SELECT SECTOR SPDR TR

Ticker: XLP CUSIP: 81369Y308 Class: Exchange Traded Fund

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

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

Q3 2015
Shares 4,867 Value ($000) $231 Avg Close — Range —
Q4 2014
Shares 4,926 Value ($000) $239 Avg Close — Range —