Two Sigma Securities’s iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 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
2019 Q1	–	Sell	-7,144	Closed	-$335K	–	2719
2018 Q4	$335K	Buy	+7,144	New	+$264K	﹤0.01%	1273
2018 Q2	–	Sell	-7,277	Closed	-$344K	–	3234
2018 Q1	$344K	Sell	7,277 -6,721	-48%	-$255K	﹤0.01%	1913
2017 Q4	$391K	Buy	+13,998	New	+$462K	0.01%	845
2017 Q3	–	Sell	-9,660	Closed	-$493K	–	1413
2017 Q2	$493K	Buy	+9,660	New	+$558K	0.09%	207
2017 Q1	–	Sell	-2,149	Closed	-$219K	–	1277
2016 Q4	$219K	Buy	+2,149	New	+$258K	0.07%	403
2016 Q3	–	Sell	-4,086	Closed	-$902K	–	904
2016 Q2	$902K	Buy	+4,086	New	+$1.02M	0.49%	42
2015 Q2	–	Sell	-977	Closed	-$401K	–	335
2015 Q1	$401K	Buy	+977	New	+$474K	0.41%	38

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

Two Sigma Securities sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q1 2019, closing a stake of 7,144 shares — an estimated $335K sold.

Two Sigma Securities first reported a position in VXX in Q1 2015 and held it in 7 quarters. The position peaked at $902K in Q2 2016. 0 funds tracked by Wall St. Rank hold VXX as of Q1 2019.

Two Sigma Securities 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 Securities sold 7,144 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q1 2019, an estimated $335K.
Two Sigma Securities first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q1 2015 and held it in 7 quarters.
Two Sigma Securities's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $902K in Q2 2016.
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 Securities's 13F filing for Q1 2019, filed 15 May 2019.