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

Scotia Capital’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
2018 Q1	–	Sell	-10,396	Closed	-$291K	–	777
2017 Q4	$291K	Buy	10,396 +3,004	+41%	+$99.1K	﹤0.01%	622
2017 Q3	$290K	Buy	7,392 +2,559	+53%	+$119K	﹤0.01%	607
2017 Q2	$247K	Buy	+4,833	New	+$279K	﹤0.01%	603
2014 Q4	–	Sell	-525	Closed	-$262K	–	657
2014 Q3	$262K	Buy	+525	New	+$243K	0.01%	520
2014 Q2	–	Sell	-438	Closed	-$295K	–	648
2014 Q1	$295K	Sell	438 -562	-56%	-$396K	0.01%	479
2013 Q4	$681K	Buy	+1,000	New	+$798K	0.02%	322

Other funds holding VXX

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

Walleye Trading New York $60B AUM 42.19% 1-Year Est. Return

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

Parallax Volatility Advisers San Francisco, California $38.6B AUM 45.89% 1-Year Est. Return

LCM

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

PSUF

People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return

SG Americas Securities New York $92.9B AUM 36.98% 1-Year Est. Return

Tiger Global Management New York $22.8B AUM 30.07% 1-Year Est. Return

CTC (Chicago Trading Company) Chicago, Illinois $217B AUM 46.5% 1-Year Est. Return

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

Scotia Capital's VXX Position: Q1 2018 in Review

Scotia Capital sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q1 2018, closing a stake of 10,396 shares — an estimated $291K sold.

Scotia Capital first reported a position in VXX in Q4 2013 and held it in 6 quarters. The position peaked at $681K in Q4 2013. 104 funds tracked by Wall St. Rank hold VXX as of Q1 2018.

Scotia Capital reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q1 2018 after selling out during the quarter.
Scotia Capital sold 10,396 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q1 2018, an estimated $291K.
Scotia Capital first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q4 2013 and held it in 6 quarters.
Scotia Capital's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $681K in Q4 2013.
104 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q1 2018.

Based on Scotia Capital's 13F filing for Q1 2018, filed 15 May 2018.