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

Paloma Partners’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	-111,148	Closed	-$4.11M	–	2181
2018 Q2	$4.11M	Sell	111,148 -42,243	-28%	-$1.63M	0.08%	218
2018 Q1	$7.26M	Buy	153,391 +8,272	+6%	+$313K	0.11%	112
2017 Q4	$4.05M	Buy	145,119 +112,926	+351%	+$3.73M	0.05%	351
2017 Q3	$1.26M	Buy	32,193 +14,560	+83%	+$676K	0.02%	1030
2017 Q2	$900K	Sell	17,633 -95,665	-84%	-$5.53M	0.01%	1254
2017 Q1	$7.16M	Sell	113,298 -27,602	-20%	-$2.05M	0.09%	190
2016 Q4	$14.4M	Buy	140,900 +5,616	+4%	+$674K	0.14%	82
2016 Q3	$18.4M	Buy	135,284 +99,223	+275%	+$15.9M	0.23%	66
2016 Q2	$7.96M	Buy	36,061 +1,038	+3%	+$259K	0.09%	137
2016 Q1	$9.87M	Buy	35,023 +4,219	+14%	+$1.59M	0.16%	80
2015 Q4	$9.93M	Buy	30,804 +5,980	+24%	+$1.9M	0.26%	61
2015 Q3	$10.2M	Buy	24,824 +21,183	+582%	+$7.05M	0.24%	56
2015 Q2	$1.17M	Buy	3,641 +1,141	+46%	+$371K	0.02%	669
2015 Q1	$1.02M	Buy	+2,500	New	+$1.21M	0.03%	484
2014 Q1	–	Sell	-3,125	Closed	-$2.13M	–	1244
2013 Q4	$2.13M	Buy	3,125 +2,031	+186%	+$1.62M	0.11%	194
2013 Q3	$1.03M	Buy	+1,094	New	+$1.1M	0.04%	340

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

Paloma Partners's VXX Position: Q3 2018 in Review

Paloma Partners sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q3 2018, closing a stake of 111,148 shares — an estimated $4.11M sold.

Paloma Partners first reported a position in VXX in Q3 2013 and held it in 16 quarters. The position peaked at $18.4M in Q3 2016. 110 funds tracked by Wall St. Rank hold VXX as of Q3 2018.

Paloma Partners 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.
Paloma Partners sold 111,148 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q3 2018, an estimated $4.11M.
Paloma Partners first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q3 2013 and held it in 16 quarters.
Paloma Partners's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $18.4M in Q3 2016.
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 Paloma Partners's 13F filing for Q3 2018, filed 14 Nov 2018.