UBS O'Connor’s iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 VXX Stock Holding History

UBS O'Connor’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	-25,200	Closed	-$831K	–	445
2017 Q3	$988K	Sell	25,200 -49,800	-66%	-$2.31M	0.01%	285
2017 Q2	$3.83M	Buy	75,000 +20,625	+38%	+$1.19M	0.06%	212
2017 Q1	$3.43M	Buy	54,375 +23,666	+77%	+$1.75M	0.06%	250
2016 Q4	$3.13M	Sell	30,709 -9,401	-23%	-$1.13M	0.06%	265
2016 Q3	$5.47M	Buy	+40,110	New	+$6.41M	0.08%	204

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

UBS O'Connor's VXX Position: Q4 2017 in Review

UBS O'Connor sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q4 2017, closing a stake of 25,200 shares — an estimated $831K sold.

UBS O'Connor first reported a position in VXX in Q3 2016 and held it in 5 quarters. The position peaked at $5.47M in Q3 2016. 130 funds tracked by Wall St. Rank hold VXX as of Q4 2017.

UBS O'Connor 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.
UBS O'Connor sold 25,200 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2017, an estimated $831K.
UBS O'Connor first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q3 2016 and held it in 5 quarters.
UBS O'Connor's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $5.47M in Q3 2016.
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 UBS O'Connor's 13F filing for Q4 2017, filed 14 Feb 2018.