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

Harvard Management Company’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 Q1	–	Sell	-250,000	Closed	-$25.5M	–	84
2016 Q4	$25.5M	Hold	250,000	–	–	3.89%	6
2016 Q3	$34.1M	Buy	250,000 +187,500	+300%	+$30M	5.4%	4
2016 Q2	$13.8M	Hold	62,500	–	–	2.68%	8
2016 Q1	$17.6M	Buy	62,500 +61,800	+8,829%	+$23.3M	1.3%	15
2015 Q4	$226K	Hold	700	–	–	0.02%	117
2015 Q3	$287K	Buy	+700	New	+$233K	0.02%	114

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Laurion Capital Management New York $2.29B AUM 75.73% 1-Year Est. Return

Tiger Global Management

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Quantitative Investment Management Charlottesville, Virginia $963M AUM 12.95% 1-Year Est. Return

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

Millennium Management

Millennium Management New York $240B AUM 35.51% 1-Year Est. Return

Randolph Company Cincinnati, Ohio $1.19B AUM 38.92% 1-Year Est. Return

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