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

Graham Capital 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
2017 Q3	–	Sell	-437,500	Closed	-$22.3M	–	105
2017 Q2	$22.3M	Buy	+437,500	New	+$25.3M	0.59%	18
2016 Q3	–	Sell	-18,750	Closed	-$4.14M	–	131
2016 Q2	$4.14M	Buy	+18,750	New	+$4.68M	0.21%	62
2016 Q1	–	Sell	-31,250	Closed	-$10.1M	–	117
2015 Q4	$10.1M	Buy	+31,250	New	+$9.94M	1.84%	21
2014 Q1	–	Sell	-18,750	Closed	-$12.8M	–	167
2013 Q4	$12.8M	Buy	+18,750	New	+$15M	0.69%	29

Other funds holding VXX

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

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

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

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

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

Public Sector Pension Investment Board (PSP Investments) Montreal, Quebec, Canada $32.1B AUM 31.84% 1-Year Est. Return

Wolverine Trading Chicago, Illinois $139B AUM 31.83% 1-Year Est. Return

GGHC

Gilder Gagnon Howe & Co New York $8.34B AUM 46.58% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return

Graham Capital Management's VXX Position: Q1 2015 in Review

Graham Capital Management sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q1 2015, closing a stake of 4,688 shares — an estimated $2.36M sold.

Graham Capital Management first reported a position in VXX in Q3 2013 and held it in 2 quarters. The position peaked at $2.79M in Q3 2013. 94 funds tracked by Wall St. Rank hold VXX as of Q1 2015.

Graham Capital Management reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q1 2015 after selling out during the quarter.
Graham Capital Management sold 4,688 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q1 2015, an estimated $2.36M.
Graham Capital Management 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 2 quarters.
Graham Capital Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $2.79M 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 Q1 2015.

Based on Graham Capital Management's 13F filing for Q1 2015, filed 15 May 2015.