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

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2018 Q3	–	Sell	-111,148	Closed	-$4.11M	–	2196
2018 Q2	$4.11M	Sell	111,148 -42,243	-28%	-$1.63M	0.13%	218
2018 Q1	$7.26M	Buy	153,391 +8,272	+6%	+$313K	0.25%	112
2017 Q4	$4.05M	Buy	145,119 +112,926	+351%	+$3.73M	0.14%	351
2017 Q3	$1.26M	Buy	32,193 +14,560	+83%	+$676K	0.04%	1030
2017 Q2	$900K	Sell	17,633 -95,665	-84%	-$5.53M	0.02%	1254
2017 Q1	$7.16M	Sell	113,298 -27,602	-20%	-$2.05M	0.2%	190
2016 Q4	$14.4M	Buy	140,900 +5,616	+4%	+$674K	0.4%	82
2016 Q3	$18.4M	Buy	135,284 +99,223	+275%	+$15.9M	0.78%	66
2016 Q2	$7.96M	Buy	36,061 +1,038	+3%	+$259K	0.22%	137
2016 Q1	$9.87M	Buy	35,023 +4,219	+14%	+$1.59M	0.39%	80
2015 Q4	$9.93M	Buy	30,804 +5,980	+24%	+$1.9M	0.48%	61
2015 Q3	$10.2M	Buy	24,824 +21,183	+582%	+$7.05M	0.53%	56
2015 Q2	$1.17M	Buy	3,641 +1,141	+46%	+$371K	0.04%	669
2015 Q1	$1.02M	Buy	+2,500	New	+$1.21M	0.05%	484
2014 Q3	–	Hold	0	–	–	–	1633
2014 Q2	–	Hold	0	–	–	–	1397
2014 Q1	–	Sell	-3,125	Closed	-$2.13M	–	1255
2013 Q4	$2.13M	Buy	3,125 +2,031	+186%	+$1.62M	0.12%	194
2013 Q3	$1.03M	Buy	+1,094	New	+$1.1M	0.06%	340