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
2016 Q2	–	Sell	-25,305	Closed	-$7.13M	–	583
2016 Q1	$7.13M	Buy	25,305 +15,226	+151%	+$5.73M	0.07%	240
2015 Q4	$3.24M	Buy	+10,079	New	+$3.21M	0.03%	277
2015 Q3	–	Sell	-3,750	Closed	-$1.25M	–	918
2015 Q2	$1.21M	Buy	+3,750	New	+$1.22M	0.01%	544

Other funds holding VXX

Barclays London, United Kingdom $521B AUM 51.41% 1-Year Est. Return

Walleye Trading New York $87.6B AUM 68.17% 1-Year Est. Return

Goldman Sachs New York $1.15T AUM 47.82% 1-Year Est. Return

Parallax Volatility Advisers San Francisco, California $58.9B AUM 51.73% 1-Year Est. Return

LCM

Laurion Capital Management New York $3.9B AUM 75.03% 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 $179B AUM 65.34% 1-Year Est. Return

Tiger Global Management New York $24B AUM 39.59% 1-Year Est. Return

Jane Street New York $1.21T AUM 78.12% 1-Year Est. Return

RCIM

Russell Clark Investment Management London, United Kingdom $100M AUM 55.58% 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 Q2 2015 and held it in 8 quarters. The position peaked at $7.13M in Q1 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 Q2 2015 and held it in 8 quarters.
UBS O'Connor's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $7.13M in Q1 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.