SPDR S&P MIDCAP 400 ETF TR

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

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

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

Q2 2015
Shares 1,845 Value ($000) $504 Avg Close — Range —
Q1 2015
Shares 10,615 Value ($000) $2,943 Avg Close — Range —