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

Orinda Asset 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 Q3	–	Sell	-3,747	Closed	-$1.21M	–	171
2015 Q2	$1.21M	Buy	3,747 +1,059	+39%	+$345K	1.36%	27
2015 Q1	$1.1M	Buy	+2,688	New	+$1.3M	1.18%	21
2014 Q4	–	Sell	-375	Closed	-$187K	–	162
2014 Q3	$187K	Sell	375 -1,813	-83%	-$839K	0.31%	48
2014 Q2	$1M	Buy	+2,188	New	+$1.28M	1.92%	17

Other funds holding VXX

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

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

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

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

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

SG Americas Securities New York $92.9B AUM 36.98% 1-Year Est. Return

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

Jefferies Group New York $12B AUM 6.2% 1-Year Est. Return

ACI

AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

Paloma Partners Greenwich, Connecticut $510M AUM 286.05% 1-Year Est. Return

Orinda Asset Management's VXX Position: Q3 2015 in Review

Orinda Asset Management sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q3 2015, closing a stake of 3,747 shares — an estimated $1.21M sold.

Orinda Asset Management first reported a position in VXX in Q2 2014 and held it in 4 quarters. The position peaked at $1.21M in Q2 2015. 90 funds tracked by Wall St. Rank hold VXX as of Q3 2015.

Orinda Asset Management reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q3 2015 after selling out during the quarter.
Orinda Asset Management sold 3,747 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q3 2015, an estimated $1.21M.
Orinda Asset Management first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q2 2014 and held it in 4 quarters.
Orinda Asset Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $1.21M in Q2 2015.
90 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q3 2015.

Based on Orinda Asset Management's 13F filing for Q3 2015, filed 26 Oct 2015.