ALPHA NATURAL RESOURCES INC

CUSIP: 02076X102 Class: COM

STATE OF MICHIGAN RETIREMENT SYSTEM's Holding History (CIK: 0000762152)

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

Q2 2015
Shares 3,850,000 Value ($000) $1,162 Avg Close — Range —
Q1 2015
Shares 3,850,000 Value ($000) $3,850 Avg Close — Range —
Q4 2014
Shares 3,850,000 Value ($000) $6,430 Avg Close — Range —
Q3 2014
Shares 4,440,150 Value ($000) $11,012 Avg Close — Range —
Q2 2014
Shares 4,440,150 Value ($000) $16,473 Avg Close — Range —
Q1 2014
Shares 2,749,450 Value ($000) $11,685 Avg Close — Range —
Q4 2013
Shares 871,050 Value ($000) $6,219 Avg Close — Range —
Q3 2013
Shares 633,550 Value ($000) $3,776 Avg Close — Range —
Q2 2013
Shares 632,150 Value ($000) $3,312 Avg Close — Range —