Public Sector Pension Investment Board (PSP Investments)’s iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 VXX Stock Holding History

Public Sector Pension Investment Board (PSP Investments)’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
2017 Q4	–	Sell	-687,500	Closed	-$26.9M	–	1524
2017 Q3	$26.9M	Buy	+687,500	New	+$31.9M	0.12%	110
2015 Q3	–	Sell	-8,750	Closed	-$2.91M	–	1299
2015 Q2	$2.81M	Buy	+8,750	New	+$2.85M	0.02%	655

Other funds holding VXX

Barclays London, United Kingdom $416B AUM 33.63% 1-Year Est. Return

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

D.E. Shaw & Co New York $166B AUM 43.98% 1-Year Est. Return

CFIC

City Financial Investment Company London, United Kingdom $562M AUM 5.93% 1-Year Est. Return

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

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

PGCM

Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 1-Year Est. Return

LCM

Laurion Capital Management New York $2.29B AUM 75.73% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

Susquehanna International Group Bala Cynwyd, Pennsylvania $893B AUM 36.07% 1-Year Est. Return

Public Sector Pension Investment Board (PSP Investments)'s VXX Position: Q4 2017 in Review

Public Sector Pension Investment Board (PSP Investments) sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q4 2017, closing a stake of 687,500 shares — an estimated $26.9M sold.

Public Sector Pension Investment Board (PSP Investments) first reported a position in VXX in Q2 2015 and held it in 2 quarters. The position peaked at $26.9M in Q3 2017. 130 funds tracked by Wall St. Rank hold VXX as of Q4 2017.

Public Sector Pension Investment Board (PSP Investments) reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q4 2017 after selling out during the quarter.
Public Sector Pension Investment Board (PSP Investments) sold 687,500 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2017, an estimated $26.9M.
Public Sector Pension Investment Board (PSP Investments) first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q2 2015 and held it in 2 quarters.
Public Sector Pension Investment Board (PSP Investments)'s iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $26.9M in Q3 2017.
130 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q4 2017.

Based on Public Sector Pension Investment Board (PSP Investments)'s 13F filing for Q4 2017, filed 2 Feb 2018.