CHESAPEAKE ENERGY CORP

CUSIP: 165167BW6 Class: CNV

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

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

Q4 2014
Shares 40,000 Value ($000) $40 Avg Close — Range —
Q3 2014
Shares 3,167,000 Value ($000) $3,204 Avg Close — Range —
Q2 2014
Shares 3,106,000 Value ($000) $3,289 Avg Close — Range —
Q1 2014
Shares 466,000 Value ($000) $484 Avg Close — Range —