iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
70 hedge funds and large institutions have $184M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2023 Q2 according to their latest regulatory filings, with 30 funds opening new positions, 21 increasing their positions, 10 reducing their positions, and 18 closing their positions.
110% more repeat investments, than reductions
Existing positions increased: 21 | Existing positions reduced: 10
67% more first-time investments, than exits
New positions opened: 30 | Existing positions closed: 18
21% more funds holding
Funds holding: 58 → 70 (+12)
3% less call options, than puts
Call options by funds: $249M | Put options by funds: $256M
7.42% less ownership
Funds ownership: 18.65% → 11.23% (-7.4%)
21% less capital invested
Capital invested by funds: $232M → $184M (-$48M)
50% less funds holding in top 10
Funds holding in top 10: 2 → 1 (-1)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Millennium Management
New York
|
+$35.2M |
| 2 |
Jane Street
New York
|
+$30.7M |
| 3 |
HighTower Advisors
Chicago,
Illinois
|
+$19.9M |
| 4 |
NYLIM
New York Life Investment Management
New York
|
+$9.2M |
| 5 |
TF
Trek Financial
Scottsdale,
Arizona
|
+$8.95M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$71.2M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$8.69M |
| 3 |
JC
JBF Capital
Aspen,
Colorado
|
-$8.08M |
| 4 |
Walleye Trading
New York
|
-$1.48M |
| 5 |
CF
Centaurus Financial
Anaheim,
California
|
-$1.15M |
VXX Hedge Fund Activity: Q2 2023 in Review
70 of the 6,369 institutional investors tracked by Wall St. Rank reported a position in iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) for Q2 2023, worth a combined $184M — down 21% from $232M a quarter earlier.
Buyers outnumbered sellers: 30 funds opened new VXX positions and 18 closed out — a net gain of 12 holders — while 21 added to existing stakes and 10 trimmed.
The largest buyer was Millennium Management, adding an estimated $35.2M. The largest seller was Barclays, cutting an estimated $71.2M.
- 70 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q2 2023, up from 58 in Q1 2023.
- Funds reported $184M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q2 2023, down 21% quarter-over-quarter.
- 30 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q2 2023 and 18 closed out, a net change of +12 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q2 2023 was Millennium Management, an estimated $35.2M added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q2 2023 was Barclays, an estimated $71.2M sold.
Based on aggregated 13F filings for Q2 2023.