ALPHA NATURAL RESOURCES INC

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

Penn Capital Management Company, LLC's Holding History (CIK: 0001158202)

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

Q4 2014
Shares 60,000 Value ($000) $22 Avg Close — Range —
Q3 2014
Shares 60,000 Value ($000) $36 Avg Close — Range —
Q2 2014
Shares 60,000 Value ($000) $46 Avg Close — Range —
Q1 2014
Shares 60,000 Value ($000) $49 Avg Close — Range —
Q4 2013
Shares 230,000 Value ($000) $248 Avg Close — Range —