WESTERN REFNG INC

CUSIP: 959319AC8 Class: NOTE 5.750% 6/1

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

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

Q1 2014
Shares 279,000 Value ($000) $1,129 Avg Close — Range —
Q4 2013
Shares 2,923,000 Value ($000) $12,966 Avg Close — Range —
Q3 2013
Shares 3,080,000 Value ($000) $9,640 Avg Close — Range —
Q2 2013
Shares 3,130,000 Value ($000) $9,091 Avg Close — Range —