BARCLAYS BK PLC

CUSIP: 06742E711 Class: IPATH S&P500 VIX

TWO SIGMA INVESTMENTS, LP's Holding History (CIK: 0001179392)

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

Q2 2016
Shares 31,722 Value ($000) $438 Avg Close — Range —
Q4 2015
Shares 42,412 Value ($000) $854 Avg Close — Range —
Q2 2015
Shares 56,492 Value ($000) $1,135 Avg Close — Range —