SELECT SECTOR SPDR TR

Ticker: XLY CUSIP: 81369Y407 Class: SBI CONS DISCR

DUPONT CAPITAL MANAGEMENT CORP's Holding History (CIK: 0001128251)

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

Q1 2015

Shares 65,585 Value ($000) $4,927 Avg Close — Range —

Q4 2014

Shares 70,010 Value ($000) $5,051 Avg Close — Range —

Q4 2013

Shares 50,810 Value ($000) $3,396 Avg Close — Range —

Q2 2013

Shares 90,500 Value ($000) $5,104 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q1 2015	65,585	$4,927	—	—
Q4 2014	70,010	$5,051	—	—
Q4 2013	50,810	$3,396	—	—
Q2 2013	90,500	$5,104	—	—