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

Twin Tree 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 Q1	–	Sell	-12,500	Closed	-$1.28M	–	1392
2016 Q4	$1.28M	Sell	12,500 -32,500	-72%	-$3.9M	0.01%	726
2016 Q3	$6.13M	Buy	45,000 +38,437	+586%	+$6.14M	0.08%	249
2016 Q2	$1.45M	Buy	6,563 +2,969	+83%	+$740K	0.02%	554
2016 Q1	$1.01M	Sell	3,594 -10,937	-75%	-$4.12M	0.02%	608
2015 Q4	$4.67M	Buy	14,531 +500	+4%	+$159K	0.09%	214
2015 Q3	$5.75M	Buy	14,031 +4,031	+40%	+$1.34M	0.15%	113
2015 Q2	$3.22M	Buy	10,000 +1,856	+23%	+$604K	0.08%	252
2015 Q1	$3.34M	Buy	8,144 +6,363	+357%	+$3.09M	0.09%	261
2014 Q4	$898K	Sell	1,781 -7,519	-81%	-$3.69M	0.03%	620
2014 Q3	$4.64M	Buy	9,300 +4,706	+102%	+$2.18M	0.12%	182
2014 Q2	$2.1M	Buy	+4,594	New	+$2.68M	0.05%	397

Other funds holding VXX

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

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

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

CFIC

City Financial Investment Company London, United Kingdom $562M AUM 5.93% 1-Year Est. Return

Tiger Global Management New York $22.8B AUM 30.07% 1-Year Est. Return

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

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

Marshall Wace London, United Kingdom $100B AUM 35.1% 1-Year Est. Return

CANY

Caxton Associates (New York) New York $3.18B AUM 54.49% 1-Year Est. Return

HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

Twin Tree Management's VXX Position: Q4 2016 in Review

Twin Tree Management sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q4 2016, closing a stake of 1,750 shares — an estimated $210K sold.

Twin Tree Management first reported a position in VXX in Q2 2014 and held it in 4 quarters. The position peaked at $358K in Q2 2014. 121 funds tracked by Wall St. Rank hold VXX as of Q4 2016.

Twin Tree Management reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q4 2016 after selling out during the quarter.
Twin Tree Management sold 1,750 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2016, an estimated $210K.
Twin Tree Management first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q2 2014 and held it in 4 quarters.
Twin Tree Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $358K in Q2 2014.
121 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q4 2016.

Based on Twin Tree Management's 13F filing for Q4 2016, filed 13 Feb 2017.