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

Two Sigma Advisers’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
2015 Q1	–	Sell	-1,775	Closed	-$895K	–	2709
2014 Q4	$895K	Sell	1,775 -2,865	-62%	-$1.41M	0.01%	1230
2014 Q3	$2.31M	Buy	+4,640	New	+$2.15M	0.02%	762
2014 Q1	–	Sell	-3,011	Closed	-$2.05M	–	2779
2013 Q4	$2.05M	Buy	+3,011	New	+$2.4M	0.02%	735
2013 Q3	–	Sell	-1,226	Closed	-$1.63M	–	2635
2013 Q2	$1.63M	Buy	+1,226	New	+$1.54M	0.02%	605

Other funds holding VXX

WBI Investments Red Bank, New Jersey $362M AUM 23.75% 1-Year Est. Return

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

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

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

BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return

CCI

Columbus Circle Investors $2.28B AUM 135.57% 1-Year Est. Return

BCM

Bluefin Capital Management New York $156M AUM 18.47% 1-Year Est. Return

Jane Street New York $777B AUM 61.18% 1-Year Est. Return

SFM

Soros Fund Management New York $9.12B AUM 30.69% 1-Year Est. Return

Elliott Management New York $11.8B AUM 20.29% 1-Year Est. Return

Two Sigma Advisers's VXX Position: Q1 2015 in Review

Two Sigma Advisers sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q1 2015, closing a stake of 1,775 shares — an estimated $895K sold.

Two Sigma Advisers first reported a position in VXX in Q2 2013 and held it in 4 quarters. The position peaked at $2.31M in Q3 2014. 94 funds tracked by Wall St. Rank hold VXX as of Q1 2015.

Two Sigma Advisers reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q1 2015 after selling out during the quarter.
Two Sigma Advisers sold 1,775 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q1 2015, an estimated $895K.
Two Sigma Advisers 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 4 quarters.
Two Sigma Advisers's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $2.31M in Q3 2014.
94 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q1 2015.

Based on Two Sigma Advisers's 13F filing for Q1 2015, filed 15 May 2015.