We are live on ! Find out more
VXX icon

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

117 hedge funds and large institutions have $596M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2021 Q1 according to their latest regulatory filings, with 38 funds opening new positions, 42 increasing their positions, 26 reducing their positions, and 48 closing their positions.

New
Increased
Maintained
Reduced
Closed

62% more repeat investments, than reductions

Existing positions increased: 42 | Existing positions reduced: 26

15% more call options, than puts

Call options by funds: $533M | Put options by funds: $465M

0% more funds holding in top 10

Funds holding in top 10: 33 (0)

0.26% less ownership

Funds ownership: 0.96%0.71% (-0.26%)

3% less capital invested

Capital invested by funds: $616M → $596M (-$20.5M)

9% less funds holding

Funds holding: 128117 (-11)

21% less first-time investments, than exits

New positions opened: 38 | Existing positions closed: 48

Holders
117
Holders Change
-11
Holders Change %
-8.59%
% of All Funds
2.05%
Holding in Top 10
3
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.05%
New
38
Increased
42
Reduced
26
Closed
48
Calls
$533M
Puts
$465M
Net Calls
+$68.1M
Net Calls Change
+$426M
Name Holding Trade Value Shares
Change
Change in
Stake
Goldman Sachs
1
Goldman Sachs
New York
$132M +$156M +156,373 +648%
Barclays
2
Barclays
United Kingdom
$88.9M +$22.9M +22,918 +23%
BCM
3
Bluefin Capital Management
New York
$77M -$1.21M -1,207 -4%
Millennium Management
4
Millennium Management
New York
$44.9M +$32.5M +32,571 +112%
Susquehanna International Group
5
Susquehanna International Group
Pennsylvania
$36.7M -$8.39M -8,400 -14%
Walleye Trading
6
Walleye Trading
New York
$26M +$8.89M +8,902 New
Qube Research & Technologies (QRT)
7
Qube Research & Technologies (QRT)
United Kingdom
$20.5M +$26.4M +26,436 +1,605%
Jane Street
8
Jane Street
New York
$14.2M +$18M +17,999 +1,265%
LM
9
Luminus Management
Texas
$13.5M +$14.6M +14,573 +373%
SA
10
Sicart Associates
New York
$10.3M +$4.65M +4,659 +49%
BCM
11
Barometer Capital Management
Ontario, Canada
$8.65M +$2.96M +2,966 New
KAS
12
Kestra Advisory Services
Texas
$8.61M +$4.15M +4,156 +54%
Morgan Stanley
13
Morgan Stanley
New York
$8.6M -$44.3M -44,377 -79%
LPU
14
Lansdowne Partners (UK)
United Kingdom
$6.97M +$5.82M +5,829 +156%
RIA
15
RPG Investment Advisory
California
$6.47M -$161K -161 -2%
JG
16
Jefferies Group
New York
$6.01M +$7.39M +7,399 +877%
SM
17
Sabby Management
Florida
$5.99M +$8.2M +8,203 New
ZCA
18
Zeke Capital Advisors
Pennsylvania
$5.7M
PCM
19
Pinz Capital Management
New York
$5.7M +$7.81M +7,813 New
SPC
20
Sigma Planning Corp
Michigan
$5.07M +$1.09M +1,091 +19%
CC
21
Centiva Capital
New York
$4.71M +$5.01M +5,013 +347%
Balyasny Asset Management
22
Balyasny Asset Management
Illinois
$4.55M +$6.24M +6,242 New
IAA
23
Independent Advisor Alliance
North Carolina
$4.32M -$422K -422 -7%
BNP Paribas Financial Markets
24
BNP Paribas Financial Markets
France
$3.99M +$3.42M +3,419 +167%
Citigroup
25
Citigroup
New York
$2.5M +$2.93M +2,931 +586%

VXX Hedge Fund Activity: Q1 2021 in Review

117 of the 5,695 institutional investors tracked by Wall St. Rank reported a position in iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) for Q1 2021, worth a combined $596M — down 3.3% from $616M a quarter earlier.

Sellers outnumbered buyers: 48 funds closed out of VXX and 38 opened new positions — a net loss of 10 holders — while 26 trimmed existing stakes and 42 added.

The largest buyer was Goldman Sachs, adding an estimated $156M. The largest seller was Morgan Stanley, cutting an estimated $44.3M.

  • 117 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q1 2021, down from 128 in Q4 2020.
  • Funds reported $596M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q1 2021, down 3.3% quarter-over-quarter.
  • 38 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q1 2021 and 48 closed out, a net change of -10 holders.
  • The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q1 2021 was Goldman Sachs, an estimated $156M added.
  • The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q1 2021 was Morgan Stanley, an estimated $44.3M sold.

Based on aggregated 13F filings for Q1 2021.