SPDR S&P 500 ETF TR

Ticker: SPY CUSIP: 78462F103 Class: TR UNIT

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

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

Q4 2017
Shares 21,361 Value ($000) $5,700 Avg Close — Range —
Q3 2017
Shares 22,189 Value ($000) $5,575 Avg Close — Range —
Q2 2017
Shares 21,663 Value ($000) $5,241 Avg Close — Range —
Q1 2017
Shares 26,349 Value ($000) $6,213 Avg Close — Range —
Q4 2016
Shares 42,049 Value ($000) $9,399 Avg Close — Range —
Q3 2016
Shares 55,278 Value ($000) $11,955 Avg Close — Range —
Q2 2016
Shares 54,168 Value ($000) $11,346 Avg Close — Range —
Q1 2016
Shares 54,168 Value ($000) $11,132 Avg Close — Range —
Q4 2015
Shares 52,976 Value ($000) $10,801 Avg Close — Range —
Q3 2015
Shares 49,459 Value ($000) $9,478 Avg Close — Range —
Q2 2015
Shares 5,185 Value ($000) $1,067 Avg Close — Range —
Q1 2015
Shares 251,915 Value ($000) $52,001 Avg Close — Range —
Q4 2014
Shares 332,770 Value ($000) $68,396 Avg Close — Range —
Q3 2014
Shares 235,946 Value ($000) $46,486 Avg Close — Range —
Q2 2014
Shares 328,787 Value ($000) $64,350 Avg Close — Range —
Q1 2014
Shares 327,423 Value ($000) $61,232 Avg Close — Range —
Q4 2013
Shares 303,057 Value ($000) $55,973 Avg Close — Range —
Q3 2013
Shares 252,526 Value ($000) $42,428 Avg Close — Range —
Q2 2013
Shares 350,318 Value ($000) $56,196 Avg Close — Range —