HELIX ENERGY SOLUTIONS GRP I

CUSIP: 42330PAH0 Class: NOTE 4.250% 5/0

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

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

Q1 2018
Shares 431,000 Value ($000) $405 Avg Close — Range —
Q4 2017
Shares 431,000 Value ($000) $431 Avg Close — Range —
Q3 2017
Shares 431,000 Value ($000) $428 Avg Close — Range —
Q2 2017
Shares 452,000 Value ($000) $417 Avg Close — Range —
Q1 2017
Shares 452,000 Value ($000) $449 Avg Close — Range —
Q4 2016
Shares 463,000 Value ($000) $476 Avg Close — Range —