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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 $921M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2014 Q2 according to their latest regulatory filings, with 45 funds opening new positions, 30 increasing their positions, 25 reducing their positions, and 28 closing their positions.

New
Increased
Maintained
Reduced
Closed

61% more first-time investments, than exits

New positions opened: 45 | Existing positions closed: 28

20% more repeat investments, than reductions

Existing positions increased: 30 | Existing positions reduced: 25

16% more funds holding

Funds holding: 104121 (+17)

17% less funds holding in top 10

Funds holding in top 10: 1210 (-2)

30% less capital invested

Capital invested by funds: $1.31B → $921M (-$386M)

51% less call options, than puts

Call options by funds: $1.76B | Put options by funds: $3.57B

Holders
121
Holders Change
+17
Holders Change %
+16.35%
% of All Funds
3.48%
Holding in Top 10
10
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-16.67%
% of All Funds
0.29%
New
45
Increased
30
Reduced
25
Closed
28
Calls
$1.76B
Puts
$3.57B
Net Calls
-$1.81B
Net Calls Change
+$1.8B
Name Holding Trade Value Shares
Change
Change in
Stake
Barclays
1
Barclays
United Kingdom
$504M -$20.1M -34,495 -3%
Deutsche Bank
2
Deutsche Bank
Germany
$53.7M +$31.5M +54,037 +85%
BNP Paribas Financial Markets
3
BNP Paribas Financial Markets
France
$44.5M +$11.7M +20,023 +26%
Jane Street
4
Jane Street
New York
$31.3M +$31M +53,115 +346%
VF
5
Virtu Financial
New York
$30.3M +$38.5M +66,128 New
HI
6
HBK Investments
Texas
$29.8M +$27.1M +46,547 +252%
Bank of America
7
Bank of America
North Carolina
$26.2M +$8.69M +14,911 +35%
Nomura Holdings
8
Nomura Holdings
Japan
$16.8M +$14.1M +24,228 +195%
QIM
9
Quantitative Investment Management
Virginia
$14.4M +$18.4M +31,531 New
QCM
10
QFR Capital Management
New York
$11.3M +$14.4M +24,688 New
MTIM
11
Marathon Trading Investment Management
Pennsylvania
$10.5M -$3.31M -5,685 -20%
PSC
12
Piper Sandler & Co
Minnesota
$9.92M +$12.6M +21,688 New
SG Americas Securities
13
SG Americas Securities
New York
$9.61M +$12.2M +21,008 New
HHC
14
Hutchin Hill Capital
New York
$8.58M +$10.9M +18,750 New
HighTower Advisors
15
HighTower Advisors
Illinois
$8.3M +$10.6M +18,145 New
SO
16
STRS Ohio
Ohio
$7.62M
GC
17
Guggenheim Capital
Illinois
$7.58M +$9.56M +16,406 New
SM
18
SLS Management
New York
$6.29M +$8.01M +13,750 New
Millennium Management
19
Millennium Management
New York
$5.58M +$2.87M +4,932 +68%
FTUS
20
Flow Traders U.S.
New York
$5.42M +$6.9M +11,844 New
GIM
21
Guild Investment Management
California
$5.36M +$6.83M +11,719 New
CA
22
Commerzbank Aktiengesellschaft
Germany
$3.89M +$1.65M +2,830 +50%
AC
23
Argentiere Capital
Switzerland
$3.72M +$4.74M +8,125 New
CT
24
CMT Trading
Illinois
$3.53M +$3.84M +6,597 +591%
ECM
25
Empire Capital Management
Connecticut
$3.15M +$4.01M +6,875 New

VXX Hedge Fund Activity: Q2 2014 in Review

121 of the 3,479 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 2014, worth a combined $921M — down 30% from $1.31B a quarter earlier.

Buyers outnumbered sellers: 45 funds opened new VXX positions and 28 closed out — a net gain of 17 holders — while 30 added to existing stakes and 25 trimmed.

The largest buyer was Virtu Financial, opening a new position worth an estimated $38.5M. The largest seller was Susquehanna International Group, cutting an estimated $49.6M.

  • 121 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q2 2014, up from 104 in Q1 2014.
  • Funds reported $921M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q2 2014, down 30% quarter-over-quarter.
  • 45 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q2 2014 and 28 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 Q2 2014 was Virtu Financial, an estimated $38.5M added.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q2 2014 was Susquehanna International Group, an estimated $49.6M sold.

Based on aggregated 13F filings for Q2 2014.