ALPHA NATURAL RESOURCES INC

CUSIP: 02076XAE2 Class: NOTE 3.750%12/1

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

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

Q3 2013
Shares 2,500,000 Value ($000) $237,970,000 Avg Close — Range —
Q2 2013
Shares 1,500,000 Value ($000) $127,500,000 Avg Close — Range —