iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
85 hedge funds and large institutions have $119M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2022 Q4 according to their latest regulatory filings, with 30 funds opening new positions, 20 increasing their positions, 25 reducing their positions, and 16 closing their positions.
88% more first-time investments, than exits
New positions opened: 30 | Existing positions closed: 16
60% more call options, than puts
Call options by funds: $330M | Put options by funds: $206M
20% more funds holding
Funds holding: 71 → 85 (+14)
0.42% less ownership
Funds ownership: 2.39% → 1.97% (-0.42%)
20% less repeat investments, than reductions
Existing positions increased: 20 | Existing positions reduced: 25
48% less capital invested
Capital invested by funds: $228M → $119M (-$109M)
100% less funds holding in top 10
Funds holding in top 10: 1 → 0 (-1)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Goldman Sachs
New York
|
+$9.91M |
| 2 |
Millennium Management
New York
|
+$6.66M |
| 3 |
Simplex Trading
Chicago,
Illinois
|
+$6.54M |
| 4 |
AFP
Ausdal Financial Partners
Davenport,
Iowa
|
+$5.94M |
| 5 |
IMC Chicago
Chicago,
Illinois
|
+$2.61M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$43.7M |
| 2 |
Citadel Advisors
Miami,
Florida
|
-$8.89M |
| 3 |
CC
Centiva Capital
New York
|
-$8.82M |
| 4 |
DIG
DeepCurrents Investment Group
New York
|
-$8.27M |
| 5 |
Morgan Stanley
New York
|
-$5.02M |
VXX Hedge Fund Activity: Q4 2022 in Review
85 of the 6,221 institutional investors tracked by Wall St. Rank reported a position in iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) for Q4 2022, worth a combined $119M — down 48% from $228M a quarter earlier.
Buyers outnumbered sellers: 30 funds opened new VXX positions and 16 closed out — a net gain of 14 holders — while 20 added to existing stakes and 25 trimmed.
The largest buyer was Goldman Sachs, adding an estimated $9.91M. The largest seller was Barclays, cutting an estimated $43.7M.
- 85 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q4 2022, up from 71 in Q3 2022.
- Funds reported $119M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q4 2022, down 48% quarter-over-quarter.
- 30 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q4 2022 and 16 closed out, a net change of +14 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q4 2022 was Goldman Sachs, an estimated $9.91M added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q4 2022 was Barclays, an estimated $43.7M sold.
Based on aggregated 13F filings for Q4 2022.