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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
Simplex Trading
101
Simplex Trading
Illinois
-$3.38M -9,513 Closed
FEM
102
Fulcrum Equity Management
Texas
-$4.2M -9,427 Closed
HW
103
Hamilton Wealth
California
-$4.02M -9,024 Closed
ZCA
104
Zeke Capital Advisors
Pennsylvania
-$3.49M -7,844 Closed
LPU
105
Lansdowne Partners (UK)
United Kingdom
-$2.72M -6,115 Closed
CPC
106
Congress Park Capital
New York
-$2.63M -5,910 Closed
CC
107
Centiva Capital
New York
-$1.5M -4,228 Closed
IAA
108
Independent Advisor Alliance
North Carolina
-$1.75M -3,919 Closed
DC
109
Diametric Capital
Massachusetts
-$1.41M -3,160 Closed
HF
110
HRT Financial
New York
-$1.09M -3,067 Closed
RCM
111
RB Capital Management
Nevada
-$1.34M -3,015 Closed
PCM
112
Prelude Capital Management
New York
-$1.03M -2,895 Closed
GIM
113
Guild Investment Management
California
-$1.11M -2,500 Closed
Envestnet Asset Management
114
Envestnet Asset Management
Illinois
-$973K -2,186 Closed
ECM
115
ExodusPoint Capital Management
New York
-$724K -1,625 Closed
SB
116
Strategic Blueprint
Georgia
-$607K -1,363 Closed
VCWA
117
Vanguard Capital Wealth Advisors
Colorado
-$590 -1,325 Closed
SPC
118
Sigma Planning Corp
Michigan
-$496K -1,114 Closed
Wolverine Trading
119
Wolverine Trading
Illinois
-$474K -1,065 Closed
CG
120
Cutler Group
California
-$375K -1,056 Closed
IAA
121
Ironsides Asset Advisors
North Carolina
-$449K -1,008 Closed
BW
122
Bison Wealth
Georgia
-$417K -938 Closed
PAG
123
Private Advisor Group
New Jersey
-$404K -907 Closed
Commonwealth Equity Services
124
Commonwealth Equity Services
Massachusetts
-$359K -807 Closed
C
125
Certuity
Florida
-$330K -740 Closed

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.