iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
71 hedge funds and large institutions have $228M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2022 Q3 according to their latest regulatory filings, with 17 funds opening new positions, 18 increasing their positions, 19 reducing their positions, and 25 closing their positions.
0.47% less ownership
Funds ownership: 2.86% → 2.39% (-0.47%)
5% less repeat investments, than reductions
Existing positions increased: 18 | Existing positions reduced: 19
10% less funds holding
Funds holding: 79 → 71 (-8)
17% less call options, than puts
Call options by funds: $311M | Put options by funds: $373M
19% less capital invested
Capital invested by funds: $283M → $228M (-$55M)
32% less first-time investments, than exits
New positions opened: 17 | Existing positions closed: 25
50% less funds holding in top 10
Funds holding in top 10: 2 → 1 (-1)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Citadel Advisors
Miami,
Florida
|
+$11M |
| 2 |
CA
CoreCap Advisors
Southfield,
Michigan
|
+$9.24M |
| 3 |
SG Americas Securities
New York
|
+$8.13M |
| 4 |
IMC Chicago
Chicago,
Illinois
|
+$5.86M |
| 5 |
DIG
DeepCurrents Investment Group
New York
|
+$4.85M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
HF
HRT Financial
New York
|
-$33.1M |
| 2 |
Barclays
London,
United Kingdom
|
-$31.9M |
| 3 |
RC
RBF Capital
San Francisco,
California
|
-$3.83M |
| 4 |
Qube Research & Technologies (QRT)
London,
United Kingdom
|
-$3.05M |
| 5 |
Jane Street
New York
|
-$3.04M |
VXX Hedge Fund Activity: Q3 2022 in Review
71 of the 5,805 institutional investors tracked by Wall St. Rank reported a position in iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) for Q3 2022, worth a combined $228M — down 19% from $283M a quarter earlier.
Sellers outnumbered buyers: 25 funds closed out of VXX and 17 opened new positions — a net loss of 8 holders — while 19 trimmed existing stakes and 18 added.
The largest buyer was Citadel Advisors, adding an estimated $11M. The largest seller was HRT Financial, cutting an estimated $33.1M.
- 71 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q3 2022, down from 79 in Q2 2022.
- Funds reported $228M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q3 2022, down 19% quarter-over-quarter.
- 17 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q3 2022 and 25 closed out, a net change of -8 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q3 2022 was Citadel Advisors, an estimated $11M added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q3 2022 was HRT Financial, an estimated $33.1M sold.
Based on aggregated 13F filings for Q3 2022.