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

Integral Derivatives’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
2018 Q1	–	Sell	-16,850	Closed	-$639K	–	1208
2017 Q4	$470K	Buy	16,850 +3,606	+27%	+$119K	0.01%	738
2017 Q3	$519K	Sell	13,244 -2,612	-16%	-$121K	0.01%	719
2017 Q2	$809K	Buy	+15,856	New	+$917K	0.02%	551
2016 Q3	–	Sell	-6,190	Closed	-$989K	–	1261
2016 Q2	$1.37M	Buy	+6,190	New	+$1.54M	0.03%	325
2015 Q3	–	Sell	-834	Closed	-$277K	–	1383
2015 Q2	$268K	Buy	834 +250	+43%	+$81.3K	0.01%	901
2015 Q1	$239K	Buy	+584	New	+$283K	0.01%	912

Other funds holding VXX

Barclays London, United Kingdom $521B AUM 51.41% 1-Year Est. Return

Walleye Trading New York $87.6B AUM 68.17% 1-Year Est. Return

Goldman Sachs New York $1.15T AUM 47.82% 1-Year Est. Return

Parallax Volatility Advisers San Francisco, California $58.9B AUM 51.73% 1-Year Est. Return

LCM

Laurion Capital Management New York $3.9B AUM 75.03% 1-Year Est. Return

PSUF

People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return

SG Americas Securities New York $179B AUM 65.34% 1-Year Est. Return

Tiger Global Management New York $24B AUM 39.59% 1-Year Est. Return

Jane Street New York $1.21T AUM 78.12% 1-Year Est. Return

RCIM

Russell Clark Investment Management London, United Kingdom $100M AUM 55.58% 1-Year Est. Return

Integral Derivatives's VXX Position: Q1 2018 in Review

Integral Derivatives sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q1 2018, closing a stake of 16,850 shares — an estimated $639K sold.

Integral Derivatives first reported a position in VXX in Q1 2015 and held it in 6 quarters. The position peaked at $1.37M in Q2 2016. 104 funds tracked by Wall St. Rank hold VXX as of Q1 2018.

Integral Derivatives reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q1 2018 after selling out during the quarter.
Integral Derivatives sold 16,850 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q1 2018, an estimated $639K.
Integral Derivatives 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 6 quarters.
Integral Derivatives's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $1.37M in Q2 2016.
104 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q1 2018.

Based on Integral Derivatives's 13F filing for Q1 2018, filed 19 Apr 2018.