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

Ellington Management Group’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
2015 Q4	–	Sell	-994	Closed	-$408K	–	1010
2015 Q3	$408K	Buy	994 +113	+13%	+$37.6K	0.11%	296
2015 Q2	$283K	Buy	+881	New	+$287K	0.07%	447
2013 Q4	–	Sell	-9,550	Closed	-$8.98M	–	1023
2013 Q3	$8.98M	Buy	+9,550	New	+$9.57M	1.7%	3

Other funds holding VXX

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

Goldman Sachs New York $871B AUM 31.28% 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

Tiger Global Management New York $22.8B AUM 30.07% 1-Year Est. Return

PSUF

People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return

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

Two Sigma Investments New York $124B AUM 33.93% 1-Year Est. Return

OTC

Opera Trading Capital Paris, France $419M AUM 0.58% 1-Year Est. Return

RCIM

Russell Clark Investment Management London, United Kingdom $100M AUM 55.58% 1-Year Est. Return

Ellington Management Group's VXX Position: Q4 2015 in Review

Ellington Management Group sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q4 2015, closing a stake of 994 shares — an estimated $408K sold.

Ellington Management Group first reported a position in VXX in Q3 2013 and held it in 3 quarters. The position peaked at $8.98M in Q3 2013. 94 funds tracked by Wall St. Rank hold VXX as of Q4 2015.

Ellington Management Group reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q4 2015 after selling out during the quarter.
Ellington Management Group sold 994 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2015, an estimated $408K.
Ellington Management Group first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q3 2013 and held it in 3 quarters.
Ellington Management Group's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $8.98M in Q3 2013.
94 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q4 2015.

Based on Ellington Management Group's 13F filing for Q4 2015, filed 16 Feb 2016.