VANGUARD BD INDEX FDS

Ticker: BSV CUSIP: 921937827 Class: SHORT TRM BOND

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

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

Q3 2015
Shares 104,642 Value ($000) $8,413 Avg Close — Range —
Q2 2015
Shares 104,642 Value ($000) $8,391 Avg Close — Range —
Q1 2015
Shares 32,837 Value ($000) $2,645 Avg Close — Range —
Q4 2014
Shares 31,920 Value ($000) $2,554 Avg Close — Range —