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

Mariner Investment 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
2017 Q4	–	Sell	-300,000	Closed	-$1.26M	–	112
2017 Q3	$1.26M	Buy	300,000 +159,375	+113%	+$7.4M	0.79%	21
2017 Q2	$605K	Buy	140,625 +84,375	+150%	+$4.88M	0.33%	28
2017 Q1	$202K	Buy	+56,250	New	+$4.17M	0.12%	58
2016 Q4	–	Sell	-50,000	Closed	-$187K	–	116
2016 Q3	$187K	Buy	50,000 +21,844	+78%	+$3.49M	0.1%	71
2016 Q2	$270K	Sell	28,156 -37,563	-57%	-$9.37M	0.09%	112
2016 Q1	$1.68M	Sell	65,719 -72,862	-53%	-$27.4M	0.46%	65
2015 Q4	$2.91M	Buy	138,581 +48,350	+54%	+$15.4M	0.65%	50
2015 Q3	$300K	Buy	90,231 +57,556	+176%	+$19.1M	0.06%	154
2015 Q2	$1.81M	Buy	32,675 +17,394	+114%	+$5.66M	0.46%	81
2015 Q1	$643K	Buy	+15,281	New	+$7.42M	0.17%	114
2014 Q4	–	Sell	-21,875	Closed	-$1.56M	–	355
2014 Q3	$1.56M	Hold	21,875	–	–	0.32%	75
2014 Q2	$2.31M	Buy	+21,875	New	+$12.7M	0.45%	60
2013 Q4	–	Sell	-1,563	Closed	-$9K	–	452
2013 Q3	$9K	Buy	+1,563	New	+$1.57M	﹤0.01%	247

Other funds holding VXX

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

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

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

CFIC

City Financial Investment Company London, United Kingdom $562M AUM 5.93% 1-Year Est. Return

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

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

PGCM

Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 1-Year Est. Return

LCM

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

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

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

Mariner Investment Group's VXX Position: Q4 2015 in Review

Mariner Investment Group sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q4 2015, closing a stake of 656 shares — an estimated $209K sold.

Mariner Investment Group first reported a position in VXX in Q4 2013 and held it in 2 quarters. The position peaked at $629K in Q4 2013. 94 funds tracked by Wall St. Rank hold VXX as of Q4 2015.

Mariner Investment Group reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q4 2015 after selling out during the quarter.
Mariner Investment Group sold 656 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q4 2015, an estimated $209K.
Mariner Investment Group 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 2 quarters.
Mariner Investment Group's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $629K in Q4 2013.
94 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q4 2015.

Based on Mariner Investment Group's 13F filing for Q4 2015, filed 2 Feb 2016.