Quantres Asset Management’s iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 VXZ Stock Holding History

Quantres Asset Management’s Portfolio VXZ Stock Details VXZ Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2015 Q1	–	Sell	-15,053	Closed	-$790K	–	209
2014 Q4	$790K	Buy	15,053 +9,612	+177%	+$499K	0.77%	40
2014 Q3	$286K	Sell	5,441 -5,408	-50%	-$269K	0.29%	97
2014 Q2	$549K	Buy	10,849 +5,481	+102%	+$309K	0.61%	46
2014 Q1	$325K	Buy	+5,368	New	+$336K	0.38%	114

Other funds holding VXZ

Brinker Capital Berwyn, Pennsylvania $3.13B AUM 9.04% 1-Year Est. Return

LCM

Lakewood Capital Management New York $1.58B AUM 0.92% 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

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

Bank of New York Mellon New York $544B AUM 28.31% 1-Year Est. Return

Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return

JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return

MFM

Mohican Financial Management Wilton, Connecticut $256M AUM 0% 1-Year Est. Return

IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return

Quantres Asset Management's VXZ Position: Q1 2015 in Review

Quantres Asset Management sold out of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) in Q1 2015, closing a stake of 15,053 shares — an estimated $790K sold.

Quantres Asset Management first reported a position in VXZ in Q1 2014 and held it in 4 quarters. The position peaked at $790K in Q4 2014. 19 funds tracked by Wall St. Rank hold VXZ as of Q1 2015.

Quantres Asset Management reported no remaining iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 position as of Q1 2015 after selling out during the quarter.
Quantres Asset Management sold 15,053 iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 shares in Q1 2015, an estimated $790K.
Quantres Asset Management first reported a position in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in Q1 2014 and held it in 4 quarters.
Quantres Asset Management's iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 position peaked at $790K in Q4 2014.
19 funds tracked by Wall St. Rank held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 as of Q1 2015.

Based on Quantres Asset Management's 13F filing for Q1 2015, filed 13 Apr 2015.