CHESAPEAKE ENERGY CORP

CUSIP: 165167BZ9 Class: CORPORATE OBLIG

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

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

Q3 2014
Shares 275,000 Value ($000) $277 Avg Close — Range —
Q2 2014
Shares 500,000 Value ($000) $536 Avg Close — Range —
Q1 2014
Shares 600,000 Value ($000) $610 Avg Close — Range —
Q4 2013
Shares 650,000 Value ($000) $660 Avg Close — Range —
Q3 2013
Shares 675,000 Value ($000) $664 Avg Close — Range —
Q2 2013
Shares 675,000 Value ($000) $636 Avg Close — Range —