ALPHA NATURAL RESOURCES INC

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

ADVENT CAPITAL MANAGEMENT /DE/'s Holding History (CIK: 0001097278)

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

Q1 2016
Shares 7,220,000 Value ($000) $61 Avg Close — Range —
Q4 2015
Shares 10,000,000 Value ($000) $225 Avg Close — Range —
Q3 2015
Shares 10,000,000 Value ($000) $400 Avg Close — Range —
Q2 2013
Shares 8,789,000 Value ($000) $7,563 Avg Close — Range —