iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
82 hedge funds and large institutions have $328M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2022 Q1 according to their latest regulatory filings, with 27 funds opening new positions, 17 increasing their positions, 27 reducing their positions, and 39 closing their positions.
100% more funds holding in top 10
Funds holding in top 10: 1 → 2 (+1)
0.14% less ownership
Funds ownership: 2.65% → 2.51% (-0.14%)
3% less capital invested
Capital invested by funds: $340M → $328M (-$11M)
13% less funds holding
Funds holding: 94 → 82 (-12)
31% less first-time investments, than exits
New positions opened: 27 | Existing positions closed: 39
37% less repeat investments, than reductions
Existing positions increased: 17 | Existing positions reduced: 27
62% less call options, than puts
Call options by funds: $669M | Put options by funds: $1.76B
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Barclays
London,
United Kingdom
|
+$101M |
| 2 |
Jane Street
New York
|
+$24M |
| 3 |
HF
HRT Financial
New York
|
+$20.9M |
| 4 |
CC
Centiva Capital
New York
|
+$9.52M |
| 5 |
RC
RBF Capital
San Francisco,
California
|
+$8.96M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Susquehanna International Group
Bala Cynwyd,
Pennsylvania
|
-$79.1M |
| 2 |
Citadel Advisors
Miami,
Florida
|
-$74.4M |
| 3 |
Goldman Sachs
New York
|
-$45.4M |
| 4 |
National Bank of Canada
Montreal,
Quebec, Canada
|
-$15.9M |
| 5 |
Walleye Trading
New York
|
-$13.1M |
VXX Hedge Fund Activity: Q1 2022 in Review
82 of the 6,360 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 2022, worth a combined $328M — down 3.3% from $340M a quarter earlier.
Sellers outnumbered buyers: 39 funds closed out of VXX and 27 opened new positions — a net loss of 12 holders — while 27 trimmed existing stakes and 17 added.
The largest buyer was Barclays, opening a new position worth an estimated $101M. The largest seller was Susquehanna International Group, cutting an estimated $79.1M.
- 82 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q1 2022, down from 94 in Q4 2021.
- Funds reported $328M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q1 2022, down 3.3% quarter-over-quarter.
- 27 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q1 2022 and 39 closed out, a net change of -12 holders.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q1 2022 was Barclays, an estimated $101M added.
- The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q1 2022 was Susquehanna International Group, an estimated $79.1M sold.
Based on aggregated 13F filings for Q1 2022.