We are live on ! Find out more
VXX icon

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

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.

New
Increased
Maintained
Reduced
Closed

100% more funds holding in top 10

Funds holding in top 10: 12 (+1)

0.25% less ownership

Funds ownership: 2.76%2.51% (-0.25%)

2% less capital invested

Capital invested by funds: $337M → $328M (-$8.27M)

13% less funds holding

Funds holding: 9482 (-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

59% less call options, than puts

Call options by funds: $764M | Put options by funds: $1.86B

Holders
82
Holders Change
-12
Holders Change %
-12.77%
% of All Funds
1.29%
Holding in Top 10
2
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+100%
% of All Funds
0.03%
New
27
Increased
17
Reduced
27
Closed
39
Calls
$764M
Puts
$1.86B
Net Calls
-$1.09B
Net Calls Change
-$1.08B
Name Holding Trade Value Shares
Change
Change in
Stake
Barclays
1
Barclays
United Kingdom
$113M +$101M +274,610 New
Jane Street
2
Jane Street
New York
$43.3M +$24M +65,297 +164%
HF
3
HRT Financial
New York
$23.3M +$20.9M +56,758 New
Goldman Sachs
4
Goldman Sachs
New York
$20.9M -$45.4M -123,356 -71%
Qube Research & Technologies (QRT)
5
Qube Research & Technologies (QRT)
United Kingdom
$18.2M +$6.39M +17,355 +64%
Morgan Stanley
6
Morgan Stanley
New York
$11M +$4.24M +11,520 +75%
RC
7
RBF Capital
California
$10.9M +$8.96M +24,325 +675%
CC
8
Centiva Capital
New York
$10.6M +$9.52M +25,862 New
IA
9
IndexIQ Advisors
New York
$8.54M +$4.32M +11,721 +130%
DMKJ
10
David M. Knott Jr
$6.42M +$5.75M +15,625 New
KAS
11
Kestra Advisory Services
Texas
$6.02M -$213K -578 -4%
DPRC
12
Deer Park Road Corp
Colorado
$5.14M +$4.6M +12,500 New
JCM
13
JAT Capital Management
Connecticut
$4.03M -$1.06M -2,881 -23%
SA
14
Sicart Associates
New York
$3.9M +$37.9K +103 +1%
Parallax Volatility Advisers
15
Parallax Volatility Advisers
California
$3.64M +$3.26M +8,859 New
Citigroup
16
Citigroup
New York
$3.42M -$9.47M -25,709 -76%
BPC
17
Banque Pictet & Cie
Switzerland
$3.19M +$2.85M +7,750 New
CWM
18
Cadence Wealth Management
Massachusetts
$2.94M +$2.63M +7,140 New
Citadel Advisors
19
Citadel Advisors
Florida
$2.57M -$74.4M -202,035 -97%
JCA
20
Jade Capital Advisors
New Jersey
$1.93M +$115K +313 +7%
SG Americas Securities
21
SG Americas Securities
New York
$1.86M -$341K -925 -17%
Susquehanna International Group
22
Susquehanna International Group
Pennsylvania
$1.85M -$79.1M -214,826 -98%
KPWS
23
Kestra Private Wealth Services
Texas
$1.77M +$56K +152 +4%
AWM
24
AE Wealth Management
Kansas
$1.77M +$520K +1,411 +49%
HighTower Advisors
25
HighTower Advisors
Illinois
$1.69M +$1.52M +4,119 New

VXX Hedge Fund Activity: Q1 2022 in Review

82 of the 6,340 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 2.5% from $337M 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 2.5% 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.