Renaissance Technologies’s iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 VXX Stock Holding History
| Quarter | Market Value | Status | Shares |
Shares Change % | Trade Value | Portfolio Weight | Portfolio Position | |
|---|---|---|---|---|---|---|---|---|
|
2018
Q3 | – | Sell |
-26,000
| Closed | -$962K | – | 3731 |
|
|
2018
Q2 | $962K | Sell |
26,000
-20,700
| -44% | -$766K | ﹤0.01% | 2613 |
|
|
2018
Q1 | $2.21M | Buy |
+46,700
| New | +$2.21M | ﹤0.01% | 2275 |
|
|
2017
Q1 | – | Sell |
-7,425
| Closed | -$758K | – | 3644 |
|
|
2016
Q4 | $758K | Buy |
7,425
+1,475
| +25% | +$151K | ﹤0.01% | 2640 |
|
|
2016
Q3 | $811K | Buy |
5,950
+1,225
| +26% | +$167K | ﹤0.01% | 2660 |
|
|
2016
Q2 | $1.04M | Buy |
+4,725
| New | +$1.04M | ﹤0.01% | 2514 |
|
|
2016
Q1 | – | Sell |
-12,944
| Closed | -$4.16M | – | 3748 |
|
|
2015
Q4 | $4.16M | Buy |
12,944
+11,038
| +579% | +$3.55M | 0.01% | 1621 |
|
|
2015
Q3 | $782K | Buy |
+1,906
| New | +$782K | ﹤0.01% | 2474 |
|
|
2014
Q4 | – | Sell |
-3,488
| Closed | -$1.74M | – | 3345 |
|
|
2014
Q3 | $1.74M | Buy |
+3,488
| New | +$1.74M | ﹤0.01% | 1749 |
|
|
2014
Q1 | – | Sell |
-1,719
| Closed | -$1.17M | – | 3283 |
|
|
2013
Q4 | $1.17M | Buy |
+1,719
| New | +$1.17M | ﹤0.01% | 2002 |
|