iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
94 hedge funds and large institutions have $337M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2021 Q4 according to their latest regulatory filings, with 21 funds opening new positions, 30 increasing their positions, 31 reducing their positions, and 45 closing their positions.
0.26% more ownership
Funds ownership: 2.51% → 2.76% (+0.26%)
2% less call options, than puts
Call options by funds: $611M | Put options by funds: $622M
3% less repeat investments, than reductions
Existing positions increased: 30 | Existing positions reduced: 31
21% less capital invested
Capital invested by funds: $424M → $337M (-$86.9M)
21% less funds holding
Funds holding: 119 → 94 (-25)
53% less first-time investments, than exits
New positions opened: 21 | Existing positions closed: 45
80% less funds holding in top 10
Funds holding in top 10: 5 → 1 (-4)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Citadel Advisors
Miami,
Florida
|
+$67.6M |
| 2 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$61.4M |
| 3 |
Citigroup
New York
|
+$11.8M |
| 4 |
Group One Trading
Chicago,
Illinois
|
+$7.1M |
| 5 |
Millennium Management
New York
|
+$6.38M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
JF
Jump Financial
Chicago,
Illinois
|
-$20.2M |
| 2 |
Qube Research & Technologies (QRT)
London,
United Kingdom
|
-$16.7M |
| 3 |
Walleye Trading
New York
|
-$10.2M |
| 4 |
FTUS
Flow Traders U.S.
New York
|
-$10.2M |
| 5 |
IMC Chicago
Chicago,
Illinois
|
-$8.52M |
| Name | Holding | Trade Value |
Shares Change |
Change in Stake |
|
|---|---|---|---|---|---|
|
ATPW
126
Ashton Thomas Private Wealth
Scottsdale,
Arizona
| – | -$298K | -670 | Closed |
|
|
CL
127
COWA LLC
Tulsa,
Oklahoma
| – | -$294K | -661 | Closed |
|
|
PHS
128
Pekin Hardy Strauss
Chicago,
Illinois
| – | -$241K | -542 | Closed |
|
|
GGHC
129
Gilder Gagnon Howe & Co
New York
| – | -$230K | -516 | Closed |
|
|
OC
130
Oppenheimer & Co
New York
| – | -$211K | -473 | Closed |
|
|
APA
131
American Portfolios Advisors
Holbrook,
New York
| – | -$209K | -469 | Closed |
|
|
CH
132
Canton Hathaway
Providence,
Rhode Island
| – | -$77K | -172 | Closed |
|
|
AWA
133
Arkadios Wealth Advisors
Atlanta,
Georgia
| – | -$31K | -72 | Closed |
|
|
CM
134
Capula Management
Grand Cayman,
Cayman Islands
| – | -$11K | -24 | Closed |
|
|
EWM
135
Edge Wealth Management
New York
| – | -$10K | -23 | Closed |
|
|
HI
136
Harbour Investments
Madison,
Wisconsin
| – | -$3K | -8 | Closed |
|
|
PA
137
Parallel Advisors
San Francisco,
California
| – | -$1K | -3 | Closed |
|
138
Royal Bank of Canada
Toronto,
Ontario, Canada
| – | -$1K | -1 | Closed |
|
|
SCA
139
Snowden Capital Advisors
New York
| – | +$710 | +2 | New |
|
VXX Hedge Fund Activity: Q4 2021 in Review
94 of the 6,498 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 2021, worth a combined $337M — down 21% from $424M a quarter earlier.
Sellers outnumbered buyers: 45 funds closed out of VXX and 21 opened new positions — a net loss of 24 holders — while 31 trimmed existing stakes and 30 added.
The largest buyer was Citadel Advisors, adding an estimated $67.6M. The largest seller was Jump Financial, exiting entirely with an estimated $20.2M sold.
- 94 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q4 2021, down from 119 in Q3 2021.
- Funds reported $337M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q4 2021, down 21% quarter-over-quarter.
- 21 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q4 2021 and 45 closed out, a net change of -24 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q4 2021 was Citadel Advisors, an estimated $67.6M added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q4 2021 was Jump Financial, an estimated $20.2M sold.
Based on aggregated 13F filings for Q4 2021.