ALPHA NATURAL RESOURCES INC

CUSIP: 02076XAF9 Class: NOTE 4.875%12/1

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

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

Q1 2014
Shares 2,870,000 Value ($000) $2,360 Avg Close — Range —
Q4 2013
Shares 41,000 Value ($000) $43 Avg Close — Range —