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

Guggenheim 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
2014 Q4	–	Sell	-35,709	Closed	-$17.8M	–	3255
2014 Q3	$17.8M	Buy	35,709 +19,303	+118%	+$8.93M	0.04%	689
2014 Q2	$7.58M	Buy	+16,406	New	+$9.56M	0.02%	987
2013 Q4	–	Sell	-159	Closed	-$150K	–	3403
2013 Q3	$150K	Sell	159 -232	-59%	-$233K	﹤0.01%	2782
2013 Q2	$519K	Buy	+391	New	+$490K	﹤0.01%	2411

Other funds holding VXX

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

BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return

Deutsche Bank Frankfurt Am Main Ge, Germany $303B AUM 30.15% 1-Year Est. Return

WBI Investments Red Bank, New Jersey $362M AUM 23.75% 1-Year Est. Return

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

QCM

QFR Capital Management New York $37.8M AUM

FTUS

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

HBK Investments Dallas, Texas $9.85B AUM 55.6% 1-Year Est. Return

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

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

Guggenheim Capital's VXX Position: Q4 2014 in Review

Guggenheim Capital sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q4 2014, closing a stake of 35,709 shares — an estimated $17.8M sold.

Guggenheim Capital first reported a position in VXX in Q2 2013 and held it in 4 quarters. The position peaked at $17.8M in Q3 2014. 90 funds tracked by Wall St. Rank hold VXX as of Q4 2014.

Guggenheim Capital reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q4 2014 after selling out during the quarter.
Guggenheim Capital sold 35,709 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2014, an estimated $17.8M.
Guggenheim Capital first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q2 2013 and held it in 4 quarters.
Guggenheim Capital's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $17.8M in Q3 2014.
90 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q4 2014.

Based on Guggenheim Capital's 13F filing for Q4 2014, filed 17 Feb 2015.