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

Basso Capital 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
2019 Q1	–	Sell	-10,000	Closed	-$469K	–	225
2018 Q4	$469K	Sell	10,000 -46,800	-82%	-$1.73M	0.1%	108
2018 Q3	$1.51M	Buy	56,800 +1,800	+3%	+$54.1K	0.34%	75
2018 Q2	$2.04M	Sell	55,000 -5,000	-8%	-$193K	0.39%	87
2018 Q1	$2.84M	Buy	+60,000	New	+$2.27M	0.52%	70
2015 Q4	–	Sell	-9,375	Closed	-$2.22M	–	173
2015 Q3	$2.22M	Buy	+9,375	New	+$3.12M	0.37%	63

Basso Capital Management's VXX Position: Q3 2018 in Review

Basso Capital 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 24,800 shares — an estimated $745K sold.

Basso Capital Management first reported a position in VXX in Q2 2018 and held it in 1 quarter. The position peaked at $918K in Q2 2018. 110 funds tracked by Wall St. Rank hold VXX as of Q3 2018.

Basso Capital 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.
Basso Capital Management sold 24,800 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q3 2018, an estimated $745K.
Basso Capital Management first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q2 2018 and held it in 1 quarter.
Basso Capital Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $918K in Q2 2018.
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 Basso Capital Management's 13F filing for Q3 2018, filed 14 Nov 2018.