LEVEL 3 COMMUNICATIONS INC

CUSIP: 52729NBP4 Class: NOTE 7.000% 3/1

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

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

Q4 2014
Shares 1,038,000 Value ($000) $1,884 Avg Close — Range —
Q3 2014
Shares 1,961,000 Value ($000) $3,355 Avg Close — Range —
Q2 2014
Shares 2,443,000 Value ($000) $4,058 Avg Close — Range —
Q1 2014
Shares 2,364,000 Value ($000) $3,634 Avg Close — Range —
Q4 2013
Shares 2,714,000 Value ($000) $3,698 Avg Close — Range —
Q3 2013
Shares 2,409,000 Value ($000) $2,923 Avg Close — Range —