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

Renaissance Technologies’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	-26,000	Closed	-$962K	–	3731
2018 Q2	$962K	Sell	26,000 -20,700	-44%	-$801K	﹤0.01%	2613
2018 Q1	$2.21M	Buy	+46,700	New	+$1.77M	﹤0.01%	2275
2017 Q1	–	Sell	-7,425	Closed	-$758K	–	3644
2016 Q4	$758K	Buy	7,425 +1,475	+25%	+$177K	﹤0.01%	2640
2016 Q3	$811K	Buy	5,950 +1,225	+26%	+$196K	﹤0.01%	2660
2016 Q2	$1.04M	Buy	+4,725	New	+$1.18M	﹤0.01%	2514
2016 Q1	–	Sell	-12,944	Closed	-$4.16M	–	3748
2015 Q4	$4.16M	Buy	12,944 +11,038	+579%	+$3.51M	0.01%	1621
2015 Q3	$782K	Buy	+1,906	New	+$634K	﹤0.01%	2474
2014 Q4	–	Sell	-3,488	Closed	-$1.74M	–	3344
2014 Q3	$1.74M	Buy	+3,488	New	+$1.61M	﹤0.01%	1749
2014 Q1	–	Sell	-1,719	Closed	-$1.17M	–	3282
2013 Q4	$1.17M	Buy	+1,719	New	+$1.37M	﹤0.01%	2002

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

Renaissance Technologies's VXX Position: Q3 2018 in Review

Renaissance Technologies sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q3 2018, closing a stake of 26,000 shares — an estimated $962K sold.

Renaissance Technologies first reported a position in VXX in Q4 2013 and held it in 9 quarters. The position peaked at $4.16M in Q4 2015. 110 funds tracked by Wall St. Rank hold VXX as of Q3 2018.

Renaissance Technologies 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.
Renaissance Technologies sold 26,000 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q3 2018, an estimated $962K.
Renaissance Technologies first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q4 2013 and held it in 9 quarters.
Renaissance Technologies's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $4.16M in Q4 2015.
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 Renaissance Technologies's 13F filing for Q3 2018, filed 13 Nov 2018.