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

Rotella 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
2013 Q3	–	Sell	-478	Closed	-$634K	–	213
2013 Q2	$634K	Buy	+478	New	+$599K	2.02%	15

Other funds holding VXX

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FTUS

Flow Traders U.S. New York $3.16B AUM 19.52% 1-Year Est. Return

Walleye Trading New York $60B AUM 42.19% 1-Year Est. Return

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

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

Deutsche Bank Frankfurt Am Main Ge, Germany $303B AUM 30.15% 1-Year Est. Return

UBS Zurich, Switzerland $136B AUM 16.36% 1-Year Est. Return

AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return

STRS Ohio Columbus, Ohio $26.7B AUM 43.32% 1-Year Est. Return

ICM

Ionic Capital Management New York $1.37B AUM 48.26% 1-Year Est. Return

Rotella Capital Management's VXX Position: Q3 2013 in Review

Rotella Capital Management sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q3 2013, closing a stake of 478 shares — an estimated $634K sold.

Rotella Capital Management first reported a position in VXX in Q2 2013 and held it in 1 quarter. The position peaked at $634K in Q2 2013. 121 funds tracked by Wall St. Rank hold VXX as of Q3 2013.

Rotella Capital Management reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q3 2013 after selling out during the quarter.
Rotella Capital Management sold 478 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q3 2013, an estimated $634K.
Rotella 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 1 quarter.
Rotella Capital Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $634K in Q2 2013.
121 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q3 2013.

Based on Rotella Capital Management's 13F filing for Q3 2013, filed 18 Nov 2013.