iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
59 hedge funds and large institutions have $193M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2023 Q3 according to their latest regulatory filings, with 15 funds opening new positions, 14 increasing their positions, 15 reducing their positions, and 26 closing their positions.
5% more capital invested
Capital invested by funds: $184M → $193M (+$9.28M)
0.51% less ownership
Funds ownership: 11.23% → 10.72% (-0.51%)
7% less repeat investments, than reductions
Existing positions increased: 14 | Existing positions reduced: 15
16% less funds holding
Funds holding: 70 → 59 (-11)
31% less call options, than puts
Call options by funds: $284M | Put options by funds: $414M
42% less first-time investments, than exits
New positions opened: 15 | Existing positions closed: 26
100% less funds holding in top 10
Funds holding in top 10: 1 → 0 (-1)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$64.1M |
| 2 |
HF
HRT Financial
New York
|
+$15.6M |
| 3 |
JF
Jump Financial
Chicago,
Illinois
|
+$11M |
| 4 |
MOS
MGO One Seven
Beachwood,
Ohio
|
+$6.9M |
| 5 |
Citadel Advisors
Miami,
Florida
|
+$5.84M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Millennium Management
New York
|
-$29.4M |
| 2 |
Jane Street
New York
|
-$15.8M |
| 3 |
HighTower Advisors
Chicago,
Illinois
|
-$13.5M |
| 4 |
TF
Trek Financial
Scottsdale,
Arizona
|
-$6.34M |
| 5 |
Group One Trading
Chicago,
Illinois
|
-$4.76M |
VXX Hedge Fund Activity: Q3 2023 in Review
59 of the 6,301 institutional investors tracked by Wall St. Rank reported a position in iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) for Q3 2023, worth a combined $193M — up 5% from $184M a quarter earlier.
Sellers outnumbered buyers: 26 funds closed out of VXX and 15 opened new positions — a net loss of 11 holders — while 15 trimmed existing stakes and 14 added.
The largest buyer was Barclays, adding an estimated $64.1M. The largest seller was Millennium Management, cutting an estimated $29.4M.
- 59 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q3 2023, down from 70 in Q2 2023.
- Funds reported $193M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q3 2023, up 5% quarter-over-quarter.
- 15 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q3 2023 and 26 closed out, a net change of -11 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q3 2023 was Barclays, an estimated $64.1M added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q3 2023 was Millennium Management, an estimated $29.4M sold.
Based on aggregated 13F filings for Q3 2023.