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

Quantitative Investment 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
2017 Q3	–	Sell	-256,600	Closed	-$13.1M	–	949
2017 Q2	$13.1M	Sell	256,600 -42,525	-14%	-$2.46M	0.2%	124
2017 Q1	$18.9M	Buy	+299,125	New	+$22.2M	0.29%	70
2016 Q4	–	Sell	-49,700	Closed	-$6.77M	–	1042
2016 Q3	$6.77M	Buy	+49,700	New	+$7.94M	0.22%	104
2015 Q1	–	Sell	-1,031	Closed	-$519K	–	839
2014 Q4	$519K	Sell	1,031 -24,744	-96%	-$12.2M	0.08%	252
2014 Q3	$12.9M	Sell	25,775 -5,756	-18%	-$2.66M	2.48%	7
2014 Q2	$14.4M	Buy	+31,531	New	+$18.4M	2.58%	4
2013 Q3	–	Sell	-1,619	Closed	-$2.15M	–	749
2013 Q2	$2.15M	Buy	+1,619	New	+$2.03M	0.38%	49

Other funds holding VXX

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

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

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

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

Passport Capital San Francisco, California $394M AUM 50.67% 1-Year Est. Return

Public Sector Pension Investment Board (PSP Investments) Montreal, Quebec, Canada $32.1B AUM 31.84% 1-Year Est. Return

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

GGHC

Gilder Gagnon Howe & Co New York $8.34B AUM 46.58% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return

Quantitative Investment Management's VXX Position: Q3 2017 in Review

Quantitative Investment Management sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q3 2017, closing a stake of 256,600 shares — an estimated $13.1M sold.

Quantitative Investment Management first reported a position in VXX in Q2 2013 and held it in 7 quarters. The position peaked at $18.9M in Q1 2017. 121 funds tracked by Wall St. Rank hold VXX as of Q3 2017.

Quantitative Investment Management reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q3 2017 after selling out during the quarter.
Quantitative Investment Management sold 256,600 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q3 2017, an estimated $13.1M.
Quantitative Investment 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 7 quarters.
Quantitative Investment Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $18.9M in Q1 2017.
121 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q3 2017.

Based on Quantitative Investment Management's 13F filing for Q3 2017, filed 13 Nov 2017.