BlueCrest Capital Management’s VelocityShares Daily Inverse VIX Short Term ETN XIV Stock Holding History

BlueCrest Capital Management’s Portfolio XIV Stock Details XIV Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q2	–	Sell	-240,000	Closed	-$6.21M	–	1187
2016 Q1	$6.21M	Buy	240,000 +230,000	+2,300%	+$4.73M	0.38%	50
2015 Q4	$258K	Buy	+10,000	New	+$288K	0.01%	774
2015 Q3	–	Sell	-40,500	Closed	-$1.65M	–	1180
2015 Q2	$1.65M	Buy	+40,500	New	+$1.73M	0.05%	400
2015 Q1	–	Sell	-18,100	Closed	-$564K	–	875
2014 Q4	$564K	Buy	+18,100	New	+$634K	0.02%	437

Other funds holding XIV

Credit Suisse Zurich, Switzerland $104B AUM 34.76% 1-Year Est. Return

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

AIM

Assured Investment Management New York $79.5M AUM 115.55% 1-Year Est. Return

SAAM

Solus Alternative Asset Management Summit, New Jersey $372M AUM 45.33% 1-Year Est. Return

UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return

Wells Fargo San Francisco, California $530B AUM 22.01% 1-Year Est. Return

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

LPL Financial San Diego, California $377B AUM 19.32% 1-Year Est. Return

Citigroup New York $303B AUM 53.02% 1-Year Est. Return

FTUS

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

BlueCrest Capital Management's XIV Position: Q2 2016 in Review

BlueCrest Capital Management sold out of VelocityShares Daily Inverse VIX Short Term ETN (XIV) in Q2 2016, closing a stake of 240,000 shares — an estimated $6.21M sold.

BlueCrest Capital Management first reported a position in XIV in Q4 2014 and held it in 4 quarters. The position peaked at $6.21M in Q1 2016. 55 funds tracked by Wall St. Rank hold XIV as of Q2 2016.

BlueCrest Capital Management reported no remaining VelocityShares Daily Inverse VIX Short Term ETN position as of Q2 2016 after selling out during the quarter.
BlueCrest Capital Management sold 240,000 VelocityShares Daily Inverse VIX Short Term ETN shares in Q2 2016, an estimated $6.21M.
BlueCrest Capital Management first reported a position in VelocityShares Daily Inverse VIX Short Term ETN in Q4 2014 and held it in 4 quarters.
BlueCrest Capital Management's VelocityShares Daily Inverse VIX Short Term ETN position peaked at $6.21M in Q1 2016.
55 funds tracked by Wall St. Rank held VelocityShares Daily Inverse VIX Short Term ETN as of Q2 2016.

Based on BlueCrest Capital Management's 13F filing for Q2 2016, filed 15 Aug 2016.