iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
67 hedge funds and large institutions have $2.18B invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2020 Q1 according to their latest regulatory filings, with 26 funds opening new positions, 12 increasing their positions, 27 reducing their positions, and 56 closing their positions.
234% more capital invested
Capital invested by funds: $651M → $2.18B (+$1.53B)
83% more funds holding in top 10
Funds holding in top 10: 6 → 11 (+5)
2.08% more ownership
Funds ownership: 1.17% → 3.25% (+2.1%)
34% less funds holding
Funds holding: 101 → 67 (-34)
44% less call options, than puts
Call options by funds: $2.29B | Put options by funds: $4.07B
54% less first-time investments, than exits
New positions opened: 26 | Existing positions closed: 56
56% less repeat investments, than reductions
Existing positions increased: 12 | Existing positions reduced: 27
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$140M |
| 2 |
Citigroup
New York
|
+$38.3M |
| 3 |
BCM
Bluefin Capital Management
New York
|
+$38.1M |
| 4 |
Millennium Management
New York
|
+$33.2M |
| 5 |
Walleye Trading
New York
|
+$23.9M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
BC
Boxer Capital
San Diego,
California
|
-$23.5M |
| 2 |
Marshall Wace
London,
United Kingdom
|
-$19.8M |
| 3 |
IMC Chicago
Chicago,
Illinois
|
-$18.7M |
| 4 |
Goldman Sachs
New York
|
-$15.3M |
| 5 |
Tiger Global Management
New York
|
-$13.3M |
VXX Hedge Fund Activity: Q1 2020 in Review
67 of the 4,538 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 2020, worth a combined $2.18B — up 234% from $651M a quarter earlier.
Sellers outnumbered buyers: 56 funds closed out of VXX and 26 opened new positions — a net loss of 30 holders — while 27 trimmed existing stakes and 12 added.
The largest buyer was Barclays, adding an estimated $140M. The largest seller was Boxer Capital, cutting an estimated $23.5M.
- 67 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q1 2020, down from 101 in Q4 2019.
- Funds reported $2.18B of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q1 2020, up 234% quarter-over-quarter.
- 26 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q1 2020 and 56 closed out, a net change of -30 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q1 2020 was Barclays, an estimated $140M added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q1 2020 was Boxer Capital, an estimated $23.5M sold.
Based on aggregated 13F filings for Q1 2020.