BARCLAYS BK PLC

CUSIP: 06740C337 Class: S&P 500 VEQTOR

TWO SIGMA SECURITIES, LLC's Holding History (CIK: 0001450144)

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

Q4 2016
Shares 1,608 Value ($000) $220 Avg Close Range
Q2 2016
Shares 1,514 Value ($000) $201 Avg Close Range
Q4 2015
Shares 1,618 Value ($000) $224 Avg Close Range