Janney Montgomery Scott’s iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 VXZ Stock Holding History

Janney Montgomery Scott’s Portfolio VXZ Stock Details VXZ Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2017 Q1	–	Sell	-14,560	Closed	-$507K	–	1833
2016 Q4	$507K	Buy	14,560 +1,916	+15%	+$68.7K	0.01%	1083
2016 Q3	$478K	Buy	+12,644	New	+$501K	0.01%	980
2016 Q2	–	Sell	-68,831	Closed	-$3M	–	1274
2016 Q1	$3M	Buy	68,831 +58,246	+550%	+$2.85M	0.08%	250
2015 Q4	$472K	Sell	10,585 -10,235	-49%	-$463K	0.01%	837
2015 Q3	$1.08M	Buy	+20,820	New	+$964K	0.03%	517

Other funds holding VXZ

Jane Street New York $1.21T AUM 78.12% 1-Year Est. Return

Barclays London, United Kingdom $521B AUM 51.41% 1-Year Est. Return

Millennium Management New York $276B AUM 44.8% 1-Year Est. Return

Sabby Management Miami Beach, Florida $111M AUM 74.4% 1-Year Est. Return

ICM

Ionic Capital Management New York $690M AUM 70.34% 1-Year Est. Return

LTFS

Ladenburg Thalmann Financial Services Miami, Florida $15.9B AUM 25.16% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.55T AUM 33.47% 1-Year Est. Return

Jefferies Group New York $12B AUM 6.2% 1-Year Est. Return

FTUS

Flow Traders U.S. New York $2.43B AUM 44.44% 1-Year Est. Return

Goldman Sachs New York $1.15T AUM 47.82% 1-Year Est. Return

Janney Montgomery Scott's VXZ Position: Q1 2017 in Review

Janney Montgomery Scott sold out of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) in Q1 2017, closing a stake of 14,560 shares — an estimated $507K sold.

Janney Montgomery Scott first reported a position in VXZ in Q3 2015 and held it in 5 quarters. The position peaked at $3M in Q1 2016. 19 funds tracked by Wall St. Rank hold VXZ as of Q1 2017.

Janney Montgomery Scott reported no remaining iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 position as of Q1 2017 after selling out during the quarter.
Janney Montgomery Scott sold 14,560 iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 shares in Q1 2017, an estimated $507K.
Janney Montgomery Scott first reported a position in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in Q3 2015 and held it in 5 quarters.
Janney Montgomery Scott's iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 position peaked at $3M in Q1 2016.
19 funds tracked by Wall St. Rank held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 as of Q1 2017.

Based on Janney Montgomery Scott's 13F filing for Q1 2017, filed 26 Apr 2017.