WAYFAIR INC

CUSIP: 94419LAA9 Class: NOTE 0.375% 9/0

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

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

Q2 2018
Shares 5,000,000 Value ($000) $6,441 Avg Close — Range —
Q1 2018
Shares 5,000,000 Value ($000) $4,759 Avg Close — Range —
Q4 2017
Shares 5,000,000 Value ($000) $5,224 Avg Close — Range —