Two Sigma Securities’s iPath Series B S&P 500 VIX Short-Term Futures ETN VXX Stock Holding History

Two Sigma Securities’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
2024 Q3	–	Sell	-3,441	Closed	-$150K	–	3708
2024 Q2	$150K	Buy	+3,441	New	+$171K	﹤0.01%	2423
2023 Q4	–	Sell	-3,447	Closed	-$322K	–	3650
2023 Q3	$322K	Buy	+3,447	New	+$324K	﹤0.01%	1896
2022 Q1	–	Sell	-1,855	Closed	-$550K	–	2551
2021 Q4	$550K	Buy	1,855 +1,329	+253%	+$472K	0.02%	476
2021 Q3	$234K	Buy	+526	New	+$236K	0.01%	1154
2020 Q3	–	Sell	-111	Closed	-$197K	–	1687
2020 Q2	$241K	Buy	+111	New	+$267K	0.01%	1027
2019 Q4	–	Sell	-134	Closed	-$162K	–	2688
2019 Q3	$204K	Buy	+134	New	+$213K	﹤0.01%	1837
2019 Q2	–	Sell	-150	Closed	-$281K	–	2457
2019 Q1	$281K	Buy	+150	New	+$331K	﹤0.01%	1239

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

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

Trivest Advisors Hong Kong $1.39B AUM 273.03% 1-Year Est. Return

CCS

Concentric Capital Strategies Stamford, Connecticut $1.19B AUM 44.7% 1-Year Est. Return

Millennium Management New York $240B AUM 35.51% 1-Year Est. Return

LCM

Landscape Capital Management Englewood, New Jersey $1.58B AUM 26.88% 1-Year Est. Return

ASN

Advisory Services Network Atlanta, Georgia $7.52B AUM 29.01% 1-Year Est. Return

RCM

Ridgepath Capital Management Knoxville, Tennessee $201M AUM 10.5% 1-Year Est. Return

Luminus Management Houston, Texas $166M AUM 75.95% 1-Year Est. Return

Two Sigma Securities's VXX Position: Q3 2024 in Review

Two Sigma Securities sold out of iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) in Q3 2024, closing a stake of 3,441 shares — an estimated $150K sold.

Two Sigma Securities first reported a position in VXX in Q1 2019 and held it in 7 quarters. The position peaked at $550K in Q4 2021. 54 funds tracked by Wall St. Rank hold VXX as of Q3 2024.

Two Sigma Securities reported no remaining iPath Series B S&P 500 VIX Short-Term Futures ETN position as of Q3 2024 after selling out during the quarter.
Two Sigma Securities sold 3,441 iPath Series B S&P 500 VIX Short-Term Futures ETN shares in Q3 2024, an estimated $150K.
Two Sigma Securities first reported a position in iPath Series B S&P 500 VIX Short-Term Futures ETN in Q1 2019 and held it in 7 quarters.
Two Sigma Securities's iPath Series B S&P 500 VIX Short-Term Futures ETN position peaked at $550K in Q4 2021.
54 funds tracked by Wall St. Rank held iPath Series B S&P 500 VIX Short-Term Futures ETN as of Q3 2024.

Based on Two Sigma Securities's 13F filing for Q3 2024, filed 14 Nov 2024.