ALPHA NATURAL RESOURCES INC

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

SILVERBACK ASSET MANAGEMENT LLC's Holding History (CIK: 0001278960)

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

Q1 2014
Shares 5,000,000 Value ($000) $4,240 Avg Close — Range —
Q4 2013
Shares 4,500,000 Value ($000) $4,673 Avg Close — Range —
Q3 2013
Shares 8,000,000 Value ($000) $7,620 Avg Close — Range —