iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
87 hedge funds and large institutions have $1.28B invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2020 Q2 according to their latest regulatory filings, with 49 funds opening new positions, 15 increasing their positions, 17 reducing their positions, and 29 closing their positions.
69% more first-time investments, than exits
New positions opened: 49 | Existing positions closed: 29
30% more funds holding
Funds holding: 67 → 87 (+20)
0.59% less ownership
Funds ownership: 3.25% → 2.67% (-0.59%)
12% less repeat investments, than reductions
Existing positions increased: 15 | Existing positions reduced: 17
41% less capital invested
Capital invested by funds: $2.18B → $1.28B (-$898M)
45% less funds holding in top 10
Funds holding in top 10: 11 → 6 (-5)
62% less call options, than puts
Call options by funds: $785M | Put options by funds: $2.07B
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Citadel Advisors
Miami,
Florida
|
+$68.8M |
| 2 |
Morgan Stanley
New York
|
+$68.4M |
| 3 |
IMC Chicago
Chicago,
Illinois
|
+$63.4M |
| 4 |
TRCT
Tower Research Capital (TRC)
New York
|
+$55.3M |
| 5 |
JP Morgan Chase
New York
|
+$35.9M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$229M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$119M |
| 3 |
Millennium Management
New York
|
-$65.3M |
| 4 |
BCM
Bluefin Capital Management
New York
|
-$62.6M |
| 5 |
Wolverine Trading
Chicago,
Illinois
|
-$60.2M |
VXX Hedge Fund Activity: Q2 2020 in Review
87 of the 4,877 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 2020, worth a combined $1.28B — down 41% from $2.18B a quarter earlier.
Buyers outnumbered sellers: 49 funds opened new VXX positions and 29 closed out — a net gain of 20 holders — while 15 added to existing stakes and 17 trimmed.
The largest buyer was Citadel Advisors, opening a new position worth an estimated $68.8M. The largest seller was Barclays, cutting an estimated $229M.
- 87 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q2 2020, up from 67 in Q1 2020.
- Funds reported $1.28B of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q2 2020, down 41% quarter-over-quarter.
- 49 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q2 2020 and 29 closed out, a net change of +20 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q2 2020 was Citadel Advisors, an estimated $68.8M added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q2 2020 was Barclays, an estimated $229M sold.
Based on aggregated 13F filings for Q2 2020.