OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AMERICAS (LLC)

Holdings History for BARCLAYS BK PLC - IPATH S&P500 VIX (VXX)

Symbol: VXX on CBOE
Investment type: Equity / IPATH S&P500 VIX

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
31 Dec 2017			-0.02%	$0	0	-25,200	-100%		Q4 2017
31 Dec 2017	put		0%	$112,000	50,000	0		$2.24 ^*	Q4 2017
30 Sep 2017		0.01%	+0.02%	$988,000	25,200	+25,200	NEW	$39.21	Q3 2017
30 Sep 2017	call		0%	$24,000	100,000	0		$0.24 ^*	Q3 2017
30 Sep 2017	put		0%	$236,000	100,000	0		$2.36 ^*	Q3 2017

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.