BARCLAYS BK PLC

CUSIP: 06740Q252 Class: IPATH S&P500 VIX

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

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

Q2 2017
Shares 38,640 Value ($000) $493 Avg Close — Range —
Q4 2016
Shares 8,596 Value ($000) $219 Avg Close — Range —