We are live on ! Find out more
VXX

iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019

Delisted

VXX was delisted on the 29th of January, 2019.

141 hedge funds and large institutions have $759M invested in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in 2016 Q3 according to their latest regulatory filings, with 48 funds opening new positions, 63 increasing their positions, 21 reducing their positions, and 29 closing their positions.

New
Increased
Maintained
Reduced
Closed

200% more repeat investments, than reductions

Existing positions increased: 63 | Existing positions reduced: 21

100% more funds holding in top 10

Funds holding in top 10: 48 (+4)

66% more first-time investments, than exits

New positions opened: 48 | Existing positions closed: 29

15% more funds holding

Funds holding: 123141 (+18)

16% less capital invested

Capital invested by funds: $899M → $759M (-$140M)

26% less call options, than puts

Call options by funds: $1.85B | Put options by funds: $2.49B

Holders
141
Holders Change
+18
Holders Change %
+14.63%
% of All Funds
3.76%
Holding in Top 10
8
Holding in Top 10 Change
+4
Holding in Top 10 Change %
+100%
% of All Funds
0.21%
New
48
Increased
63
Reduced
21
Closed
29
Calls
$1.85B
Puts
$2.49B
Net Calls
-$638M
Net Calls Change
-$696M
Name Holding Trade Value Shares
Change
Change in
Stake
Barclays
1
Barclays
United Kingdom
$313M +$154M +962,841 +72%
Susquehanna International Group
2
Susquehanna International Group
Pennsylvania
$56.3M +$60.9M +381,219 +1,184%
Goldman Sachs
3
Goldman Sachs
New York
$49.4M +$36.6M +229,038 +171%
HI
4
HBK Investments
Texas
$44.9M -$15.4M -96,569 -23%
Citadel Advisors
5
Citadel Advisors
Florida
$20.3M -$10.9M -67,898 -31%
PP
6
Paloma Partners
Connecticut
$18.4M +$15.9M +99,223 +275%
PGCM
7
Prescott Group Capital Management
Oklahoma
$15.2M +$12.8M +80,000 +251%
Morgan Stanley
8
Morgan Stanley
New York
$13.8M +$10.7M +66,805 +195%
UBS Group
9
UBS Group
Switzerland
$12.3M +$9.46M +59,199 +192%
VF
10
Virtu Financial
New York
$11.4M +$13.4M +83,552 New
LCM
11
Lomas Capital Management
New York
$11M +$4.98M +31,171 +63%
SG Americas Securities
12
SG Americas Securities
New York
$10.4M -$44.4M -278,022 -78%
IA
13
IndexIQ Advisors
New York
$10.3M +$2.22M +13,902 +22%
GP
14
GLG Partners
United Kingdom
$10.3M +$4.22M +26,373 +53%
Parallax Volatility Advisers
15
Parallax Volatility Advisers
California
$9.31M +$10.9M +68,306 New
Jane Street
16
Jane Street
New York
$8.65M -$20.4M -127,790 -67%
CA
17
Commerzbank Aktiengesellschaft
Germany
$8.41M +$9.61M +60,126 +3,837%
HM
18
HealthCor Management
New York
$6.81M +$7.99M +50,000 New
QIM
19
Quantitative Investment Management
Virginia
$6.77M +$7.94M +49,700 New
FG
20
Formula Growth
Quebec, Canada
$6.13M +$7.19M +45,000 New
IAS
21
IMA Advisory Services
Colorado
$5.65M +$6.63M +41,465 New
UOC
22
UBS O'Connor
Illinois
$5.47M +$6.41M +40,110 New
Tudor Investment Corp
23
Tudor Investment Corp
Connecticut
$5.32M +$6.24M +39,057 New
Millennium Management
24
Millennium Management
New York
$4.67M +$2.8M +17,498 +104%
LPL Financial
25
LPL Financial
California
$4.52M +$3.33M +20,855 +166%

VXX Hedge Fund Activity: Q3 2016 in Review

141 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 Q3 2016, worth a combined $759M — down 16% from $899M a quarter earlier.

Buyers outnumbered sellers: 48 funds opened new VXX positions and 29 closed out — a net gain of 19 holders — while 63 added to existing stakes and 21 trimmed.

The largest buyer was Barclays, adding an estimated $154M. The largest seller was SG Americas Securities, cutting an estimated $44.4M.

  • 141 institutional investors held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) as of Q3 2016, up from 123 in Q2 2016.
  • Funds reported $759M of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 stock for Q3 2016, down 16% quarter-over-quarter.
  • 48 funds opened new iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 positions in Q3 2016 and 29 closed out, a net change of +19 holders.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 buyer in Q3 2016 was Barclays, an estimated $154M added.
  • The largest iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 seller in Q3 2016 was SG Americas Securities, an estimated $44.4M sold.

Based on aggregated 13F filings for Q3 2016.