13F-HR 1 d1218741_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, 2011 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: 028-04967 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 12, 2011 ----------------------- -------------------------- ---------------------- [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: 3 Form 13F Information Table Entry Total: 58 Form 13F Information Table Value Total: $ 1,822,333 (in thousands) 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. 028-13397 Cobalt Offshore Master Fund LP 2. 028-10572 Cobalt Partners, L.P. 3. 028-12326 Cobalt Partners II, L.P. ----------------------- ------------------------------------ FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 VALUE SHS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MGRS SOLE SHARED NONE -------------- --------------- ------ --------- -------- --- ---- ----------- ----- ----- ------ ---- ADVANCE AUTO PARTS INC COM 00751Y106 18,842 322,134 SH SHARED-DEFINED 1, 2, 3 322,134 AON CORP COM 037389103 25,650 500,000 SH SHARED-DEFINED 1, 2, 3 500,000 APPLE INC COM 037833100 23,497 70,000 SH SHARED-DEFINED 1, 2, 3 70,000 ARCH COAL INC COM 039380100 6,665 250,000 SH SHARED-DEFINED 1, 2, 3 250,000 ATLAS ENERGY LP COM UNITS LP 04930A104 37,774 1,738,352 SH SHARED-DEFINED 1, 2, 3 1,738,352 BE AEROSPACE INC COM 073302101 15,733 385,530 SH SHARED-DEFINED 1, 2, 3 385,530 BLACKROCK INC COM 09247X101 62,530 326,000 SH SHARED-DEFINED 1, 2, 3 326,000 CABOT OIL & GAS CORP COM 127097103 3,846 57,999 SH SHARED-DEFINED 1, 2, 3 57,999 CELANESE CORP DEL COM SER A 150870103 54,376 1,020,000 SH SHARED-DEFINED 1, 2, 3 1,020,000 CF INDS HLDGS INC COM 125269100 67,562 476,900 SH SHARED-DEFINED 1, 2, 3 476,900 CSX CORP COM 126408103 91,472 3,488,640 SH SHARED-DEFINED 1, 2, 3 3,488,640 DANA HLDG CORP COM 235825205 50,910 2,781,976 SH SHARED-DEFINED 1, 2, 3 2,781,976 DENBURY RES INC COM NEW 247916208 4,000 200,000 SH SHARED-DEFINED 1, 2, 3 200,000 DEVELOPERS DIVERSIFIED RLTY NOTE 3.500% 8/1 251591AQ6 23,471 23,500,000 PRN SHARED-DEFINED 1, 2, 3 23,500,000 DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1 251591AS2 9,702 9,700,000 PRN SHARED-DEFINED 1, 2, 3 9,700,000 DEVON ENERGY CORP NEW COM 25179M103 27,584 350,000 SH SHARED-DEFINED 1, 2, 3 350,000 DOMTAR CORP COM NEW 257559203 27,154 286,680 SH SHARED-DEFINED 1, 2, 3 286,680 EATON CORP COM 278058102 50,223 976,154 SH SHARED-DEFINED 1, 2, 3 976,154 ENSCO PLC SPONSORED ADR 29358Q109 23,985 450,000 SH SHARED-DEFINED 1, 2, 3 450,000 FEDEX CORP COM 31428X106 35,569 375,000 SH SHARED-DEFINED 1, 2, 3 375,000 FREEPORT-MCMORAN COPPER & GO COM 35671D857 17,986 340,000 SH SHARED-DEFINED 1, 2, 3 340,000 GENWORTH FINL INC COM CL A 37247D106 4,112 400,000 SH SHARED-DEFINED 1, 2, 3 400,000 HALLIBURTON CO COM 406216101 36,134 708,500 SH SHARED-DEFINED 1, 2, 3 708,500 HOLLY CORP COM PAR $0.01 435758305 88,399 1,273,759 SH SHARED-DEFINED 1, 2, 3 1,273,759 KKR FINANCIAL HLDGS LLC NOTE 7.500% 1/1 48248AAD0 49,456 34,285,000 PRN SHARED-DEFINED 1, 2, 3 34,285,000 KKR FINANCIAL HLDGS LLC NOTE 7.000% 7/1 48248AAB4 22,232 21,275,000 PRN SHARED-DEFINED 1, 2, 3 21,275,000 KKR FINANCIAL HLDGS LLC COM 48248A306 55,581 5,665,747 SH SHARED-DEFINED 1, 2, 3 5,665,747 KRATON PERFORMANCE POLYMERS COM 50077C106 18,306 467,337 SH SHARED-DEFINED 1, 2, 3 467,337 LEAR CORP COM NEW 521865204 75,156 1,405,312 SH SHARED-DEFINED 1, 2, 3 1,405,312 LOWES COS INC COM 548661107 2,331 100,000 SH SHARED-DEFINED 1, 2, 3 100,000 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 15,331 398,000 SH SHARED-DEFINED 1, 2, 3 398,000 MERITOR INC COM 59001K100 50,024 3,118,731 SH SHARED-DEFINED 1, 2, 3 3,118,731 ORACLE CORP COM 68389X105 6,582 200,000 SH SHARED-DEFINED 1, 2, 3 200,000 PEABODY ENERGY CORP COM 704549104 35,652 605,200 SH SHARED-DEFINED 1, 2, 3 605,200 PEPSICO INC COM 713448108 24,651 350,000 SH SHARED-DEFINED 1, 2, 3 350,000 PETROHAWK ENERGY CORP COM 716495106 35,754 1,449,300 SH SHARED-DEFINED 1, 2, 3 1,449,300 PILGRIMS PRIDE CORP NEW COM 72147K108 1,623 300,000 SH SHARED-DEFINED 1, 2, 3 300,000 PIONEER NAT RES CO COM 723787107 56,877 635,000 SH SHARED-DEFINED 1, 2, 3 635,000 PROSHARES TR PSHS ULTSH 20YRS 74347R297 34,833 1,009,349 SH SHARED-DEFINED 1, 2, 3 1,009,349 SANOFI SPONSORED ADR 80105N105 24,102 600,000 SH SHARED-DEFINED 1, 2, 3 600,000 SAVVIS INC COM NEW 805423308 12,721 321,800 SH SHARED-DEFINED 1, 2, 3 321,800 SLM CORP COM 78442P106 22,018 1,309,845 SH SHARED-DEFINED 1, 2, 3 1,309,845 SM ENERGY CO COM 78454L100 59,507 809,844 SH SHARED-DEFINED 1, 2, 3 809,844 SOLUTIA INC COM NEW 834376501 30,447 1,332,480 SH SHARED-DEFINED 1, 2, 3 1,332,480 SPDR GOLD TRUST GOLD SHS 78463V107 52,582 360,150 SH SHARED-DEFINED 1, 2, 3 360,150 STEEL DYNAMICS INC COM 858119100 14,876 915,472 SH SHARED-DEFINED 1, 2, 3 915,472 TE CONNECTIVITY LTD REG SHS H84989104 39,241 1,067,500 SH SHARED-DEFINED 1, 2, 3 1,067,500 TJX COS INC NEW COM 872540109 9,305 177,140 SH SHARED-DEFINED 1, 2, 3 177,140 TPC GROUP INC COM 89236Y104 5,444 138,812 SH SHARED-DEFINED 1, 2, 3 138,812 TRINITY INDS INC COM 896522109 13,024 373,393 SH SHARED-DEFINED 1, 2, 3 373,393 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 72,749 1,232,409 SH SHARED-DEFINED 1, 2, 3 1,232,409 UNITED CONTL HLDGS INC COM 910047109 28,749 1,270,400 SH SHARED-DEFINED 1, 2, 3 1,270,400 UNITED TECHNOLOGIES CORP COM 913017109 35,404 400,000 SH SHARED-DEFINED 1, 2, 3 400,000 UNITEDHEALTH GROUP INC COM 91324P102 20,632 400,000 SH SHARED-DEFINED 1, 2, 3 400,000 VALERO ENERGY CORP NEW COM 91913Y100 6,022 235,500 SH SHARED-DEFINED 1, 2, 3 235,500 WESTERN REFNG INC COM 959319104 3,614 200,000 SH SHARED-DEFINED 1, 2, 3 200,000 WILLIAMS COS INC DEL COM 969457100 45,163 1,493,000 SH SHARED-DEFINED 1, 2, 3 1,493,000 XL GROUP PLC SHS G98290102 35,168 1,600,000 SH SHARED-DEFINED 1, 2, 3 1,600,000
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