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iPath Series B S&P 500 VIX Short-Term Futures ETN

68 hedge funds and large institutions have $169M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2024 Q2 according to their latest regulatory filings, with 22 funds opening new positions, 17 increasing their positions, 12 reducing their positions, and 17 closing their positions.

New
Increased
Maintained
Reduced
Closed

42% more repeat investments, than reductions

Existing positions increased: 17 | Existing positions reduced: 12

29% more first-time investments, than exits

New positions opened: 22 | Existing positions closed: 17

5% more funds holding

Funds holding: 6568 (+3)

0.67% more ownership

Funds ownership: 13.98%14.65% (+0.67%)

0% more funds holding in top 10

Funds holding in top 10: 11 (0)

2% less capital invested

Capital invested by funds: $172M → $169M (-$3.35M)

4% less call options, than puts

Call options by funds: $63.2M | Put options by funds: $65.7M

Holders
68
Holders Change
+3
Holders Change %
+4.62%
% of All Funds
0.98%
Holding in Top 10
1
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.01%
New
22
Increased
17
Reduced
12
Closed
17
Calls
$63.2M
Puts
$65.7M
Net Calls
-$2.5M
Net Calls Change
-$21.4M
Name Holding Trade Value Shares
Change
Change in
Stake
Barclays
1
Barclays
United Kingdom
$57.7M +$21.9M +438,831 +50%
Millennium Management
2
Millennium Management
New York
$25.6M +$3M +60,317 +11%
CCS
3
Concentric Capital Strategies
Connecticut
$19.1M +$11.3M +226,954 +107%
CC
4
Centiva Capital
New York
$13.7M +$8.9M +178,574 +133%
Jane Street
5
Jane Street
New York
$6.92M +$5.32M +106,706 +207%
Morgan Stanley
6
Morgan Stanley
New York
$5.65M -$3.69M -74,030 -36%
ASN
7
Advisory Services Network
Georgia
$4.11M -$70.8K -1,422 -1%
Susquehanna International Group
8
Susquehanna International Group
Pennsylvania
$3.71M +$3.27M +65,670 +342%
IMC Chicago
9
IMC Chicago
Illinois
$2.82M +$3.22M +64,549 New
CIBC World Market
10
CIBC World Market
Ontario, Canada
$2.8M +$1.24M +24,988 +62%
JCA
11
Jade Capital Advisors
New Jersey
$2.55M +$810K +16,250 +39%
LM
12
Luminus Management
Texas
$2.51M +$1.28M +25,625 +80%
ACM
13
Arlington Capital Management
Illinois
$2.14M -$2.04M -41,016 -46%
JP Morgan Chase
14
JP Morgan Chase
New York
$2.08M +$634K +12,728 +37%
RA
15
Raffles Associates
New York
$1.97M +$1.93M +38,750 +620%
LSIA
16
LaSalle St. Investment Advisors
Illinois
$1.89M +$2.16M +43,315 New
SG Americas Securities
17
SG Americas Securities
New York
$1.32M
VCWA
18
Vanguard Capital Wealth Advisors
Colorado
$1.3M +$1.48M +29,694 New
SSA
19
Schonfeld Strategic Advisors
New York
$1.29M +$603K +12,102 +70%
Two Sigma Investments
20
Two Sigma Investments
New York
$1.14M -$10.3M -206,345 -89%
MG
21
Marex Group
$998K +$1.14M +22,850 New
Parallax Volatility Advisers
22
Parallax Volatility Advisers
California
$888K +$1.01M +20,335 New
Simplex Trading
23
Simplex Trading
Illinois
$849K +$969K +19,448 New
SWM
24
SeaCrest Wealth Management
New York
$774K +$883K +17,721 New
SC
25
Shay Capital
New York
$764K +$374K +7,500 +75%

VXX Hedge Fund Activity: Q2 2024 in Review

68 of the 6,924 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 2024, worth a combined $169M — down 1.9% from $172M a quarter earlier.

Buyers outnumbered sellers: 22 funds opened new VXX positions and 17 closed out — a net gain of 5 holders — while 17 added to existing stakes and 12 trimmed.

The largest buyer was Barclays, adding an estimated $21.9M. The largest seller was Two Sigma Investments, cutting an estimated $10.3M.

  • 68 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q2 2024, up from 65 in Q1 2024.
  • Funds reported $169M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q2 2024, down 1.9% quarter-over-quarter.
  • 22 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q2 2024 and 17 closed out, a net change of +5 holders.
  • The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q2 2024 was Barclays, an estimated $21.9M added.
  • The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q2 2024 was Two Sigma Investments, an estimated $10.3M sold.

Based on aggregated 13F filings for Q2 2024.