ALPHA NATURAL RESOURCES INC

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

ANGELO GORDON & CO., L.P.'s Holding History (CIK: 0000860662)

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

Q1 2015
Shares 3,000,000 Value ($000) $1,112 Avg Close Range
Q4 2014
Shares 3,000,000 Value ($000) $1,498 Avg Close Range
Q3 2014
Shares 3,000,000 Value ($000) $2,132 Avg Close Range
Q2 2014
Shares 3,000,000 Value ($000) $2,591 Avg Close Range