CQS Cayman’s iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 VXX Stock Holding History

CQS Cayman’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
2016 Q4	–	Sell	-10,250	Closed	-$1.4M	–	158
2016 Q3	$1.4M	Buy	10,250 +8,828	+621%	+$1.41M	0.12%	89
2016 Q2	$314K	Buy	+1,422	New	+$355K	0.03%	122
2015 Q3	–	Sell	-3,157	Closed	-$1.01M	–	236
2015 Q2	$1.01M	Buy	+3,157	New	+$1.03M	0.06%	137

Other funds holding VXX

Barclays London, United Kingdom $416B AUM 33.63% 1-Year Est. Return

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

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

Passport Capital San Francisco, California $394M AUM 50.67% 1-Year Est. Return

SG Americas Securities New York $92.9B AUM 36.98% 1-Year Est. Return

Paloma Partners Greenwich, Connecticut $510M AUM 286.05% 1-Year Est. Return

LPC

Lone Pine Capital Greenwich, Connecticut $12.5B AUM 54.4% 1-Year Est. Return

ICM

Ionic Capital Management New York $1.37B AUM 48.26% 1-Year Est. Return

BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return

GLG Partners London, United Kingdom $2.14B AUM 21.14% 1-Year Est. Return

CQS Cayman's VXX Position: Q4 2016 in Review

CQS Cayman sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q4 2016, closing a stake of 10,250 shares — an estimated $1.4M sold.

CQS Cayman first reported a position in VXX in Q2 2015 and held it in 3 quarters. The position peaked at $1.4M in Q3 2016. 121 funds tracked by Wall St. Rank hold VXX as of Q4 2016.

CQS Cayman reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q4 2016 after selling out during the quarter.
CQS Cayman sold 10,250 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2016, an estimated $1.4M.
CQS Cayman first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q2 2015 and held it in 3 quarters.
CQS Cayman's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $1.4M in Q3 2016.
121 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q4 2016.

Based on CQS Cayman's 13F filing for Q4 2016, filed 14 Feb 2017.