JEFFERIES GROUP INC NEW

CUSIP: 472319AG7 Class: CORPORATE OBLIG

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

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

Q4 2016
Shares 50,000 Value ($000) $51 Avg Close — Range —
Q3 2016
Shares 50,000 Value ($000) $51 Avg Close — Range —
Q2 2016
Shares 50,000 Value ($000) $51 Avg Close — Range —
Q1 2016
Shares 50,000 Value ($000) $49 Avg Close — Range —
Q4 2015
Shares 50,000 Value ($000) $50 Avg Close — Range —
Q3 2015
Shares 50,000 Value ($000) $51 Avg Close — Range —
Q2 2015
Shares 50,000 Value ($000) $51 Avg Close — Range —
Q1 2015
Shares 50,000 Value ($000) $51 Avg Close — Range —
Q4 2014
Shares 50,000 Value ($000) $52 Avg Close — Range —
Q3 2014
Shares 79,000 Value ($000) $84 Avg Close — Range —
Q2 2014
Shares 3,229,000 Value ($000) $3,452 Avg Close — Range —
Q1 2014
Shares 3,329,000 Value ($000) $3,543 Avg Close — Range —
Q4 2013
Shares 4,101,000 Value ($000) $4,339 Avg Close — Range —
Q3 2013
Shares 3,729,000 Value ($000) $3,908 Avg Close — Range —
Q2 2013
Shares 3,194,000 Value ($000) $3,403 Avg Close — Range —