc
California
$27.1M +$28.9M +28,815 New
SO
9
STRS Ohio
Ohio
$21.5M
ICM
10
Ionic Capital Management
New York
$18.9M -$17.6M -17,576 -47%
SFM
11
Soros Fund Management
New York
$14.7M +$15.7M +15,625 New
VF
12
Virtu Financial
New York
$13.3M +$11.4M +11,340 +403%
DS
13
DRW Securities
Illinois
$13M +$15.8M +15,722 New
IAS
14
IMA Advisory Services
Colorado
$10.9M +$11.6M +11,571 New
SIM
15
Sterling Investment Management
Arizona
$10.3M +$8.02M +8,006 +273%
EMG
16
Ellington Management Group
Connecticut
$8.98M +$9.57M +9,550 New
JP Morgan Chase
17
JP Morgan Chase
New York
$8.22M +$7.55M +7,533 +624%
MTIM
18
Marathon Trading Investment Management
Pennsylvania
$7.64M +$2.04M +2,031 New
HSBC Holdings
19
HSBC Holdings
United Kingdom
$6.62M -$3.95M -3,943 -36%
CS
20
Credit Suisse
Switzerland
$6.02M +$6.06M +6,046 +1,708%
Millennium Management
21
Millennium Management
New York
$5.73M +$4.21M +4,205 +223%
Group One Trading
22
Group One Trading
Illinois
$5.4M +$5.76M +5,743 New
HighTower Advisors
23
HighTower Advisors
Illinois
$5.11M +$5.44M +5,427 New
CA
24
Commerzbank Aktiengesellschaft
Germany
$4.91M +$1.05M +1,047 +25%
Allianz Asset Management
25
Allianz Asset Management
Germany
$4.41M +$4.7M +4,688 New

VXX Hedge Fund Activity: Q3 2013 in Review

121 of the 3,085 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 2013, worth a combined $769M — down 22% from $983M a quarter earlier.

Buyers outnumbered sellers: 46 funds opened new VXX positions and 17 closed out — a net gain of 29 holders — while 35 added to existing stakes and 24 trimmed.

The largest buyer was Flow Traders U.S., opening a new position worth an estimated $58.6M. The largest seller was Goldman Sachs, cutting an estimated $60.2M.

  • 121 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q3 2013, up from 94 in Q2 2013.
  • Funds reported $769M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q3 2013, down 22% quarter-over-quarter.
  • 46 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q3 2013 and 17 closed out, a net change of +29 holders.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q3 2013 was Flow Traders U.S., an estimated $58.6M added.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q3 2013 was Goldman Sachs, an estimated $60.2M sold.

Based on aggregated 13F filings for Q3 2013.