MARINER INVESTMENT GROUP LLC

Holdings History for BARCLAYS IPTH SRS B S&P SHRT TRM ETN - IPATH S&P500 VIX (VXX)

Symbol: VXX on CBOE
Investment type: Equity / IPATH S&P500 VIX

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
30 Jun 2016	put		0%	$270,000	450,500	0		$0.60 ^*	Q2 2016
31 Mar 2016	put		0%	$1,683,000	1,051,500	0		$1.60 ^*	Q1 2016
31 Dec 2015			-0.06%	$0	0	-10,500	-100%		Q4 2015
31 Dec 2015	put		0%	$2,910,000	2,217,300	0		$1.31 ^*	Q4 2015
30 Sep 2015		0.06%	+0.06%	$269,000	10,500	+10,500	NEW	$25.62	Q3 2015
30 Sep 2015	put		0%	$300,000	1,443,700	0		$0.21 ^*	Q3 2015
30 Jun 2015	put		0%	$1,811,000	522,800	0		$3.46 ^*	Q2 2015
31 Mar 2015	put		0%	$643,000	244,500	0		$2.63 ^*	Q1 2015
30 Sep 2014	put		0%	$1,560,000	350,000	0		$4.46 ^*	Q3 2014
30 Jun 2014	put		0%	$2,311,000	350,000	0		$6.60 ^*	Q2 2014
31 Mar 2014			-0.1%	$0	0	-14,775	-100%		Q1 2014
31 Dec 2013		0.1%	0%	$629,000	14,775	0		$42.57	Q4 2013
31 Dec 2013	call		0%	$36,000	30,000	0		$1.20 ^*	Q4 2013

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.