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

Espalier Global Management’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	-1,563	Closed	-$641K	–	104
2015 Q3	$641K	Sell	1,563 -4,687	-75%	-$1.56M	0.1%	67
2015 Q2	$2.01M	Buy	+6,250	New	+$2.03M	0.33%	53

Other funds holding VXX

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

Susquehanna International Group Bala Cynwyd, Pennsylvania $893B AUM 36.07% 1-Year Est. Return

Kylin Management New York $173M AUM 39.51% 1-Year Est. Return

Walleye Trading New York $60B AUM 42.19% 1-Year Est. Return

HBK Investments Dallas, Texas $9.85B AUM 55.6% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

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

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

MCM

Moore Capital Management New York $4.92B AUM 35.41% 1-Year Est. Return

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

Espalier Global Management's VXX Position: Q4 2015 in Review

Espalier Global Management sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q4 2015, closing a stake of 1,563 shares — an estimated $641K sold.

Espalier Global Management first reported a position in VXX in Q2 2015 and held it in 2 quarters. The position peaked at $2.01M in Q2 2015. 94 funds tracked by Wall St. Rank hold VXX as of Q4 2015.

Espalier Global Management 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.
Espalier Global Management sold 1,563 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2015, an estimated $641K.
Espalier Global Management 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 2 quarters.
Espalier Global Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $2.01M in Q2 2015.
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 Espalier Global Management's 13F filing for Q4 2015, filed 16 Feb 2016.