CREDIT SUISSE NASSAU BRH

CUSIP: 22542D795 Class: INVRS VIX STERM

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

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

Q3 2016
Shares 30,000 Value ($000) $1,124 Avg Close — Range —
Q4 2014
Shares 207,000 Value ($000) $6,446 Avg Close — Range —