ALLIANCE DATA SYSTEMS CORP

CUSIP: 018581AC2 Class: NOTE 4.750% 5/1

BNP PARIBAS ARBITRAGE, SA's Holding History (CIK: 0001166588)

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

Q3 2013
Shares 1,000 Value ($000) $444,375 Avg Close — Range —
Q2 2013
Shares 1,000 Value ($000) $380,563 Avg Close — Range —