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

Two Sigma Investments’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
2019 Q1	–	Sell	-151,290	Closed	-$7.09M	–	3707
2018 Q4	$7.09M	Buy	+151,290	New	+$5.6M	0.03%	652
2018 Q3	–	Sell	-332,250	Closed	-$12.3M	–	3887
2018 Q2	$12.3M	Buy	332,250 +103,968	+46%	+$4.02M	0.04%	581
2018 Q1	$10.8M	Buy	+228,282	New	+$8.65M	0.04%	552
2016 Q3	–	Sell	-1,983	Closed	-$438K	–	3632
2016 Q2	$438K	Buy	+1,983	New	+$495K	﹤0.01%	2324
2016 Q1	–	Sell	-2,651	Closed	-$854K	–	3416
2015 Q4	$854K	Buy	+2,651	New	+$843K	﹤0.01%	1617
2015 Q3	–	Sell	-3,531	Closed	-$1.17M	–	3245
2015 Q2	$1.14M	Buy	+3,531	New	+$1.15M	0.01%	1574

Two Sigma Investments's VXX Position: Q1 2019 in Review

Two Sigma Investments sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q1 2019, closing a stake of 151,290 shares — an estimated $7.09M sold.

Two Sigma Investments first reported a position in VXX in Q2 2015 and held it in 6 quarters. The position peaked at $12.3M in Q2 2018. 0 funds tracked by Wall St. Rank hold VXX as of Q1 2019.

Two Sigma Investments reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q1 2019 after selling out during the quarter.
Two Sigma Investments sold 151,290 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q1 2019, an estimated $7.09M.
Two Sigma Investments first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q2 2015 and held it in 6 quarters.
Two Sigma Investments's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $12.3M in Q2 2018.
0 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q1 2019.

Based on Two Sigma Investments's 13F filing for Q1 2019, filed 15 May 2019.