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

Moore 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
2016 Q3	–	Sell	-62,500	Closed	-$13.8M	–	358
2016 Q2	$13.8M	Buy	+62,500	New	+$15.6M	0.54%	59
2014 Q3	–	Sell	-2,656	Closed	-$1.22M	–	615
2014 Q2	$1.22M	Hold	2,656	–	–	0.03%	313
2014 Q1	$1.79M	Buy	+2,656	New	+$1.87M	0.04%	281

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

Marshall Wace London, United Kingdom $100B AUM 35.1% 1-Year Est. Return

Citigroup New York $303B AUM 53.02% 1-Year Est. Return

Walleye Trading New York $87.6B AUM 68.17% 1-Year Est. Return

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

RCIM

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

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

Parallax Volatility Advisers San Francisco, California $38.6B AUM 45.89% 1-Year Est. Return

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

Moore Capital Management's VXX Position: Q2 2016 in Review

Moore Capital Management sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q2 2016, closing a stake of 12,500 shares — an estimated $3.12M sold.

Moore Capital Management first reported a position in VXX in Q4 2015 and held it in 2 quarters. The position peaked at $14.1M in Q4 2015. 123 funds tracked by Wall St. Rank hold VXX as of Q2 2016.

Moore Capital Management reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q2 2016 after selling out during the quarter.
Moore Capital Management sold 12,500 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q2 2016, an estimated $3.12M.
Moore Capital Management first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q4 2015 and held it in 2 quarters.
Moore Capital Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $14.1M in Q4 2015.
123 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q2 2016.

Based on Moore Capital Management's 13F filing for Q2 2016, filed 15 Aug 2016.