ALPHA NATURAL RESOURCES INC

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

AQR CAPITAL MANAGEMENT LLC's Holding History (CIK: 0001167557)

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

Q3 2014
Shares 8,500,000 Value ($000) $6,083 Avg Close — Range —
Q2 2014
Shares 8,600,000 Value ($000) $7,471 Avg Close — Range —
Q1 2014
Shares 8,600,000 Value ($000) $7,256 Avg Close — Range —
Q4 2013
Shares 8,600,000 Value ($000) $8,960 Avg Close — Range —
Q3 2013
Shares 2,400,000 Value ($000) $2,297 Avg Close — Range —
Q2 2013
Shares 2,500,000 Value ($000) $2,138 Avg Close — Range —