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	$664K	Buy	14,025 +994	+8%	+$37.7K	0.02%	331
2017 Q4	$363K	Buy	+13,031	New	+$430K	0.01%	814
2017 Q3	–	Sell	-6,331	Closed	-$323K	–	1389
2017 Q2	$323K	Buy	+6,331	New	+$366K	0.01%	842
2017 Q1	–	Sell	-7,181	Closed	-$733K	–	1517
2016 Q4	$733K	Sell	7,181 -888	-11%	-$106K	0.01%	602
2016 Q3	$1.1M	Buy	8,069 +2,238	+38%	+$358K	0.02%	409
2016 Q2	$1.29M	Buy	+5,831	New	+$1.45M	0.03%	341
2016 Q1	–	Sell	-2,063	Closed	-$665K	–	1313
2015 Q4	$665K	Sell	2,063 -2,187	-51%	-$696K	0.02%	589
2015 Q3	$1.74M	Buy	4,250 +3,450	+431%	+$1.15M	0.05%	346
2015 Q2	$257K	Buy	800 +6	+0.8%	+$1.95K	0.01%	919
2015 Q1	$326K	Sell	794 -369	-32%	-$179K	0.01%	807
2014 Q4	$586K	Sell	1,163 -1,200	-51%	-$590K	0.01%	865
2014 Q3	$1.18M	Sell	2,363 -12,006	-84%	-$5.55M	0.02%	638
2014 Q2	$6.58M	Buy	+14,369	New	+$8.37M	0.11%	132

Other funds holding VXX

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

Walleye Trading New York $60B AUM 42.19% 1-Year Est. Return

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

Parallax Volatility Advisers San Francisco, California $38.6B AUM 45.89% 1-Year Est. Return

LCM

Laurion Capital Management New York $2.29B AUM 75.73% 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 $92.9B AUM 36.98% 1-Year Est. Return

Tiger Global Management New York $22.8B AUM 30.07% 1-Year Est. Return

CTC (Chicago Trading Company) Chicago, Illinois $217B AUM 46.5% 1-Year Est. Return

Jane Street New York $777B AUM 61.18% 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.