BARCLAYS BK PLC

CUSIP: 06746L422 Class: IPATH S&P500 VIX

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

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

Q4 2018
Shares 7,144 Value ($000) $335 Avg Close Range
Q1 2018
Shares 7,277 Value ($000) $344 Avg Close Range
Q4 2017
Shares 13,998 Value ($000) $391 Avg Close Range