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

Daiwa Securities Group’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 Q1	–	Sell	-969	Closed	-$311K	–	1000
2015 Q4	$311K	Buy	+969	New	+$308K	﹤0.01%	573
2015 Q2	–	Sell	-625	Closed	-$256K	–	1031
2015 Q1	$256K	Buy	625 +437	+232%	+$212K	﹤0.01%	596
2014 Q4	$94K	Sell	188 -562	-75%	-$276K	﹤0.01%	785
2014 Q3	$374K	Buy	+750	New	+$347K	﹤0.01%	470

Other funds holding VXX

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

Citadel Advisors Miami, Florida $618B AUM 30.34% 1-Year Est. Return

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

Kylin Management New York $173M AUM 39.51% 1-Year Est. Return

Citigroup New York $235B AUM 32.99% 1-Year Est. Return

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

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

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

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

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

Daiwa Securities Group's VXX Position: Q1 2016 in Review

Daiwa Securities Group sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q1 2016, closing a stake of 969 shares — an estimated $311K sold.

Daiwa Securities Group first reported a position in VXX in Q3 2014 and held it in 4 quarters. The position peaked at $374K in Q3 2014. 122 funds tracked by Wall St. Rank hold VXX as of Q1 2016.

Daiwa Securities Group reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q1 2016 after selling out during the quarter.
Daiwa Securities Group sold 969 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q1 2016, an estimated $311K.
Daiwa Securities Group first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q3 2014 and held it in 4 quarters.
Daiwa Securities Group's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $374K in Q3 2014.
122 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q1 2016.

Based on Daiwa Securities Group's 13F filing for Q1 2016, filed 12 May 2016.