VANGUARD BD INDEX FDS

Ticker: BSV CUSIP: 921937827 Class: SHORT TRM BOND

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

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

Q2 2014

Shares 3,782 Value ($000) $304 Avg Close — Range —

Q1 2014

Shares 17,005 Value ($000) $1,362 Avg Close — Range —

Q3 2013

Shares 3,241 Value ($000) $260 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q2 2014	3,782	$304	—	—
Q1 2014	17,005	$1,362	—	—
Q3 2013	3,241	$260	—	—