PEAK6 Group’s iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 VXX Stock Holding History

PEAK6 Group’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
2018 Q2	$4.44M	Buy	+120,000	New	+$4.64M	0.02%	836
2016 Q3	–	Sell	-213	Closed	-$47K	–	5182
2016 Q2	$47K	Buy	+213	New	+$53.1K	﹤0.01%	3888
2016 Q1	–	Sell	-29,063	Closed	-$9.35M	–	5677
2015 Q4	$9.35M	Buy	29,063 +2,500	+9%	+$795K	0.06%	396
2015 Q3	$10.9M	Buy	26,563 +20,313	+325%	+$6.76M	0.06%	433
2015 Q2	$2.01M	Hold	6,250	–	–	0.01%	1467
2015 Q1	$2.56M	Sell	6,250 -2,681	-30%	-$1.3M	0.02%	1077
2014 Q4	$4.5M	Sell	8,931 -9,825	-52%	-$4.83M	0.03%	744
2014 Q3	$9.36M	Buy	18,756 +17,481	+1,371%	+$8.09M	0.07%	357
2014 Q2	$583K	Sell	1,275 -3,756	-75%	-$2.19M	0.01%	2168
2014 Q1	$3.39M	Buy	5,031 +3,187	+173%	+$2.24M	0.03%	884
2013 Q4	$1.25M	Sell	1,844 -3,200	-63%	-$2.55M	0.01%	1855
2013 Q3	$2.37M	Buy	5,044 +3,414	+209%	+$3.42M	0.02%	1381
2013 Q2	$2.16K	Buy	+1,630	New	+$2.04M	0.01%	1457

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

Citigroup New York $235B AUM 32.99% 1-Year Est. Return

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

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

PSUF

People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return

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

Two Sigma Investments New York $124B AUM 33.93% 1-Year Est. Return

OTC

Opera Trading Capital Paris, France $419M AUM 0.58% 1-Year Est. Return

RCIM

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

PEAK6 Group's VXX Position: Q4 2013 in Review

PEAK6 Group sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q4 2013, closing a stake of 326 shares — an estimated $260K sold.

PEAK6 Group first reported a position in VXX in Q3 2013 and held it in 1 quarter. The position peaked at $154K in Q3 2013. 104 funds tracked by Wall St. Rank hold VXX as of Q4 2013.

PEAK6 Group reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q4 2013 after selling out during the quarter.
PEAK6 Group sold 326 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2013, an estimated $260K.
PEAK6 Group 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 1 quarter.
PEAK6 Group's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $154K in Q3 2013.
104 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q4 2013.

Based on PEAK6 Group's 13F filing for Q4 2013, filed 13 Feb 2014.