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

Newfound Research’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	-20	Closed	-$1K	–	281
2017 Q4	$1K	Buy	20 +6	+43%	+$198	﹤0.01%	177
2017 Q3	$1K	Buy	14 +2	+17%	+$93	﹤0.01%	169
2017 Q2	$1K	Buy	12 +4	+50%	+$231	﹤0.01%	168
2017 Q1	$1K	Sell	8 -49	-86%	-$3.63K	﹤0.01%	164
2016 Q4	$6K	Buy	57 +23	+68%	+$2.76K	0.01%	65
2016 Q3	$5K	Buy	34 +11	+48%	+$1.76K	﹤0.01%	76
2016 Q2	$5K	Hold	23	–	–	0.01%	69
2016 Q1	$7K	Buy	23 +3	+15%	+$1.13K	0.01%	53
2015 Q4	$6K	Buy	+20	New	+$6.36K	0.01%	64

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

Newfound Research's VXX Position: Q1 2018 in Review

Newfound Research sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q1 2018, closing a stake of 20 shares — an estimated $1K sold.

Newfound Research first reported a position in VXX in Q4 2015 and held it in 9 quarters. The position peaked at $7K in Q1 2016. 104 funds tracked by Wall St. Rank hold VXX as of Q1 2018.

Newfound Research 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.
Newfound Research sold 20 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q1 2018, an estimated $1K.
Newfound Research first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q4 2015 and held it in 9 quarters.
Newfound Research's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $7K in Q1 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 Newfound Research's 13F filing for Q1 2018, filed 3 May 2018.