13F-HR 1 d693567_13f-hr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F Cover Page Report for the Calendar Year or Quarter Ended June 30, 2006 Check here if Amendment: | |; Amendment Number: This Amendment (Check only one): | | is a restatement |_| adds new holding entries. Institutional Manager Filing this Report: Name: Cobalt Capital Management, Inc. Address: 237 Park Avenue, Suite 900 New York, New York 10017 13F File Number: 28-04967 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Wayne Cooperman Title: President Phone: (212) 808-3756 Signature, Place and Date of Signing: /s/ Wayne Cooperman New York, New York August 14, 2006 ----------------------- -------------------------- ---------------------- [Signature] [City, State] [Date] Report Type: (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report). [_] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting managers(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: NONE Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 75 Form 13F Information Table Value Total: $1,365,965,518 List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name 1. 28-10571 Cobalt Offshore Fund Limited 2. 28-10572 Cobalt Partners, L.P. ----------------------- ------------------------------------ FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 TITLE SHRS OR SH/ PUT/ INVESTMT OTHER VOTING AUTHORITY NAME OF ISSUER OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETN MGRS SOLE SHARED NONE -------------- -------- ----- ----- ------- --- ---- -------- ---- ---- ------ ---- ABERCROMBIE & FITCH CO CLA 002896207 41,562,579 749,821 SHARED 1, 2 749,821 ADVANCE AUTO PARTS INC COM 00751Y106 2,291,770 79,300 SHARED 1, 2 79,300 ALLEGHENY TECHNOLOGIES INC COM 01741R102 68,677,010 991,869 SHARED 1, 2 991,869 AMERICAN EXPRESS CO COM 025816109 10,644,000 200,000 SHARED 1, 2 200,000 AMERICAN TOWER CORP CLA 029912201 102,417,445 3,291,049 SHARED 1, 2 3,291,049 APACHE CORP COM 037411105 29,763,211 436,091 SHARED 1, 2 436,091 ARBITRON INC COM 03875Q108 7,282,700 190,000 SHARED 1, 2 190,000 ARCHER DANIELS MIDLAND CO COM 039483102 13,622,400 330,000 SHARED 1, 2 330,000 ATLAS AMER INC COM 049167109 84,156,406 1,878,072 SHARED 1, 2 1,878,072 BALL CORP COM 058498106 8,571,056 231,400 SHARED 1, 2 231,400 BAXTER INTL INC COM 071813109 1,838,000 50,000 SHARED 1, 2 50,000 CEMEX S A SPON ADR 5 ORD 151290889 1,039,190 18,241 SHARED 1, 2 18,241 CROWN HOLDINGS INC COM 228368106 11,865,897 762,100 SHARED 1, 2 762,100 CVS CORP COM 126650100 51,903,723 1,690,675 SHARED 1, 2 1,690,675 DEERE & CO COM 244199105 22,091,454 264,600 SHARED 1, 2 264,600 DEVON ENERGY CORP NEW COM 25179M103 1,208,200 20,000 SHARED 1, 2 20,000 DIAMOND OFFSHORE DRILLING IN COM 25271C102 16,064,202 191,400 SHARED 1, 2 191,400 DOUBLE HULL TANKERS INC COM Y21110104 269,400 20,000 SHARED 1, 2 20,000 EAGLE MATERIALS INC COM 26969P108 7,125,000 150,000 SHARED 1, 2 150,000 ELECTRONIC ARTS INC COM 285512109 1,736,234 40,340 SHARED 1, 2 40,340 ENERGY CONVERSION DEVICES IN COM 292659109 931,625 25,573 SHARED 1, 2 25,573 ENSCO INTL INC COM 26874Q100 28,162,307 611,958 SHARED 1, 2 611,958 EVERGREEN SOLAR INC COM 30033R108 733,669 56,523 SHARED 1, 2 56,523 FALCONBRIDGE LTD NEW 2005 COM 306104100 1,057,000 20,000 SHARED 1, 2 20,000 FREIGHTCAR AMER INC COM 357023100 1,110,200 20,000 SHARED 1, 2 20,000 GATX CORP COM 361448103 9,401,000 221,200 SHARED 1, 2 221,200 GOLDMAN SACHS GROUP INC COM 38141G104 9,401,875 62,500 SHARED 1, 2 62,500 HALLIBURTON CO COM 406216101 28,445,658 383,313 SHARED 1, 2 383,313 INCO LTD COM 453258402 1,977,000 30,000 SHARED 1, 2 30,000 INGERSOLL-RAND COMPANY LTD CLA G4776G101 15,614,700 365,000 SHARED 1, 2 365,000 IPSCO INC COM 462622101 49,931,233 521,802 SHARED 1, 2 521,802 LAMAR ADVERTISING CO CLA 512815101 2,205,782 40,954 SHARED 1, 2 40,954 LENNAR CORP CLA 526057104 2,218,500 50,000 SHARED 1, 2 50,000 MARTIN MARIETTA MATLS INC COM 573284106 21,511,400 236,000 SHARED 1, 2 236,000 MASSEY ENERGY CORP COM 576206106 3,600,000 100,000 SHARED 1, 2 100,000 MITTAL STEEL CO N V NY REG SH CL A 60684P101 5,450,612 178,650 SHARED 1, 2 178,650 MOVIE GALLERY INC COM 624581104 2,765,903 445,395 SHARED 1, 2 445,395 NATIONAL OILWELL VARCO INC COM 637071101 3,799,200 60,000 SHARED 1, 2 60,000 NAVISTAR INTL CORP NEW COM 63934E108 2,463,486 100,101 SHARED 1, 2 100,101 NEWS CORP CL A 65248E104 12,344,248 643,600 SHARED 1, 2 643,600 NIKE INC CL B 654106103 11,340,000 140,000 SHARED 1, 2 140,000 NOBLE CORPORATION SHS G65422100 103,339,612 1,388,600 SHARED 1, 2 1,388,600 NOBLE ENERGY INC COM 655044105 4,686,000 100,000 SHARED 1, 2 100,000 NS GROUP INC COM 628916108 6,609,600 120,000 SHARED 1, 2 120,000 OMNICARE INC COM 681904108 8,123,046 171,300 SHARED 1, 2 171,300 OMNICOM GROUP INC NOTE 6/1 681919AR7 3,011,242 33,800 SHARED 1, 2 33,800 OMNIVISION TECHNOLOGIES INC COM 682128103 633,600 30,000 SHARED 1, 2 30,000 ONEOK INC NEW COM 682680103 7,679,424 225,600 SHARED 1, 2 225,600 ORACLE CORP COM 68389X105 3,622,500 250,000 SHARED 1, 2 250,000 PENTAIR INC COM 709631105 683,800 20,000 SHARED 1, 2 20,000 PHELPS DODGE CORP COM 717265102 16,432,000 200,000 SHARED 1, 2 200,000 PIONEER NAT RES CO COM 723787107 2,784,600 60,000 SHARED 1, 2 60,000 POGO PRODUCING CO COM 730448107 7,403,660 160,600 SHARED 1, 2 160,600 POTASH CORP SASK INC COM 73755L107 4,298,500 50,000 SHARED 1, 2 50,000 RAIT INVT TR COM 749227104 7,244,520 248,100 SHARED 1, 2 248,100 RESOURCE AMERICA INC CLA 761195205 27,288,478 1,432,466 SHARED 1, 2 1,432,466 RESOURCE CAP CORP COM 76120W302 5,148,000 400,000 SHARED 1, 2 400,000 SHIP FINANCE INTERNATIONAL L SHS G81075106 8,343,420 482,000 SHARED 1, 2 482,000 STREETTRACKS GOLD TR GOLD SHS 863307104 17,756,700 290,000 SHARED 1, 2 290,000 SUNOCO INC COM 86764P109 6,929,000 100,000 SHARED 1, 2 100,000 TEEKAY LNG PARTNERS LP PRTNRSP UNITS Y8564M105 3,684,480 121,200 SHARED 1, 2 121,200 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 45,023,773 1,076,094 SHARED 1, 2 1,076,094 TEXAS INDS INC COM 882491103 9,966,870 187,700 SHARED 1, 2 187,700 TIME WARNER INC COM 887317105 8,817,810 509,700 SHARED 1, 2 509,700 TRANSOCEAN INC ORD G90078109 79,516,800 990,000 SHARED 1, 2 990,000 TRINITY INDS INC COM 896522109 3,030,000 75,000 SHARED 1, 2 75,000 UNITEDHEALTH GROUP INC COM 91324P102 11,329,340 253,000 SHARED 1, 2 253,000 UNITED STATES STL CORP NEW CLA 912909108 53,256,561 759,506 SHARED 1, 2 759,506 UNIVISION COMMUNICATIONS INC CLA 914906102 608,528 18,165 SHARED 1, 2 18,165 VALERO ENERGY CORP NEW COM 91913Y100 51,090,486 768,047 SHARED 1, 2 768,047 VULCAN MATLS CO COM 929160109 60,483,306 775,427 SHARED 1, 2 775,427 WALTER INDS INC COM 93317Q105 55,032,690 954,600 SHARED 1, 2 954,600 WELLPOINT INC COM 94973V107 33,801,655 464,500 SHARED 1, 2 464,500 WILLIAMS COS INC DEL COM 969457100 4,672,000 200,000 SHARED 1, 2 200,000 YAHOO INC COM 984332106 5,038,242 152,674 SHARED 1, 2 152,674 TOTAL 1,365,965,518
SK 01181 0005 693567