RLI CORP

Ticker: RLI CUSIP: 749607107 Class: COM

Parallax Volatility Advisers, L.P.'s Holding History (CIK: 0001521001)

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

Q3 2018

Shares 646 Value ($000) $51 Avg Close $29.36 Range $25.61 - $31.38

Q2 2018

Shares 34 Value ($000) $2 Avg Close $25.67 Range $23.77 - $27.28

Q1 2018

Shares 424 Value ($000) $27 Avg Close $24.04 Range $22.73 - $25.52

Q4 2017

Shares 5,880 Value ($000) $357 Avg Close $22.34 Range $21.33 - $23.93

Period	Shares	Value ($000)	Average Close	Price Range
Q3 2018	646	$51	$29.36	$25.61 - $31.38
Q2 2018	34	$2	$25.67	$23.77 - $27.28
Q1 2018	424	$27	$24.04	$22.73 - $25.52
Q4 2017	5,880	$357	$22.34	$21.33 - $23.93