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

Capula 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
2019 Q1	–	Sell	-475,000	Closed	-$22.3M	–	15
2018 Q4	$22.3M	Buy	+475,000	New	+$17.6M	3.8%	9

Capula Management's VXX Position: Q4 2016 in Review

Capula Management sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q4 2016, closing a stake of 4,688 shares — an estimated $639K sold.

Capula Management first reported a position in VXX in Q3 2016 and held it in 1 quarter. The position peaked at $639K in Q3 2016. 121 funds tracked by Wall St. Rank hold VXX as of Q4 2016.

Capula Management reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q4 2016 after selling out during the quarter.
Capula Management sold 4,688 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2016, an estimated $639K.
Capula Management first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q3 2016 and held it in 1 quarter.
Capula Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $639K in Q3 2016.
121 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q4 2016.

Based on Capula Management's 13F filing for Q4 2016, filed 13 Feb 2017.