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

SLS 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
2018 Q3	–	Sell	-59,350	Closed	-$2.2M	–	4
2018 Q2	$2.2M	Buy	59,350 +1,250	+2%	+$48.3K	12.73%	4
2018 Q1	$2.75M	Sell	58,100 -35,725	-38%	-$1.35M	9.93%	6
2017 Q4	$2.62M	Buy	93,825 +15,000	+19%	+$495K	3.66%	9
2017 Q3	$3.09M	Buy	78,825 +25,525	+48%	+$1.18M	4.02%	7
2017 Q2	$2.72M	Buy	53,300 +26,650	+100%	+$1.54M	2.89%	11
2017 Q1	$1.68M	Buy	+26,650	New	+$1.97M	2.34%	12
2016 Q3	–	Sell	-6,931	Closed	-$1.53M	–	17
2016 Q2	$1.53M	Sell	6,931 -5,112	-42%	-$1.27M	3.36%	8
2016 Q1	$3.4M	Buy	12,043 +1,948	+19%	+$733K	5.66%	8
2015 Q4	$3.25M	Buy	+10,095	New	+$3.21M	4.8%	11
2015 Q3	–	Sell	-14,531	Closed	-$4.67M	–	27
2015 Q2	$4.67M	Sell	14,531 -8,253	-36%	-$2.69M	2.78%	20
2015 Q1	$9.34M	Buy	22,784 +6,802	+43%	+$3.3M	5.3%	11
2014 Q4	$8.06M	Buy	+15,982	New	+$7.85M	4.66%	13
2014 Q3	–	Sell	-13,750	Closed	-$6.29M	–	19
2014 Q2	$6.29M	Buy	+13,750	New	+$8.01M	4.3%	13

Other funds holding VXX

Barclays London, United Kingdom $416B AUM 33.63% 1-Year Est. Return

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

Citadel Advisors Miami, Florida $618B AUM 30.34% 1-Year Est. Return

CFIC

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

Tiger Global Management New York $22.8B AUM 30.07% 1-Year Est. Return

Wolverine Trading Chicago, Illinois $139B AUM 31.83% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

Marshall Wace London, United Kingdom $100B AUM 35.1% 1-Year Est. Return

CANY

Caxton Associates (New York) New York $3.18B AUM 54.49% 1-Year Est. Return

HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

SLS Management's VXX Position: Q3 2018 in Review

SLS Management sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q3 2018, closing a stake of 59,350 shares — an estimated $2.2M sold.

SLS Management first reported a position in VXX in Q2 2014 and held it in 13 quarters. The position peaked at $9.34M in Q1 2015. 110 funds tracked by Wall St. Rank hold VXX as of Q3 2018.

SLS Management reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q3 2018 after selling out during the quarter.
SLS Management sold 59,350 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q3 2018, an estimated $2.2M.
SLS Management first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q2 2014 and held it in 13 quarters.
SLS Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $9.34M in Q1 2015.
110 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q3 2018.

Based on SLS Management's 13F filing for Q3 2018.