ALPHA NATURAL RESOURCES INC

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

MORGAN STANLEY's Holding History (CIK: 0000895421)

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

Q2 2015
Shares 6,500,000 Value ($000) $455 Avg Close — Range —
Q1 2015
Shares 6,544,000 Value ($000) $2,380 Avg Close — Range —
Q4 2014
Shares 11,550,000 Value ($000) $5,645 Avg Close — Range —
Q3 2014
Shares 11,512,000 Value ($000) $8,174 Avg Close — Range —
Q2 2014
Shares 11,500,000 Value ($000) $9,919 Avg Close — Range —
Q1 2014
Shares 11,539,000 Value ($000) $9,751 Avg Close — Range —
Q4 2013
Shares 71,000 Value ($000) $73 Avg Close — Range —
Q3 2013
Shares 55,000 Value ($000) $52 Avg Close — Range —