iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
120 hedge funds and large institutions have $425M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2021 Q3 according to their latest regulatory filings, with 36 funds opening new positions, 51 increasing their positions, 23 reducing their positions, and 30 closing their positions.
400% more funds holding in top 10
Funds holding in top 10: 1 → 5 (+4)
122% more repeat investments, than reductions
Existing positions increased: 51 | Existing positions reduced: 23
20% more first-time investments, than exits
New positions opened: 36 | Existing positions closed: 30
4% more funds holding
Funds holding: 115 → 120 (+5)
7% more call options, than puts
Call options by funds: $897M | Put options by funds: $838M
3% more capital invested
Capital invested by funds: $415M → $425M (+$10.8M)
0.02% more ownership
Funds ownership: 2.49% → 2.51% (+0.02%)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Walleye Trading
New York
|
+$28.7M |
| 2 |
Jane Street
New York
|
+$28M |
| 3 |
Qube Research & Technologies (QRT)
London,
United Kingdom
|
+$25.2M |
| 4 |
JF
Jump Financial
Chicago,
Illinois
|
+$19.1M |
| 5 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
+$16M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
-$79.5M |
| 2 |
Citadel Advisors
Miami,
Florida
|
-$44.1M |
| 3 |
Two Sigma Investments
New York
|
-$28.1M |
| 4 |
COLIM
City of London Investment Management
London,
United Kingdom
|
-$11.9M |
| 5 |
Optiver Holding
Amsterdam,
Netherlands
|
-$5.04M |
VXX Hedge Fund Activity: Q3 2021 in Review
120 of the 5,728 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 2021, worth a combined $425M — up 2.6% from $415M a quarter earlier.
Buyers outnumbered sellers: 36 funds opened new VXX positions and 30 closed out — a net gain of 6 holders — while 51 added to existing stakes and 23 trimmed.
The largest buyer was Walleye Trading, adding an estimated $28.7M. The largest seller was Barclays, exiting entirely with an estimated $79.5M sold.
- 120 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q3 2021, up from 115 in Q2 2021.
- Funds reported $425M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q3 2021, up 2.6% quarter-over-quarter.
- 36 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q3 2021 and 30 closed out, a net change of +6 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q3 2021 was Walleye Trading, an estimated $28.7M added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q3 2021 was Barclays, an estimated $79.5M sold.
Based on aggregated 13F filings for Q3 2021.