iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
94 hedge funds and large institutions have $340M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2021 Q4 according to their latest regulatory filings, with 20 funds opening new positions, 31 increasing their positions, 31 reducing their positions, and 45 closing their positions.
0.14% more ownership
Funds ownership: 2.51% → 2.65% (+0.14%)
0% more repeat investments, than reductions
Existing positions increased: 31 | Existing positions reduced: 31
2% less call options, than puts
Call options by funds: $548M | Put options by funds: $557M
20% less capital invested
Capital invested by funds: $425M → $340M (-$85.9M)
22% less funds holding
Funds holding: 120 → 94 (-26)
56% less first-time investments, than exits
New positions opened: 20 | 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 |
VXX Hedge Fund Activity: Q4 2021 in Review
94 of the 6,518 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 $340M — down 20% from $425M a quarter earlier.
Sellers outnumbered buyers: 45 funds closed out of VXX and 20 opened new positions — a net loss of 25 holders — while 31 trimmed existing stakes and 31 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 120 in Q3 2021.
- Funds reported $340M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q4 2021, down 20% quarter-over-quarter.
- 20 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 -25 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.