Twin Tree Management’s iPath Series B S&P 500 VIX Short-Term Futures ETN VXX Stock Holding History

Twin Tree Management’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
2022 Q1	–	Sell	-2,531	Closed	-$750K	–	1941
2021 Q4	$750K	Buy	2,531 +456	+22%	+$162K	﹤0.01%	1284
2021 Q3	$924K	Buy	2,075 +106	+5%	+$47.5K	﹤0.01%	1204
2021 Q2	$928K	Buy	1,969 +519	+36%	+$309K	﹤0.01%	1030
2021 Q1	$1.06M	Sell	1,450 -238	-14%	-$238K	﹤0.01%	957
2020 Q4	$1.81M	Buy	1,688 +1,196	+243%	+$1.55M	0.01%	874
2020 Q3	$784K	Buy	+492	New	+$874K	﹤0.01%	921

Other funds holding VXX

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

Jane Street New York $777B AUM 61.18% 1-Year Est. Return

HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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

Qube Research & Technologies (QRT) London, United Kingdom $89.9B AUM 20.22% 1-Year Est. Return

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

RBF Capital San Francisco, California $2.05B AUM 29.64% 1-Year Est. Return

Centiva Capital New York $13.6B AUM 20% 1-Year Est. Return

IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return

DMKJ

David M. Knott Jr $168M AUM 60.36% 1-Year Est. Return

Twin Tree Management's VXX Position: Q2 2020 in Review

Twin Tree Management sold out of iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) in Q2 2020, closing a stake of 142 shares — an estimated $421K sold.

Twin Tree Management first reported a position in VXX in Q1 2020 and held it in 1 quarter. The position peaked at $421K in Q1 2020. 87 funds tracked by Wall St. Rank hold VXX as of Q2 2020.

Twin Tree Management 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.
Twin Tree Management sold 142 iPath Series B S&P 500 VIX Short-Term Futures ETN shares in Q2 2020, an estimated $421K.
Twin Tree Management first reported a position in iPath Series B S&P 500 VIX Short-Term Futures ETN in Q1 2020 and held it in 1 quarter.
Twin Tree Management's iPath Series B S&P 500 VIX Short-Term Futures ETN position peaked at $421K 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 Twin Tree Management's 13F filing for Q2 2020, filed 12 Aug 2020.