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

Avalon Capital 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 Q4	–	Sell	-41,184	Closed	-$1.61M	–	111
2017 Q3	$1.61M	Buy	+41,184	New	+$1.91M	1.12%	35
2016 Q3	–	Sell	-1,890	Closed	-$418K	–	101
2016 Q2	$418K	Buy	+1,890	New	+$471K	0.33%	56

Other funds holding VXX

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

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

D.E. Shaw & Co New York $166B AUM 43.98% 1-Year Est. Return

CFIC

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

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

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

PGCM

Prescott Group Capital Management Tulsa, Oklahoma $1B AUM 51.95% 1-Year Est. Return

LCM

Laurion Capital Management New York $2.29B AUM 75.73% 1-Year Est. Return

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

Susquehanna International Group Bala Cynwyd, Pennsylvania $893B AUM 36.07% 1-Year Est. Return

Avalon Capital Management's VXX Position: Q4 2017 in Review

Avalon Capital Management sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q4 2017, closing a stake of 41,184 shares — an estimated $1.61M sold.

Avalon Capital Management first reported a position in VXX in Q2 2016 and held it in 2 quarters. The position peaked at $1.61M in Q3 2017. 130 funds tracked by Wall St. Rank hold VXX as of Q4 2017.

Avalon Capital Management reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q4 2017 after selling out during the quarter.
Avalon Capital Management sold 41,184 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2017, an estimated $1.61M.
Avalon Capital Management first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q2 2016 and held it in 2 quarters.
Avalon Capital Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $1.61M in Q3 2017.
130 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q4 2017.

Based on Avalon Capital Management's 13F filing for Q4 2017, filed 26 Jan 2018.