Marshall Wace’s iPath Series B S&P 500 VIX Short-Term Futures ETN VXX Stock Holding History

Marshall Wace’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
2020 Q2	–	Sell	-14,347	Closed	-$42.5M	–	1980
2020 Q1	$42.5M	Sell	14,347 -12,152	-46%	-$19.8M	0.42%	46
2019 Q4	$25.6M	Buy	26,499 +10,274	+63%	+$12.4M	0.18%	136
2019 Q3	$24.7M	Buy	16,225 +397	+3%	+$632K	0.19%	120
2019 Q2	$26.3M	Buy	15,828 +2,153	+16%	+$3.82M	0.22%	96
2019 Q1	$25.6M	Buy	+13,675	New	+$30.2M	0.24%	82

Other funds holding VXX

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

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

IMC Chicago Chicago, Illinois $419B AUM 72.04% 1-Year Est. Return

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

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

Citigroup New York $303B AUM 53.02% 1-Year Est. Return

TRCT

Tower Research Capital (TRC) New York $4.08B AUM 58.77% 1-Year Est. Return

JP Morgan Chase New York $1.81T AUM 41.13% 1-Year Est. Return

Two Sigma Investments New York $138B AUM 41.87% 1-Year Est. Return

Millennium Management New York $276B AUM 44.8% 1-Year Est. Return

Marshall Wace's VXX Position: Q2 2020 in Review

Marshall Wace sold out of iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) in Q2 2020, closing a stake of 14,347 shares — an estimated $42.5M sold.

Marshall Wace first reported a position in VXX in Q1 2019 and held it in 5 quarters. The position peaked at $42.5M in Q1 2020. 87 funds tracked by Wall St. Rank hold VXX as of Q2 2020.

Marshall Wace reported no remaining iPath Series B S&P 500 VIX Short-Term Futures ETN position as of Q2 2020 after selling out during the quarter.
Marshall Wace sold 14,347 iPath Series B S&P 500 VIX Short-Term Futures ETN shares in Q2 2020, an estimated $42.5M.
Marshall Wace first reported a position in iPath Series B S&P 500 VIX Short-Term Futures ETN in Q1 2019 and held it in 5 quarters.
Marshall Wace's iPath Series B S&P 500 VIX Short-Term Futures ETN position peaked at $42.5M in Q1 2020.
87 funds tracked by Wall St. Rank held iPath Series B S&P 500 VIX Short-Term Futures ETN as of Q2 2020.

Based on Marshall Wace's 13F filing for Q2 2020, filed 13 Aug 2020.