CREDIT SUISSE NASSAU BRH

CUSIP: 22542D795 Class: INVRS VIX STERM

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

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

Q4 2017
Shares 3,558 Value ($000) $478 Avg Close — Range —
Q3 2017
Shares 7,166 Value ($000) $699 Avg Close — Range —
Q2 2017
Shares 14,720 Value ($000) $1,229 Avg Close — Range —
Q1 2017
Shares 2,770 Value ($000) $202 Avg Close — Range —
Q4 2016
Shares 9,504 Value ($000) $444 Avg Close — Range —
Q3 2016
Shares 43,287 Value ($000) $1,622 Avg Close — Range —
Q2 2016
Shares 18,392 Value ($000) $460 Avg Close — Range —
Q3 2015
Shares 16,120 Value ($000) $393 Avg Close — Range —