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

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.

New
Increased
Maintained
Reduced
Closed

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: 611 (+5)

2.08% more ownership

Funds ownership: 1.17%3.25% (+2.1%)

34% less funds holding

Funds holding: 10167 (-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

Holders
67
Holders Change
-34
Holders Change %
-33.66%
% of All Funds
1.48%
Holding in Top 10
11
Holding in Top 10 Change
+5
Holding in Top 10 Change %
+83.33%
% of All Funds
0.24%
New
26
Increased
12
Reduced
27
Closed
56
Calls
$2.29B
Puts
$4.07B
Net Calls
-$1.78B
Net Calls Change
-$1.78B
Name Holding Trade Value Shares
Change
Change in
Stake
Barclays
1
Barclays
United Kingdom
$1.24B +$140M +86,072 +26%
Susquehanna International Group
2
Susquehanna International Group
Pennsylvania
$146M +$12M +7,373 +18%
Citigroup
3
Citigroup
New York
$107M +$38.3M +23,554 +185%
Millennium Management
4
Millennium Management
New York
$95.5M +$33.2M +20,401 +172%
Goldman Sachs
5
Goldman Sachs
New York
$94.5M -$15.3M -9,394 -23%
Wolverine Trading
6
Wolverine Trading
Illinois
$77.9M +$18.8M +11,579 +86%
BCM
7
Bluefin Capital Management
New York
$77M +$38.1M +23,429 +905%
Morgan Stanley
8
Morgan Stanley
New York
$62M +$15.7M +9,636 +85%
Walleye Trading
9
Walleye Trading
New York
$43.4M +$23.9M +14,670 New
Marshall Wace
10
Marshall Wace
United Kingdom
$42.5M -$19.8M -12,152 -46%
Simplex Trading
11
Simplex Trading
Illinois
$34.8M +$15.7M +9,641 +452%
Jane Street
12
Jane Street
New York
$26.2M -$4.23M -2,597 -23%
SG Americas Securities
13
SG Americas Securities
New York
$15.6M -$12.4M -7,635 -59%
IMC Chicago
14
IMC Chicago
Illinois
$15.2M -$18.7M -11,467 -69%
IA
15
IndexIQ Advisors
New York
$10.5M -$6.67M -4,099 -54%
JG
16
Jefferies Group
New York
$9.19M +$1.86M +1,145 +58%
BCM
17
Brookstone Capital Management
Illinois
$8.85M +$4.87M +2,990 New
JC
18
JBF Capital
Colorado
$7.86M +$4.32M +2,656 New
GL
19
Gemsstock Ltd
United Kingdom
$7.78M +$4.28M +2,628 New
GC
20
GMT Capital
Georgia
$7.01M +$3.85M +2,369 New
Bank of Montreal
21
Bank of Montreal
Ontario, Canada
$6.35M -$11.4K -7 -0.3%
TCM
22
Tuttle Capital Management
Connecticut
$6.05M -$4.42M -2,719 -57%
GCP
23
GSA Capital Partners
United Kingdom
$5.77M +$3.17M +1,948 New
CS
24
Credit Suisse
Switzerland
$4.28M +$747K +459 +47%
BC
25
Boxer Capital
California
$3.47M -$23.5M -14,453 -92%

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.