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	-3,360,800	Closed	-$132M	–	405
2017 Q3	$132M	Buy	3,360,800 +2,518,000	+299%	+$117M	5.3%	3
2017 Q2	$43M	Buy	842,800 +108,225	+15%	+$6.26M	2.3%	7
2017 Q1	$46.4M	Buy	734,575 +298,550	+68%	+$22.1M	2.85%	4
2016 Q4	$44.5M	Sell	436,025 -307,200	-41%	-$36.8M	2.41%	6
2016 Q3	$101M	Buy	743,225 +691,431	+1,335%	+$111M	4.47%	3
2016 Q2	$11.4M	Sell	51,794 -77,225	-60%	-$19.3M	0.51%	40
2016 Q1	$36.4M	Buy	129,019 +104,438	+425%	+$39.3M	2.12%	6
2015 Q4	$7.91M	Sell	24,581 -18,994	-44%	-$6.04M	0.54%	57
2015 Q3	$17.9M	Buy	+43,575	New	+$14.5M	0.97%	29
2014 Q3	–	Sell	-17,188	Closed	-$7.87M	–	297
2014 Q2	$7.87M	Sell	17,188 -54,025	-76%	-$31.5M	0.25%	89
2014 Q1	$48M	Buy	71,213 +20,307	+40%	+$14.3M	1.69%	9
2013 Q4	$34.7M	Buy	+50,906	New	+$40.6M	0.99%	22

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

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.