iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
79 hedge funds and large institutions have $283M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2022 Q2 according to their latest regulatory filings, with 24 funds opening new positions, 17 increasing their positions, 24 reducing their positions, and 24 closing their positions.
0.35% more ownership
Funds ownership: 2.51% → 2.86% (+0.35%)
0% more funds holding in top 10
Funds holding in top 10: 2 → 2 (0)
0% more first-time investments, than exits
New positions opened: 24 | Existing positions closed: 24
4% less funds holding
Funds holding: 82 → 79 (-3)
14% less capital invested
Capital invested by funds: $328M → $283M (-$45.1M)
29% less repeat investments, than reductions
Existing positions increased: 17 | Existing positions reduced: 24
63% less call options, than puts
Call options by funds: $371M | Put options by funds: $1B
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$55.7M |
| 2 |
HF
HRT Financial
New York
|
+$18.3M |
| 3 |
DIG
DeepCurrents Investment Group
New York
|
+$3.85M |
| 4 |
KAS
Kestra Advisory Services
Austin,
Texas
|
+$3.82M |
| 5 |
HHGC
Hunting Hill Global Capital
New York
|
+$2.57M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Jane Street
New York
|
-$34.4M |
| 2 |
Goldman Sachs
New York
|
-$20.9M |
| 3 |
Qube Research & Technologies (QRT)
London,
United Kingdom
|
-$14.2M |
| 4 |
RC
RBF Capital
San Francisco,
California
|
-$6.93M |
| 5 |
DMKJ
David M. Knott Jr
|
-$3.7M |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
101
Simplex Trading
Chicago,
Illinois
| – | -$29.6K | -75 | Closed |
|
|
WWM
102
Wolff Wiese Magana
Carslbad,
California
| – | -$9K | -21 | Closed |
|
VXX Hedge Fund Activity: Q2 2022 in Review
79 of the 5,936 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 2022, worth a combined $283M — down 14% from $328M a quarter earlier.
Fund positioning in VXX was balanced in Q2 2022: 24 funds opened new positions, 24 closed out, 17 added to existing stakes and 24 trimmed.
The largest buyer was Barclays, adding an estimated $55.7M. The largest seller was Jane Street, cutting an estimated $34.4M.
- 79 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q2 2022, down from 82 in Q1 2022.
- Funds reported $283M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q2 2022, down 14% quarter-over-quarter.
- 24 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q2 2022 and 24 closed out, a net change of 0 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q2 2022 was Barclays, an estimated $55.7M added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q2 2022 was Jane Street, an estimated $34.4M sold.
Based on aggregated 13F filings for Q2 2022.