CCA
VXX

Castle Creek Arbitrage’s iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 VXX Stock Holding History

Castle Creek Arbitrage’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
2015
Q4 		– Sell
-15,625
Closed -$6.41M – 97
2015
Q3 		$6.41M Buy
+15,625
New +$5.2M 0.51% 38
2014
Q1 		– Sell
-2,113
Closed -$1.44M – 113
2013
Q4 		$1.44M Buy
+2,113
New +$1.69M 0.06% 85

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KM
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Walleye Trading
Walleye Trading New York $60B AUM 42.19% 1-Year Est. Return
HI
HBK Investments Dallas, Texas $9.85B AUM 55.6% 1-Year Est. Return
Morgan Stanley
Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return
BNP Paribas Financial Markets
BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return
Citadel Advisors
Citadel Advisors Miami, Florida $618B AUM 30.34% 1-Year Est. Return
MCM
Moore Capital Management New York $4.92B AUM 35.41% 1-Year Est. Return
Jane Street
Jane Street New York $777B AUM 61.18% 1-Year Est. Return