Canada Pension Plan Investment Board

Canada Pension Plan Investment Board’s iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 VXX Stock Holding History

Canada Pension Plan Investment Board’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
2016 Q4	–	Hold	0	–	-$105K	–	1174
2016 Q3	–	Sell	-37,500	Closed	-$5.99M	–	1014
2016 Q2	$66K	Buy	+37,500	New	+$9.35M	﹤0.01%	1013
2016 Q1	–	Sell	-12,500	Closed	-$2K	–	1287
2015 Q4	$2K	Hold	12,500	–	–	﹤0.01%	1229
2015 Q3	$56K	Buy	+12,500	New	+$4.16M	﹤0.01%	1159

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SG Americas Securities

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Paloma Partners Greenwich, Connecticut $510M AUM 286.05% 1-Year Est. Return

Lone Pine Capital Greenwich, Connecticut $12.5B AUM 54.4% 1-Year Est. Return

Ionic Capital Management New York $1.37B AUM 48.26% 1-Year Est. Return

BNP Paribas Financial Markets

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GLG Partners London, United Kingdom $2.14B AUM 21.14% 1-Year Est. Return