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

David Shaw’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
2018 Q3	–	Sell	-47,899	Closed	-$1.77M	–	4166
2018 Q2	$1.77M	Buy	+47,899	New	+$1.85M	﹤0.01%	2321
2018 Q1	–	Sell	-3,178,870	Closed	-$88.8M	–	3996
2017 Q4	$88.8M	Buy	+3,178,870	New	+$105M	0.12%	202
2016 Q2	–	Sell	-79,330	Closed	-$22.4M	–	3753
2016 Q1	$22.4M	Buy	+79,330	New	+$29.9M	0.04%	506
2015 Q1	–	Sell	-12,500	Closed	-$6.3M	–	4396
2014 Q4	$6.3M	Buy	+12,500	New	+$6.14M	0.01%	1397

Other funds holding VXX

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

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

Citadel Advisors Miami, Florida $875B AUM 40.91% 1-Year Est. Return

CFIC

City Financial Investment Company London, United Kingdom $562M AUM 5.93% 1-Year Est. Return

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

Wolverine Trading Chicago, Illinois $139B AUM 31.83% 1-Year Est. Return

Morgan Stanley New York $1.89T AUM 35.08% 1-Year Est. Return

Marshall Wace London, United Kingdom $127B AUM 46.06% 1-Year Est. Return

CANY

Caxton Associates (New York) New York $3.18B AUM 54.49% 1-Year Est. Return

HRT Financial New York $54.8B AUM 81.03% 1-Year Est. Return

David Shaw's VXX Position: Q3 2018 in Review

David Shaw sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q3 2018, closing a stake of 47,899 shares — an estimated $1.77M sold.

David Shaw first reported a position in VXX in Q4 2014 and held it in 4 quarters. The position peaked at $88.8M in Q4 2017. 110 funds tracked by Wall St. Rank hold VXX as of Q3 2018.

David Shaw 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.
David Shaw sold 47,899 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q3 2018, an estimated $1.77M.
David Shaw first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q4 2014 and held it in 4 quarters.
David Shaw's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $88.8M in Q4 2017.
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 D.E. Shaw & Co's 13F filing for Q3 2018, filed 14 Nov 2018.