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

94 hedge funds and large institutions have $337M invested in iPath Series B S&P 500 VIX Short-Term Futures ETN in 2021 Q4 according to their latest regulatory filings, with 21 funds opening new positions, 30 increasing their positions, 31 reducing their positions, and 45 closing their positions.

New
Increased
Maintained
Reduced
Closed

0.26% more ownership

Funds ownership: 2.51%2.76% (+0.26%)

2% less call options, than puts

Call options by funds: $611M | Put options by funds: $622M

3% less repeat investments, than reductions

Existing positions increased: 30 | Existing positions reduced: 31

21% less capital invested

Capital invested by funds: $424M → $337M (-$86.9M)

21% less funds holding

Funds holding: 11994 (-25)

53% less first-time investments, than exits

New positions opened: 21 | Existing positions closed: 45

80% less funds holding in top 10

Funds holding in top 10: 51 (-4)

Holders
94
Holders Change
-25
Holders Change %
-21.01%
% of All Funds
1.45%
Holding in Top 10
1
Holding in Top 10 Change
-4
Holding in Top 10 Change %
-80%
% of All Funds
0.02%
New
21
Increased
30
Reduced
31
Closed
45
Calls
$611M
Puts
$622M
Net Calls
-$10.9M
Net Calls Change
-$69.5M
Name Holding Trade Value Shares
Change
Change in
Stake
JCA
26
Jade Capital Advisors
New Jersey
$1.5M +$1.55M +4,375 New
PMAM
27
Picton Mahoney Asset Management
Ontario, Canada
$1.45M -$607K -1,710 -26%
KPWS
28
Kestra Private Wealth Services
Texas
$1.23M +$1.48M +4,163 New
RC
29
RBF Capital
California
$1.07M -$147K -415 -10%
HT
30
HAP Trading
New York
$980K +$822K +2,315 +234%
JC
31
JBF Capital
Colorado
$927K -$5.55M -15,625 -83%
AWM
32
AE Wealth Management
Kansas
$858K -$2.1M -5,919 -67%
ACM
33
Arlington Capital Management
Illinois
$838K +$1M +2,827 New
KPF
34
K2 Principal Fund
Ontario, Canada
$775K +$11K +31 +1%
SC
35
Shay Capital
New York
$725K +$704K +1,981 +428%
PWAM
36
Park West Asset Management
California
$676K
TSS
37
Two Sigma Securities
New York
$550K +$472K +1,329 +253%
Cambridge Investment Research Advisors
38
Cambridge Investment Research Advisors
Iowa
$517K +$233K +657 +60%
VAM
39
Verity Asset Management
North Carolina
$502K -$51.9K -146 -8%
BAM
40
Belpointe Asset Management
Nevada
$497K -$460K -1,295 -43%
SWA
41
Stratos Wealth Advisors
Ohio
$496K +$594K +1,672 New
CTC (Chicago Trading Company)
42
CTC (Chicago Trading Company)
Illinois
$490K +$588K +1,656 New
DS
43
DRW Securities
Illinois
$476K +$187K +526 +49%
BA
44
Ballew Advisors
Mississippi
$461K +$555K +1,563 New
LF
45
Lee Financial
Texas
$460K +$407K +1,146 +282%
CS
46
Credit Suisse
Switzerland
$430K -$4.73M -13,310 -90%
RIA
47
RPG Investment Advisory
California
$415K -$1.74M -4,905 -78%
FIA
48
FNY Investment Advisers
New York
$389K +$191K +539 +70%
CW
49
CreativeOne Wealth
Kansas
$369K -$11.7K -33 -3%
SC
50
Solstein Capital
California
$366K -$3.86M -10,872 -90%

VXX Hedge Fund Activity: Q4 2021 in Review

94 of the 6,498 institutional investors tracked by Wall St. Rank reported a position in iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) for Q4 2021, worth a combined $337M — down 21% from $424M a quarter earlier.

Sellers outnumbered buyers: 45 funds closed out of VXX and 21 opened new positions — a net loss of 24 holders — while 31 trimmed existing stakes and 30 added.

The largest buyer was Citadel Advisors, adding an estimated $67.6M. The largest seller was Jump Financial, exiting entirely with an estimated $20.2M sold.

  • 94 institutional investors held iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) as of Q4 2021, down from 119 in Q3 2021.
  • Funds reported $337M of iPath Series B S&P 500 VIX Short-Term Futures ETN stock for Q4 2021, down 21% quarter-over-quarter.
  • 21 funds opened new iPath Series B S&P 500 VIX Short-Term Futures ETN positions in Q4 2021 and 45 closed out, a net change of -24 holders.
  • The largest iPath Series B S&P 500 VIX Short-Term Futures ETN buyer in Q4 2021 was Citadel Advisors, an estimated $67.6M added.
  • The largest iPath Series B S&P 500 VIX Short-Term Futures ETN seller in Q4 2021 was Jump Financial, an estimated $20.2M sold.

Based on aggregated 13F filings for Q4 2021.