iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
68 hedge funds and large institutions have $188M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2023 Q4 according to their latest regulatory filings, with 24 funds opening new positions, 19 increasing their positions, 11 reducing their positions, and 14 closing their positions.
73% more repeat investments, than reductions
Existing positions increased: 19 | Existing positions reduced: 11
71% more first-time investments, than exits
New positions opened: 24 | Existing positions closed: 14
15% more funds holding
Funds holding: 59 → 68 (+9)
6.75% more ownership
Funds ownership: 10.72% → 17.47% (+6.8%)
2% less capital invested
Capital invested by funds: $193M → $188M (-$4.7M)
6% less call options, than puts
Call options by funds: $129M | Put options by funds: $138M
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Millennium Management
New York
|
+$28.5M |
| 2 |
Barclays
London,
United Kingdom
|
+$22.4M |
| 3 |
Citadel Advisors
Miami,
Florida
|
+$9.37M |
| 4 |
ASN
Advisory Services Network
Atlanta,
Georgia
|
+$6.4M |
| 5 |
CCS
Concentric Capital Strategies
Stamford,
Connecticut
|
+$5.37M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
MOS
MGO One Seven
Beachwood,
Ohio
|
-$6.85M |
| 2 |
Two Sigma Investments
New York
|
-$6.66M |
| 3 |
Jane Street
New York
|
-$4.26M |
| 4 |
HF
HRT Financial
New York
|
-$3.53M |
| 5 |
Verition Fund Management
Greenwich,
Connecticut
|
-$2.1M |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
SI
76
Symmetry Investments
St Helier,
Jersey
| – | -$806K | -8,637 | Closed |
|
77
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
| – | -$440K | -5,452 | Closed |
|
|
TSS
78
Two Sigma Securities
New York
| – | -$322K | -3,447 | Closed |
|
|
DS
79
DRW Securities
Chicago,
Illinois
| – | -$233K | -2,500 | Closed |
|
|
SSG
80
Summit Securities Group
New York
| – | -$50.5K | -625 | Closed |
|
|
SC
81
Solstein Capital
Menlo Park,
California
| – | -$18.2K | -195 | Closed |
|
|
TWC
82
TD Waterhouse Canada
Toronto,
Ontario, Canada
| – | -$9.29K | -100 | Closed |
|
|
VF
83
VitalStone Financial
Shavano Park,
Texas
| – | -$6.06K | -75 | -97% |
|
VXX Hedge Fund Activity: Q4 2023 in Review
68 of the 6,859 institutional investors tracked by Wall St. Rank reported a position in iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) for Q4 2023, worth a combined $188M — down 2.4% from $193M a quarter earlier.
Buyers outnumbered sellers: 24 funds opened new VXX positions and 14 closed out — a net gain of 10 holders — while 19 added to existing stakes and 11 trimmed.
The largest buyer was Millennium Management, adding an estimated $28.5M. The largest seller was MGO One Seven, exiting entirely with an estimated $6.85M sold.
- 68 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q4 2023, up from 59 in Q3 2023.
- Funds reported $188M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q4 2023, down 2.4% quarter-over-quarter.
- 24 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q4 2023 and 14 closed out, a net change of +10 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q4 2023 was Millennium Management, an estimated $28.5M added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q4 2023 was MGO One Seven, an estimated $6.85M sold.
Based on aggregated 13F filings for Q4 2023.