DIREXION SHS ETF TR

CUSIP: 25459Y371 Class: DLY S&P 500 BEAR

BNP PARIBAS ARBITRAGE, SA's Holding History (CIK: 0001166588)

Note: Option positions (PUT/CALL) are excluded.

Q4 2016
Shares 22,500 Value ($000) $243,000 Avg Close — Range —
Q3 2016
Shares 22,500 Value ($000) $276,300 Avg Close — Range —
Q2 2016
Shares 72,500 Value ($000) $1,009,925 Avg Close — Range —
Q1 2016
Shares 72,500 Value ($000) $1,118,675 Avg Close — Range —
Q4 2015
Shares 72,500 Value ($000) $1,226,700 Avg Close — Range —
Q3 2015
Shares 172,500 Value ($000) $3,722,550 Avg Close — Range —
Q2 2015
Shares 122,500 Value ($000) $2,317,700 Avg Close — Range —
Q1 2015
Shares 95,000 Value ($000) $1,845,850 Avg Close — Range —