Basso Capital Management’s VelocityShares Daily Inverse VIX Short Term ETN XIV Stock Holding History

Basso Capital Management’s Portfolio XIV Stock Details XIV Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2017 Q1	–	Sell	-2,500	Closed	-$117K	–	179
2016 Q4	$117K	Hold	2,500	–	–	0.02%	126
2016 Q3	$94K	Hold	2,500	–	–	0.01%	125
2016 Q2	$62K	Sell	2,500 -5,000	-67%	-$139K	0.01%	119
2016 Q1	$194K	Hold	7,500	–	–	0.03%	127
2015 Q4	$194K	Sell	7,500 -1,000	-12%	-$28.8K	0.03%	121
2015 Q3	$207K	Buy	8,500 +3,500	+70%	+$130K	0.03%	108
2015 Q2	$203K	Sell	5,000 -4,750	-49%	-$203K	0.03%	96
2015 Q1	$338K	Sell	9,750 -9,750	-50%	-$299K	0.05%	96
2014 Q4	$607K	Buy	+19,500	New	+$683K	0.1%	95
2014 Q2	–	Sell	-7,000	Closed	-$221K	–	120
2014 Q1	$221K	Buy	+7,000	New	+$222K	0.04%	86
2013 Q4	–	Sell	-10,000	Closed	-$268K	–	107
2013 Q3	$268K	Sell	10,000 -5,000	-33%	-$130K	0.05%	78
2013 Q2	$299K	Buy	+15,000	New	+$335K	0.06%	80

Other funds holding XIV

Credit Suisse Zurich, Switzerland $104B AUM 34.76% 1-Year Est. Return

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

FTUS

Flow Traders U.S. New York $3.16B AUM 19.52% 1-Year Est. Return

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

UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return

TRCT

Tower Research Capital (TRC) New York $3.85B AUM 32.11% 1-Year Est. Return

BCM

Bridgeway Capital Management Houston, Texas $4.97B AUM 44.96% 1-Year Est. Return

LTFS

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

Toews Corporation Northfield, New Jersey $259M AUM 5.15% 1-Year Est. Return

OTC

Opera Trading Capital Paris, France $419M AUM 0.58% 1-Year Est. Return

Basso Capital Management's XIV Position: Q1 2017 in Review

Basso Capital Management sold out of VelocityShares Daily Inverse VIX Short Term ETN (XIV) in Q1 2017, closing a stake of 2,500 shares — an estimated $117K sold.

Basso Capital Management first reported a position in XIV in Q2 2013 and held it in 12 quarters. The position peaked at $607K in Q4 2014. 47 funds tracked by Wall St. Rank hold XIV as of Q1 2017.

Basso Capital Management reported no remaining VelocityShares Daily Inverse VIX Short Term ETN position as of Q1 2017 after selling out during the quarter.
Basso Capital Management sold 2,500 VelocityShares Daily Inverse VIX Short Term ETN shares in Q1 2017, an estimated $117K.
Basso Capital Management first reported a position in VelocityShares Daily Inverse VIX Short Term ETN in Q2 2013 and held it in 12 quarters.
Basso Capital Management's VelocityShares Daily Inverse VIX Short Term ETN position peaked at $607K in Q4 2014.
47 funds tracked by Wall St. Rank held VelocityShares Daily Inverse VIX Short Term ETN as of Q1 2017.

Based on Basso Capital Management's 13F filing for Q1 2017, filed 12 May 2017.