ALPHA NATURAL RESOURCES INC

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

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

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

Q3 2015
Shares 743,000 Value ($000) $26,005 Avg Close — Range —
Q2 2015
Shares 743,000 Value ($000) $50,152 Avg Close — Range —
Q1 2015
Shares 743,000 Value ($000) $186,217 Avg Close — Range —
Q4 2014
Shares 743,000 Value ($000) $273,981 Avg Close — Range —
Q3 2014
Shares 743,000 Value ($000) $43,978,168 Avg Close — Range —
Q2 2014
Shares 243,000 Value ($000) $18,817,920 Avg Close — Range —