Marshall Wace’s iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 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
2019 Q1	–	Sell	-1,388,262	Closed	-$65.1M	–	2300
2018 Q4	$65.1M	Buy	1,388,262 +874,330	+170%	+$32.4M	0.66%	16
2018 Q3	$13.7M	Buy	513,932 +251,346	+96%	+$7.55M	0.12%	235
2018 Q2	$9.72M	Buy	262,586 +120,705	+85%	+$4.67M	0.15%	187
2018 Q1	$6.71M	Buy	+141,881	New	+$5.38M	0.28%	88
2015 Q4	–	Sell	-16,902	Closed	-$6.92M	–	1271
2015 Q3	$6.92M	Buy	16,902 +11,299	+202%	+$3.76M	0.09%	240
2015 Q2	$1.8M	Buy	+5,603	New	+$1.82M	0.02%	496

Marshall Wace's VXX Position: Q1 2019 in Review

Marshall Wace sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q1 2019, closing a stake of 1,388,262 shares — an estimated $65.1M sold.

Marshall Wace first reported a position in VXX in Q2 2015 and held it in 6 quarters. The position peaked at $65.1M in Q4 2018. 0 funds tracked by Wall St. Rank hold VXX as of Q1 2019.

Marshall Wace reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q1 2019 after selling out during the quarter.
Marshall Wace sold 1,388,262 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q1 2019, an estimated $65.1M.
Marshall Wace first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q2 2015 and held it in 6 quarters.
Marshall Wace's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $65.1M in Q4 2018.
0 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q1 2019.

Based on Marshall Wace's 13F filing for Q1 2019, filed 14 May 2019.