BARCLAYS BK PLC

CUSIP: 06742E711 Class: IPATH S&P500 VIX

MKP Capital Management, L.L.C.'s Holding History (CIK: 0001534949)

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

Q1 2016
Shares 150,000 Value ($000) $2,643 Avg Close — Range —
Q1 2014
Shares 507,261 Value ($000) $21,381 Avg Close — Range —