ISHARES TR

Ticker: IYF CUSIP: 464287788 Class: Exchange Traded Fund

SSI INVESTMENT MANAGEMENT LLC's Holding History (CIK: 0000938487)

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

Q2 2016

Shares 18,005 Value ($000) $1,549 Avg Close — Range —

Q1 2016

Shares 18,005 Value ($000) $1,524 Avg Close — Range —

Q4 2015

Shares 17,996 Value ($000) $1,589 Avg Close — Range —

Q3 2015

Shares 35,101 Value ($000) $2,951 Avg Close — Range —

Q2 2015

Shares 35,096 Value ($000) $3,150 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q2 2016	18,005	$1,549	—	—
Q1 2016	18,005	$1,524	—	—
Q4 2015	17,996	$1,589	—	—
Q3 2015	35,101	$2,951	—	—
Q2 2015	35,096	$3,150	—	—