BARCLAYS BK PLC

CUSIP: 06742E711 Class: IPATH S&P500 VIX

MARCO INVESTMENT MANAGEMENT LLC's Holding History (CIK: 0001080493)

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

Q2 2015
Shares 600,000 Value ($000) $12,060 Avg Close — Range —
Q1 2015
Shares 411,000 Value ($000) $10,534 Avg Close — Range —
Q3 2014
Shares 112,500 Value ($000) $3,508 Avg Close — Range —