CREDIT SUISSE NASSAU BRH

CUSIP: 22542D795 Class: INVRS VIX STERM

BRIDGEWAY CAPITAL MANAGEMENT, LLC's Holding History (CIK: 0001107261)

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

Q4 2017
Shares 43,800 Value ($000) $5,888 Avg Close — Range —
Q3 2017
Shares 34,800 Value ($000) $3,394 Avg Close — Range —
Q2 2017
Shares 40,800 Value ($000) $3,405 Avg Close — Range —
Q1 2017
Shares 47,700 Value ($000) $3,484 Avg Close — Range —
Q4 2016
Shares 74,100 Value ($000) $3,464 Avg Close — Range —
Q3 2016
Shares 59,300 Value ($000) $2,221 Avg Close — Range —
Q2 2016
Shares 93,200 Value ($000) $2,329 Avg Close — Range —
Q1 2016
Shares 98,400 Value ($000) $2,547 Avg Close — Range —
Q4 2015
Shares 89,900 Value ($000) $2,319 Avg Close — Range —
Q3 2015
Shares 66,000 Value ($000) $1,607 Avg Close — Range —