EMG
VXX

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
2018
Q2 		– Sell
-1,138,000
Closed -$53.8M – 1049
2018
Q1 		$53.8M Buy
+1,138,000
New +$43.1M 3.87% 3

Other funds holding VXX

Barclays
Barclays London, United Kingdom $416B AUM 33.63% 1-Year Est. Return
Goldman Sachs
Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return
Citigroup
Citigroup New York $235B AUM 32.99% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
Tiger Global Management
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
Citadel Advisors Miami, Florida $618B AUM 30.34% 1-Year Est. Return
Two Sigma Investments
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.