NATIONAL GRID PLC

CUSIP: 636274300 Class: SPONSORED ADR NE

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

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

Q1 2017
Shares 316,568 Value ($000) $20,096 Avg Close — Range —
Q4 2016
Shares 533,546 Value ($000) $31,122 Avg Close — Range —
Q3 2016
Shares 52,912 Value ($000) $3,763 Avg Close — Range —
Q2 2016
Shares 87,490 Value ($000) $6,503 Avg Close — Range —
Q1 2016
Shares 118,220 Value ($000) $8,443 Avg Close — Range —
Q4 2015
Shares 31,409 Value ($000) $2,184 Avg Close — Range —
Q2 2015
Shares 56,135 Value ($000) $3,625 Avg Close — Range —
Q1 2015
Shares 156,146 Value ($000) $10,089 Avg Close — Range —
Q4 2014
Shares 79,721 Value ($000) $5,633 Avg Close — Range —
Q4 2013
Shares 8,579 Value ($000) $560 Avg Close — Range —