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	-14,450	Closed	-$913K	–	2154
2017 Q1	$913K	Sell	14,450 -4,075	-22%	-$302K	0.01%	1138
2016 Q4	$1.89M	Sell	18,525 -52,025	-74%	-$6.24M	0.01%	945
2016 Q3	$9.62M	Buy	70,550 +59,175	+520%	+$9.46M	0.05%	321
2016 Q2	$2.51M	Sell	11,375 -2,813	-20%	-$701K	0.01%	798
2016 Q1	$4M	Sell	14,188 -20,631	-59%	-$7.77M	0.02%	608
2015 Q4	$11.2M	Sell	34,819 -13,056	-27%	-$4.15M	0.05%	290
2015 Q3	$19.6M	Buy	47,875 +30,225	+171%	+$10.1M	0.08%	197
2015 Q2	$5.68M	Buy	17,650 +2,756	+19%	+$897K	0.03%	522
2015 Q1	$6.11M	Sell	14,894 -10,750	-42%	-$5.22M	0.03%	491
2014 Q4	$12.9M	Sell	25,644 -21,612	-46%	-$10.6M	0.05%	275
2014 Q3	$23.6M	Buy	47,256 +17,125	+57%	+$7.92M	0.1%	152
2014 Q2	$13.8M	Sell	30,131 -5,269	-15%	-$3.07M	0.06%	255
2014 Q1	$23.9M	Sell	35,400 -925	-3%	-$651K	0.1%	165
2013 Q4	$24.7M	Buy	36,325 +23,264	+178%	+$18.6M	0.09%	167
2013 Q3	$12.3M	Sell	13,061 -2,637	-17%	-$2.64M	0.04%	374
2013 Q2	$20.8M	Buy	+15,698	New	+$19.7M	0.08%	211

Other funds holding VXX

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

Susquehanna International Group Bala Cynwyd, Pennsylvania $893B AUM 36.07% 1-Year Est. Return

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

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

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

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 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.