BARCLAYS BK PLC

CUSIP: 06742E711 Class: IPATH S&P500 VIX

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

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

Q2 2016
Shares 65,368 Value ($000) $902 Avg Close — Range —
Q1 2015
Shares 15,628 Value ($000) $401 Avg Close — Range —