BlueCrest Capital Management (UK)’s iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 VXX Stock Holding History

BlueCrest Capital Management (UK)’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
2014 Q3	$4.53M	Sell	9,075 -22,488	-71%	-$10.4M	0.17%	105
2014 Q2	$14.4M	Buy	+31,563	New	+$18.4M	0.49%	19
2014 Q1	–	Sell	-13,288	Closed	-$9.05M	–	680
2013 Q4	$9.05M	Buy	+13,288	New	+$10.6M	0.74%	27
2013 Q3	–	Sell	-51,563	Closed	-$68.3M	–	369
2013 Q2	$68.3M	Buy	+51,563	New	+$64.6M	3.54%	4

Other funds holding VXX

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

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

WBI Investments Red Bank, New Jersey $362M AUM 23.75% 1-Year Est. Return

BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return

HBK Investments Dallas, Texas $9.85B AUM 55.6% 1-Year Est. Return

FTUS

Flow Traders U.S. New York $3.16B AUM 19.52% 1-Year Est. Return

Deutsche Bank Frankfurt Am Main Ge, Germany $344B AUM 42.99% 1-Year Est. Return

BHCM

Brevan Howard Capital Management St. Helier, Jersey $11.3B AUM 35.84% 1-Year Est. Return

Virtu Financial New York $2.41B AUM 48.35% 1-Year Est. Return

Walleye Trading New York $87.6B AUM 68.17% 1-Year Est. Return

BlueCrest Capital Management (UK)'s VXX Position: Q3 2014 in Review

BlueCrest Capital Management (UK) opened a new position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q3 2014: 7,813 shares worth $3.9M. The stake represents 0.15% of the portfolio and ranks #130 among its holdings.

120 funds tracked by Wall St. Rank hold VXX as of Q3 2014.

BlueCrest Capital Management (UK) held 7,813 shares of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 worth $3.9M as of Q3 2014.
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 was a new BlueCrest Capital Management (UK) position in Q3 2014.
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 made up 0.15% of BlueCrest Capital Management (UK)'s portfolio in Q3 2014, its #130 holding.
120 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q3 2014.

Based on BlueCrest Capital Management (UK)'s 13F filing for Q3 2014, filed 13 Nov 2014.