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	-70,000	Closed	-$2.59M	–	2182
2018 Q2	$2.59M	Sell	70,000 -45,500	-39%	-$1.76M	0.05%	352
2018 Q1	$5.46M	Buy	115,500 +49,875	+76%	+$1.89M	0.09%	184
2017 Q4	$1.83M	Sell	65,625 -378,300	-85%	-$12.5M	0.02%	711
2017 Q3	$17.4M	Sell	443,925 -153,975	-26%	-$7.15M	0.24%	48
2017 Q2	$30.5M	Sell	597,900 -161,325	-21%	-$9.33M	0.36%	29
2017 Q1	$48M	Buy	759,225 +552,075	+267%	+$40.9M	0.58%	14
2016 Q4	$21.1M	Sell	207,150 -371,619	-64%	-$44.6M	0.21%	55
2016 Q3	$78.9M	Buy	578,769 +517,388	+843%	+$82.7M	0.99%	13
2016 Q2	$13.6M	Buy	61,381 +32,275	+111%	+$8.05M	0.15%	65
2016 Q1	$8.2M	Sell	29,106 -26,250	-47%	-$9.88M	0.13%	96
2015 Q4	$17.8M	Sell	55,356 -12,350	-18%	-$3.93M	0.47%	24
2015 Q3	$27.7M	Sell	67,706 -3,182	-4%	-$1.06M	0.64%	20
2015 Q2	$22.8M	Buy	70,888 +45,344	+178%	+$14.8M	0.44%	39
2015 Q1	$10.5M	Buy	+25,544	New	+$12.4M	0.3%	56
2014 Q3	–	Sell	-781	Closed	-$358K	–	1610
2014 Q2	$358K	Buy	+781	New	+$455K	0.01%	739

Other funds holding VXX

Barclays London, United Kingdom $416B AUM 33.63% 1-Year Est. Return

Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return

Citadel Advisors Miami, Florida $618B AUM 30.34% 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 $22.8B AUM 30.07% 1-Year Est. Return

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

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

Marshall Wace London, United Kingdom $100B AUM 35.1% 1-Year Est. Return

CANY

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

HRT Financial New York $40.1B AUM 58.22% 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.