Black River Asset Management’s iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 VXX Stock Holding History

Black River Asset 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
2013 Q4	–	Sell	-78	Closed	-$73K	–	13
2013 Q3	$73K	Buy	+78	New	+$78.2K	0.18%	4

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MTIM

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Susquehanna International Group Bala Cynwyd, Pennsylvania $893B AUM 36.07% 1-Year Est. Return

Black River Asset Management's VXX Position: Q4 2013 in Review

Black River Asset Management sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q4 2013, closing a stake of 78 shares — an estimated $73K sold.

Black River Asset Management first reported a position in VXX in Q3 2013 and held it in 1 quarter. The position peaked at $73K in Q3 2013. 104 funds tracked by Wall St. Rank hold VXX as of Q4 2013.

Black River Asset Management reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q4 2013 after selling out during the quarter.
Black River Asset Management sold 78 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2013, an estimated $73K.
Black River Asset Management first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q3 2013 and held it in 1 quarter.
Black River Asset Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $73K in Q3 2013.
104 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q4 2013.

Based on Black River Asset Management's 13F filing for Q4 2013, filed 14 Feb 2014.