AUXILIUM PHARMACEUTICALS INC

CUSIP: 05334DAA5 Class: NOTE 1.500% 7/1

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

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

Q4 2013
Shares 446,000 Value ($000) $494 Avg Close — Range —
Q3 2013
Shares 1,879,000 Value ($000) $1,943 Avg Close — Range —