SPDR S&P MIDCAP 400 ETF TR

Ticker: MDY CUSIP: 78467Y107 Class: Exchange Traded Fund

STRATEGIC INVESTMENT MANAGEMENT, LLC's Holding History (CIK: 0000846633)

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

Q4 2016
Shares 1,632 Value ($000) $492 Avg Close — Range —
Q4 2015
Shares 1,177 Value ($000) $299 Avg Close — Range —