Capula Management’s iPath Series B S&P 500 VIX Short-Term Futures ETN VXX Stock Holding History

Capula Management’s Portfolio VXX Stock Details VXX Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2021 Q4	–	Sell	-16,250	Closed	-$7.24M	–	787
2021 Q3	$7.24M	Sell	16,250 -8,750	-35%	-$3.92M	0.09%	184
2021 Q2	$11.8M	Buy	25,000 +24,089	+2,644%	+$14.4M	0.19%	103
2021 Q1	$664K	Sell	911 -3,130	-77%	-$3.13M	0.01%	372
2020 Q4	$4.34M	Sell	4,041 -228	-5%	-$296K	0.22%	104
2020 Q3	$6.8M	Buy	4,269 +363	+9%	+$645K	0.87%	35
2020 Q2	$8.49M	Buy	3,906 +2,343	+150%	+$5.63M	0.3%	88
2020 Q1	$4.63M	Buy	1,563 +782	+100%	+$1.27M	0.17%	162
2019 Q4	$756K	Buy	+781	New	+$945K	0.02%	308
2019 Q3	–	Sell	-3,125	Closed	-$5.2M	–	321
2019 Q2	$5.2M	Sell	3,125 -3,516	-53%	-$6.24M	1.07%	31
2019 Q1	$12.4M	Buy	+6,641	New	+$14.6M	16.58%	3

Other funds holding VXX

Susquehanna International Group Bala Cynwyd, Pennsylvania $893B AUM 36.07% 1-Year Est. Return

Citadel Advisors Miami, Florida $618B AUM 30.34% 1-Year Est. Return

Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return

National Bank of Canada Montreal, Quebec, Canada $112B AUM 31.26% 1-Year Est. Return

Jane Street New York $777B AUM 61.18% 1-Year Est. Return

Walleye Trading New York $60B AUM 42.19% 1-Year Est. Return

Citigroup New York $235B AUM 32.99% 1-Year Est. Return

Millennium Management New York $240B AUM 35.51% 1-Year Est. Return

CoreCap Advisors Southfield, Michigan $3.39B AUM 31.21% 1-Year Est. Return

Qube Research & Technologies (QRT) London, United Kingdom $89.9B AUM 20.22% 1-Year Est. Return

Capula Management's VXX Position: Q4 2021 in Review

Capula Management sold out of iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) in Q4 2021, closing a stake of 24 shares — an estimated $11K sold.

Capula Management first reported a position in VXX in Q4 2020 and held it in 2 quarters. The position peaked at $2.75M in Q4 2020. 94 funds tracked by Wall St. Rank hold VXX as of Q4 2021.

Capula Management reported no remaining iPath Series B S&P 500 VIX Short-Term Futures ETN position as of Q4 2021 after selling out during the quarter.
Capula Management sold 24 iPath Series B S&P 500 VIX Short-Term Futures ETN shares in Q4 2021, an estimated $11K.
Capula Management first reported a position in iPath Series B S&P 500 VIX Short-Term Futures ETN in Q4 2020 and held it in 2 quarters.
Capula Management's iPath Series B S&P 500 VIX Short-Term Futures ETN position peaked at $2.75M in Q4 2020.
94 funds tracked by Wall St. Rank held iPath Series B S&P 500 VIX Short-Term Futures ETN as of Q4 2021.

Based on Capula Management's 13F filing for Q4 2021, filed 14 Feb 2022.