iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
65 hedge funds and large institutions have $172M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2024 Q1 according to their latest regulatory filings, with 18 funds opening new positions, 22 increasing their positions, 10 reducing their positions, and 18 closing their positions.
120% more repeat investments, than reductions
Existing positions increased: 22 | Existing positions reduced: 10
22% more call options, than puts
Call options by funds: $106M | Put options by funds: $87.3M
0% more funds holding in top 10
Funds holding in top 10: 1 → 1 (0)
0% more first-time investments, than exits
New positions opened: 18 | Existing positions closed: 18
3.5% less ownership
Funds ownership: 17.47% → 13.98% (-3.5%)
4% less funds holding
Funds holding: 68 → 65 (-3)
9% less capital invested
Capital invested by funds: $188M → $172M (-$16.1M)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Two Sigma Investments
New York
|
+$13.3M |
| 2 |
Morgan Stanley
New York
|
+$9.24M |
| 3 |
Millennium Management
New York
|
+$9.23M |
| 4 |
CCS
Concentric Capital Strategies
Stamford,
Connecticut
|
+$5.89M |
| 5 |
ACM
Arlington Capital Management
Arlington Heights,
Illinois
|
+$5.16M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$24.6M |
| 2 |
HF
HRT Financial
New York
|
-$6.59M |
| 3 |
JF
Jump Financial
Chicago,
Illinois
|
-$2M |
| 4 |
IMC Chicago
Chicago,
Illinois
|
-$1.97M |
| 5 |
Walleye Trading
New York
|
-$1.72M |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
MG
76
Marex Group
London,
| – | -$254K | -4,094 | Closed |
|
|
RJFSA
77
Raymond James Financial Services Advisors
St. Petersburg,
Florida
| – | -$162K | -2,614 | Closed |
|
78
Belvedere Trading
Chicago,
Illinois
| – | -$151K | -2,431 | Closed |
|
|
LPP
79
Life Planning Partners
Jacksonville,
Florida
| – | -$14K | -225 | Closed |
|
|
LF
80
Lee Financial
Dallas,
Texas
| – | -$11.6K | -188 | Closed |
|
|
IPW
81
Impact Partnership Wealth
Marietta,
Georgia
| – | -$2.14K | -35 | Closed |
|
|
CG
82
Cutler Group
San Francisco,
California
| – | -$1.32K | -23 | Closed |
|
|
OP
83
ORG Partners
Roanoke,
Indiana
| – | -$186 | -3 | Closed |
|
|
PA
84
PSI Advisors
Tampa,
Florida
| – | -$94 | -2 | Closed |
|
VXX Hedge Fund Activity: Q1 2024 in Review
65 of the 6,942 institutional investors tracked by Wall St. Rank reported a position in iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) for Q1 2024, worth a combined $172M — down 8.5% from $188M a quarter earlier.
Fund positioning in VXX was balanced in Q1 2024: 18 funds opened new positions, 18 closed out, 22 added to existing stakes and 10 trimmed.
The largest buyer was Two Sigma Investments, opening a new position worth an estimated $13.3M. The largest seller was Barclays, cutting an estimated $24.6M.
- 65 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q1 2024, down from 68 in Q4 2023.
- Funds reported $172M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q1 2024, down 8.5% quarter-over-quarter.
- 18 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q1 2024 and 18 closed out, a net change of 0 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q1 2024 was Two Sigma Investments, an estimated $13.3M added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q1 2024 was Barclays, an estimated $24.6M sold.
Based on aggregated 13F filings for Q1 2024.