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
2019 Q1	–	Sell	-211,300	Closed	-$9.91M	–	1498
2018 Q4	$9.91M	Buy	211,300 +61,300	+41%	+$2.27M	0.51%	37
2018 Q3	$4M	Buy	+150,000	New	+$4.51M	0.11%	134
2018 Q2	–	Sell	-1,000,000	Closed	-$47.3M	–	2116
2018 Q1	$47.3M	Sell	1,000,000 -54,200	-5%	-$2.05M	1.47%	3
2017 Q4	$29.4M	Buy	1,054,200 +1,009,200	+2,243%	+$33.3M	0.8%	13
2017 Q3	$1.76M	Buy	+45,000	New	+$2.09M	0.07%	273
2016 Q2	–	Sell	-15,625	Closed	-$4.41M	–	1198
2016 Q1	$4.41M	Buy	+15,625	New	+$5.88M	0.27%	101
2015 Q1	–	Sell	-5,625	Closed	-$2.84M	–	878
2014 Q4	$2.84M	Sell	5,625 -3,450	-38%	-$1.7M	0.09%	220
2014 Q3	$4.53M	Buy	+9,075	New	+$4.2M	0.17%	105

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.