LEVEL 3 COMMUNICATIONS INC

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

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

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

Q3 2014
Shares 2,500,000 Value ($000) $4,297 Avg Close — Range —
Q2 2014
Shares 2,500,000 Value ($000) $4,169 Avg Close — Range —