ALPHA NATURAL RESOURCES INC

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

BASSO CAPITAL MANAGEMENT, L.P.'s Holding History (CIK: 0001287978)

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

Q4 2013
Shares 2,500,000 Value ($000) $2,671 Avg Close — Range —