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

Ionic 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	-8,239	Closed	-$323K	–	404
2017 Q3	$323K	Buy	8,239 +7,670	+1,348%	+$356K	0.01%	274
2017 Q2	$29K	Sell	569 -98,139	-99%	-$5.67M	﹤0.01%	289
2017 Q1	$6.24M	Sell	98,708 -8,310	-8%	-$616K	0.38%	72
2016 Q4	$10.9M	Buy	107,018 +87,171	+439%	+$10.5M	0.59%	47
2016 Q3	$2.71M	Buy	19,847 +12,985	+189%	+$2.08M	0.12%	160
2016 Q2	$1.52M	Buy	6,862 +4,938	+257%	+$1.23M	0.07%	187
2016 Q1	$542K	Sell	1,924 -1,626	-46%	-$612K	0.03%	205
2015 Q4	$1.14M	Sell	3,550 -10,031	-74%	-$3.19M	0.08%	182
2015 Q3	$5.57M	Buy	13,581 +10,143	+295%	+$3.37M	0.3%	88
2015 Q2	$1.11M	Buy	3,438 +2,562	+292%	+$834K	0.05%	165
2015 Q1	$359K	Sell	876 -172	-16%	-$83.5K	0.01%	218
2014 Q4	$528K	Sell	1,048 -212	-17%	-$104K	0.01%	220
2014 Q3	$629K	Sell	1,260 -69	-5%	-$31.9K	0.02%	174
2014 Q2	$608K	Sell	1,329 -69,824	-98%	-$40.7M	0.02%	184
2014 Q1	$48M	Buy	71,153 +56,392	+382%	+$39.7M	1.69%	10
2013 Q4	$10M	Sell	14,761 -5,327	-27%	-$4.25M	0.29%	87
2013 Q3	$18.9M	Sell	20,088 -17,576	-47%	-$17.6M	0.64%	49
2013 Q2	$49.9M	Buy	+37,664	New	+$47.2M	1.5%	13

Other funds holding VXX

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

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

D.E. Shaw & Co New York $210B AUM 57.28% 1-Year Est. Return

CFIC

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

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

Bank of America Charlotte, North Carolina $1.55T AUM 33.47% 1-Year Est. Return

PGCM

Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 1-Year Est. Return

LCM

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

Morgan Stanley New York $1.89T AUM 35.08% 1-Year Est. Return

Susquehanna International Group Bala Cynwyd, Pennsylvania $1.28T AUM 58.89% 1-Year Est. Return

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

Ionic 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 8,239 shares — an estimated $323K sold.

Ionic Capital Management first reported a position in VXX in Q2 2013 and held it in 18 quarters. The position peaked at $49.9M in Q2 2013. 130 funds tracked by Wall St. Rank hold VXX as of Q4 2017.

Ionic 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.
Ionic Capital Management sold 8,239 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2017, an estimated $323K.
Ionic Capital Management first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q2 2013 and held it in 18 quarters.
Ionic Capital Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $49.9M in Q2 2013.
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 Ionic Capital Management's 13F filing for Q4 2017, filed 14 Feb 2018.