Black River Asset Management

Black River Asset Management as of Dec. 31, 2012

Portfolio Holdings for Black River Asset Management

Black River Asset Management holds 1 positions in its portfolio as reported in the December 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ipath S&p 500 Vix Short Term F 100.0 $177k 5.0k 35.40