ALPHA NATURAL RESOURCES INC

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

AQR Arbitrage LLC's Holding History (CIK: 0001167456)

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

Q2 2015
Shares 2,700,000 Value ($000) $223 Avg Close — Range —
Q1 2015
Shares 2,700,000 Value ($000) $704 Avg Close — Range —