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

BlueCrest Capital 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
2014 Q4	–	Sell	-7,813	Closed	-$3.84M	–	783
2014 Q3	$3.9M	Buy	+7,813	New	+$3.61M	0.15%	130

BlueCrest Capital Management's VXX Position: Q4 2014 in Review

BlueCrest Capital Management sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q4 2014, closing a stake of 7,813 shares — an estimated $3.84M sold.

BlueCrest Capital Management first reported a position in VXX in Q3 2014 and held it in 1 quarter. The position peaked at $3.9M in Q3 2014. 90 funds tracked by Wall St. Rank hold VXX as of Q4 2014.

BlueCrest Capital Management reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q4 2014 after selling out during the quarter.
BlueCrest Capital Management sold 7,813 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2014, an estimated $3.84M.
BlueCrest Capital Management first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q3 2014 and held it in 1 quarter.
BlueCrest Capital Management's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $3.9M in Q3 2014.
90 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q4 2014.

Based on BlueCrest Capital Management's 13F filing for Q4 2014, filed 17 Feb 2015.