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

Pine River 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
2018 Q2	–	Sell	-800,000	Closed	-$37.8M	–	3
2018 Q1	$37.8M	Buy	+800,000	New	+$30.3M	85.77%	1
2014 Q4	–	Sell	-67,900	Closed	-$33.9M	–	1118
2014 Q3	$33.9M	Buy	+67,900	New	+$31.4M	0.4%	55
2014 Q2	–	Sell	-12,500	Closed	-$8.43M	–	866
2014 Q1	$8.43M	Buy	12,500 +3,250	+35%	+$2.29M	0.13%	200
2013 Q4	$6.3M	Buy	+9,250	New	+$7.38M	0.08%	264
2013 Q3	–	Sell	-15,625	Closed	-$20.7M	–	591
2013 Q2	$20.7M	Buy	+15,625	New	+$19.6M	0.3%	83

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 $303B AUM 53.02% 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

Pine River Capital Management's VXX Position: Q4 2014 in Review

Pine River Capital Management sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q4 2014, closing a stake of 884 shares — an estimated $441K sold.

Pine River Capital Management first reported a position in VXX in Q2 2013 and held it in 5 quarters. The position peaked at $6.21M in Q2 2013. 90 funds tracked by Wall St. Rank hold VXX as of Q4 2014.

Pine River Capital Management reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q4 2014 after selling out during the quarter.
Pine River Capital Management sold 884 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2014, an estimated $441K.
Pine River Capital Management first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q2 2013 and held it in 5 quarters.
Pine River Capital Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $6.21M in Q2 2013.
90 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q4 2014.

Based on Pine River Capital Management's 13F filing for Q4 2014, filed 17 Feb 2015.