Select most recent records using LINQ to Entities

I have a simple Linq to Enities table to query and get the most recent records using Date field

So I tried this code:

IQueryable<Alert> alerts = GetAlerts();
IQueryable<Alert> latestAlerts =
    from a in alerts
    group a by a.UpdateDateTime into g
    select g.OrderBy(a => a.Identifier).First();

Error: NotSupportedException: The method 'GroupBy' is not supported.

Is there any other way to get do it? Thanks a lot!