ALPHA NATURAL RESOURCES INC

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

COBALT CAPITAL MANAGEMENT, INC.'s Holding History (CIK: 0001086762)

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

Q2 2015
Shares 2,000,000 Value ($000) $183 Avg Close — Range —
Q1 2015
Shares 2,000,000 Value ($000) $751 Avg Close — Range —
Q4 2014
Shares 2,000,000 Value ($000) $999 Avg Close — Range —