TH
VXX

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

Timber Hill’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
Q2 		– Sell
-60,750
Closed -$3.84M – 2153
2017
Q1 		$3.84M Buy
60,750
+3,425
+6% +$254K 0.03% 449
2016
Q4 		$5.85M Sell
57,325
-43,325
-43% -$5.2M 0.03% 473
2016
Q3 		$13.7M Buy
100,650
+47,200
+88% +$7.54M 0.07% 249
2016
Q2 		$11.8M Sell
53,450
-363
-0.7% -$90.5K 0.06% 289
2016
Q1 		$15.2M Buy
53,813
+9,288
+21% +$3.5M 0.07% 218
2015
Q4 		$14.3M Sell
44,525
-40,613
-48% -$12.9M 0.07% 233
2015
Q3 		$34.9M Sell
85,138
-33,912
-28% -$11.3M 0.14% 127
2015
Q2 		$38.3M Buy
119,050
+57,831
+94% +$18.8M 0.17% 93
2015
Q1 		$25.1M Sell
61,219
-7,462
-11% -$3.62M 0.11% 160
2014
Q4 		$34.6M Buy
68,681
+21,581
+46% +$10.6M 0.14% 114
2014
Q3 		$23.5M Buy
47,100
+6,637
+16% +$3.07M 0.1% 153
2014
Q2 		$18.5M Buy
40,463
+4,182
+12% +$2.44M 0.08% 190
2014
Q1 		$24.5M Sell
36,281
-35,144
-49% -$24.7M 0.1% 162
2013
Q4 		$48.6M Buy
71,425
+44,034
+161% +$35.1M 0.17% 72
2013
Q3 		$25.8M Buy
27,391
+10,772
+65% +$10.8M 0.09% 185
2013
Q2 		$22M Buy
+16,619
New +$20.8M 0.08% 197

Other funds holding VXX

Barclays
Barclays London, United Kingdom $416B AUM 33.63% 1-Year Est. Return
Susquehanna International Group
Susquehanna International Group Bala Cynwyd, Pennsylvania $893B AUM 36.07% 1-Year Est. Return
PC
Passport Capital San Francisco, California $394M AUM 50.67% 1-Year Est. Return
Bank of America
Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return
Morgan Stanley
Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return
Goldman Sachs
Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return
CFIC
City Financial Investment Company London, United Kingdom $562M AUM 5.93% 1-Year Est. Return
LCM
Laurion Capital Management New York $2.29B AUM 75.73% 1-Year Est. Return
CANY
Caxton Associates (New York) New York $3.18B AUM 54.49% 1-Year Est. Return
Tiger Global Management
Tiger Global Management New York $22.8B AUM 30.07% 1-Year Est. Return

Timber Hill's VXX Position: Q1 2016 in Review

Timber Hill sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q1 2016, closing a stake of 1,534 shares — an estimated $578K sold.

Timber Hill first reported a position in VXX in Q4 2015 and held it in 1 quarter. The position peaked at $493K in Q4 2015. 122 funds tracked by Wall St. Rank hold VXX as of Q1 2016.

  • Timber Hill reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q1 2016 after selling out during the quarter.
  • Timber Hill sold 1,534 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q1 2016, an estimated $578K.
  • Timber Hill first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q4 2015 and held it in 1 quarter.
  • Timber Hill's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $493K in Q4 2015.
  • 122 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q1 2016.

Based on Timber Hill's 13F filing for Q1 2016, filed 5 May 2016.