iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
116 hedge funds and large institutions have $656M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2020 Q3 according to their latest regulatory filings, with 56 funds opening new positions, 35 increasing their positions, 15 reducing their positions, and 26 closing their positions.
133% more repeat investments, than reductions
Existing positions increased: 35 | Existing positions reduced: 15
115% more first-time investments, than exits
New positions opened: 56 | Existing positions closed: 26
33% more funds holding
Funds holding: 87 → 116 (+29)
0% more funds holding in top 10
Funds holding in top 10: 6 → 6 (0)
1.63% less ownership
Funds ownership: 2.67% → 1.04% (-1.6%)
26% less call options, than puts
Call options by funds: $776M | Put options by funds: $1.05B
49% less capital invested
Capital invested by funds: $1.28B → $656M (-$624M)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$79.1M |
| 2 |
DPRC
Deer Park Road Corp
Steamboat Springs,
Colorado
|
+$23.6M |
| 3 |
RIA
RPG Investment Advisory
Pleasanton,
California
|
+$16.2M |
| 4 |
Millennium Management
New York
|
+$12.2M |
| 5 |
SA
Sicart Associates
New York
|
+$9.57M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$314M |
| 2 |
IMC Chicago
Chicago,
Illinois
|
-$68.5M |
| 3 |
TRCT
Tower Research Capital (TRC)
New York
|
-$51.8M |
| 4 |
Citadel Advisors
Miami,
Florida
|
-$50.8M |
| 5 |
Citigroup
New York
|
-$43.7M |
VXX Hedge Fund Activity: Q3 2020 in Review
116 of the 4,956 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 2020, worth a combined $656M — down 49% from $1.28B a quarter earlier.
Buyers outnumbered sellers: 56 funds opened new VXX positions and 26 closed out — a net gain of 30 holders — while 35 added to existing stakes and 15 trimmed.
The largest buyer was Susquehanna International Group, opening a new position worth an estimated $79.1M. The largest seller was Barclays, cutting an estimated $314M.
- 116 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q3 2020, up from 87 in Q2 2020.
- Funds reported $656M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q3 2020, down 49% quarter-over-quarter.
- 56 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q3 2020 and 26 closed out, a net change of +30 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q3 2020 was Susquehanna International Group, an estimated $79.1M added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q3 2020 was Barclays, an estimated $314M sold.
Based on aggregated 13F filings for Q3 2020.