Horizon Kinetics LLC

Holdings History for BARCLAYS IPTH SRS B S&P SHRT TRM ETN - 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
30 Jun 2016	call		0%	$249,412,000	5,154,300	0		$48.39 ^*	Q2 2016
30 Jun 2016	put		0%	$1,066,000	132,700	0		$8.03 ^*	Q2 2016
31 Mar 2016	call		0%	$83,919,000	1,819,700	0		$46.12 ^*	Q1 2016
31 Mar 2016	put		0%	$1,066,000	132,700	0		$8.03 ^*	Q1 2016
31 Dec 2015	call		0%	$86,166,000	1,418,200	0		$60.76 ^*	Q4 2015
31 Dec 2015	put		0%	$1,932,000	167,300	0		$11.55 ^*	Q4 2015
31 Dec 2015	put	1.6%	0%	$235,000	11,300	0		$20.80	Q4 2015
30 Sep 2015	call		0%	$161,683,000	3,353,200	0		$48.22 ^*	Q3 2015
30 Sep 2015	put		0%	$1,932,000	167,300	0		$11.55 ^*	Q3 2015
30 Sep 2015	put	0.05%	-2.2%	$235,000	11,300	-520,000	-98%	$20.80	Q3 2015
30 Jun 2015	call		0%	$108,988,000	2,194,900	0		$49.66 ^*	Q2 2015
30 Jun 2015	put	100%	+0.13%	$11,803,000	531,300	+700	+0.13%	$22.22	Q2 2015
31 Mar 2015	call		0%	$74,708,000	207,035	0		$360.85 ^*	Q1 2015
31 Mar 2015	put	72%	+72%	$11,793,000	530,600	+530,600	NEW	$22.23	Q1 2015
31 Dec 2014	call		0%	$918,000	47,800	0		$19.21 ^*	Q4 2014
30 Jun 2014			-0.2%	$0	0	-357,800	-100%		Q2 2014
30 Jun 2014	call		0%	$2,106,000	182,000	0		$11.57 ^*	Q2 2014
30 Jun 2014	put		-83%	$0	0	-3,240,800	-100%		Q2 2014
31 Mar 2014		0.2%	+0.2%	$15,081,000	357,800	+357,800	NEW	$42.15	Q1 2014
31 Mar 2014	put	83%	+83%	$136,600,000	3,240,800	+3,240,800	NEW	$42.15	Q1 2014

* 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.