INTERACTIVE INTELLIGENCE GRO

CUSIP: 45841VAB5 Class: NOTE 1.250% 6/0

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

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

Q3 2016
Shares 2,000,000 Value ($000) $2,301 Avg Close — Range —
Q2 2016
Shares 4,650,000 Value ($000) $4,401 Avg Close — Range —