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

Lomas 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
2016 Q4	–	Sell	-80,808	Closed	-$11M	–	45
2016 Q3	$11M	Buy	80,808 +31,171	+63%	+$4.98M	2.46%	20
2016 Q2	$11M	Buy	+49,637	New	+$12.4M	2.22%	23

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

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

Passport Capital San Francisco, California $394M AUM 50.67% 1-Year Est. Return

SG Americas Securities New York $92.9B AUM 36.98% 1-Year Est. Return

Paloma Partners Greenwich, Connecticut $510M AUM 286.05% 1-Year Est. Return

LPC

Lone Pine Capital Greenwich, Connecticut $12.5B AUM 54.4% 1-Year Est. Return

ICM

Ionic Capital Management New York $1.37B AUM 48.26% 1-Year Est. Return

BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return

GLG Partners London, United Kingdom $2.14B AUM 21.14% 1-Year Est. Return

Lomas Capital Management's VXX Position: Q4 2016 in Review

Lomas Capital 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 80,808 shares — an estimated $11M sold.

Lomas Capital Management first reported a position in VXX in Q2 2016 and held it in 2 quarters. The position peaked at $11M in Q3 2016. 121 funds tracked by Wall St. Rank hold VXX as of Q4 2016.

Lomas Capital 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.
Lomas Capital Management sold 80,808 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2016, an estimated $11M.
Lomas Capital Management first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q2 2016 and held it in 2 quarters.
Lomas Capital Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $11M 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 Lomas Capital Management's 13F filing for Q4 2016, filed 14 Feb 2017.