13F-HR 1 d1312237_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, 2012 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 14, 2012 ----------------------- -------------------------- ---------------------- [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: 56 Form 13F Information Table Value Total: $1,073,177 (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 Cobalt Capital Management, Inc. June 30, 2012
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 AETNA INC NEW COM 00817Y108 13,570 350,000 SH SHARED-DEFINED 1, 2, 3 350,000 AGRIUM INC COM 008916108 79,614 899,900 SH SHARED-DEFINED 1, 2, 3 899,900 AMERICAN INTL GROUP INC COM NEW 026874784 12,836 400,000 SH SHARED-DEFINED 1, 2, 3 400,000 ANADARKO PETE CORP COM 032511107 18,574 280,575 SH SHARED-DEFINED 1, 2, 3 280,575 ASHLAND INC NEW COM 044209104 17,328 250,000 SH SHARED-DEFINED 1, 2, 3 250,000 ATLAS ENERGY LP COM UNITS LP 04930A104 43,678 1,431,580 SH SHARED-DEFINED 1, 2, 3 1,431,580 BE AEROSPACE INC COM 073302101 40,837 935,338 SH SHARED-DEFINED 1, 2, 3 935,338 CABOT OIL & GAS CORP COM 127097103 26,627 675,802 SH SHARED-DEFINED 1, 2, 3 675,802 CAPITAL ONE FINL CORP COM 14040H105 25,856 473,027 SH SHARED-DEFINED 1, 2, 3 473,027 CF INDS HLDGS INC COM 125269100 10,733 55,401 SH SHARED-DEFINED 1, 2, 3 55,401 COBALT INTL ENERGY INC COM 19075F106 4,700 200,000 SH SHARED-DEFINED 1, 2, 3 200,000 COLLECTIVE BRANDS INC COM 19421W100 6,426 300,000 SH SHARED-DEFINED 1, 2, 3 300,000 CONOCOPHILLIPS COM 20825C104 34,182 611,700 SH SHARED-DEFINED 1, 2, 3 611,700 COOPER INDUSTRIES PLC SHS G24140108 15,000 220,000 SH SHARED-DEFINED 1, 2, 3 220,000 CROWN HOLDINGS INC COM 228368106 6,898 200,000 SH SHARED-DEFINED 1, 2, 3 200,000 DELPHI AUTOMOTIVE PLC SHS G27823106 14,833 581,700 SH SHARED-DEFINED 1, 2, 3 581,700 DELTA AIR LINES INC DEL COM NEW 247361702 30,342 2,771,000 SH SHARED-DEFINED 1, 2, 3 2,771,000 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 13,298 425,000 SH SHARED-DEFINED 1, 2, 3 425,000 EQT CORP COM 26884L109 10,726 200,000 SH SHARED-DEFINED 1, 2, 3 200,000 FUSION-IO INC COM 36112J107 6,267 300,000 SH SHARED-DEFINED 1, 2, 3 300,000 GOODYEAR TIRE & RUBR CO COM 382550101 3,543 300,000 SH SHARED-DEFINED 1, 2, 3 300,000 HARVEST NATURAL RESOURCES IN COM 41754V103 2,565 300,000 SH SHARED-DEFINED 1, 2, 3 300,000 HOLLYFRONTIER CORP COM 436106108 32,457 916,085 SH SHARED-DEFINED 1, 2, 3 916,085 JOHNSON CTLS INC COM 478366107 22,710 819,564 SH SHARED-DEFINED 1, 2, 3 819,564 KKR FINANCIAL HLDGS LLC COM 48248A306 38,340 4,500,000 SH SHARED-DEFINED 1, 2, 3 4,500,000 KKR FINANCIAL HLDGS LLC NOTE 7.500% 1/1 48248AAD0 46,370 34,285,000 PRN SHARED-DEFINED 1, 2, 3 34,285,000 KKR FINANCIAL HLDGS LLC NOTE 7.000% 7/1 48248AAB4 21,355 21,275,000 PRN SHARED-DEFINED 1, 2, 3 21,275,000 LEAR CORP COM NEW 521865204 27,781 736,322 SH SHARED-DEFINED 1, 2, 3 736,322 LENNAR CORP CL A 526057104 25,120 812,666 SH SHARED-DEFINED 1, 2, 3 812,666 LOWES COS INC COM 548661107 9,950 349,875 SH SHARED-DEFINED 1, 2, 3 349,875 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 7,420 184,258 SH SHARED-DEFINED 1, 2, 3 184,258 MARATHON PETE CORP COM 56585A102 11,904 265,000 SH SHARED-DEFINED 1, 2, 3 265,000 METLIFE INC COM 59156R108 17,739 575,000 SH SHARED-DEFINED 1, 2, 3 575,000 MICHAEL KORS HLDGS LTD SHS G60754101 10,798 258,081 SH SHARED-DEFINED 1, 2, 3 258,081 MOSAIC CO NEW COM 61945C103 36,261 662,179 SH SHARED-DEFINED 1, 2, 3 662,179 NAVISTAR INTL CORP NEW COM 63934E108 8,766 309,000 SH SHARED-DEFINED 1, 2, 3 309,000 OWENS CORNING NEW COM 690742101 1,427 50,000 SH SHARED-DEFINED 1, 2, 3 50,000 PATRIOT COAL CORP NOTE 3.250% 5/3 70336TAA2 1,689 6,250,000 PRN SHARED-DEFINED 1, 2, 3 6,250,000 PFIZER INC COM 717081103 11,500 500,000 SH SHARED-DEFINED 1, 2, 3 500,000 PIONEER NAT RES CO COM 723787107 16,319 185,000 SH SHARED-DEFINED 1, 2, 3 185,000 POTASH CORP SASK INC COM 73755L107 4,369 100,000 SH SHARED-DEFINED 1, 2, 3 100,000 PROSHARES TR PSHS ULTSH 20YRS 74347R297 14,320 904,019 SH SHARED-DEFINED 1, 2, 3 904,019 PULTE GROUP INC COM 745867101 3,210 300,000 SH SHARED-DEFINED 1, 2, 3 300,000 SANDISK CORP COM 80004C101 23,712 650,000 SH SHARED-DEFINED 1, 2, 3 650,000 SBA COMMUNICATIONS CORP COM 78388J106 21,536 377,500 SH SHARED-DEFINED 1, 2, 3 377,500 SEAGATE TECHNOLOGY PLC SHS G7945M107 17,484 706,988 SH SHARED-DEFINED 1, 2, 3 706,988 SM ENERGY CO COM 78454L100 3,683 75,000 SH SHARED-DEFINED 1, 2, 3 75,000 SOLUTIA INC COM NEW 834376501 33,660 1,200,000 SH SHARED-DEFINED 1, 2, 3 1,200,000 SPDR GOLD TRUST GOLD SHS 78463V107 34,553 222,650 SH SHARED-DEFINED 1, 2, 3 222,650 TENNECO INC COM 880349105 34,472 1,285,315 SH SHARED-DEFINED 1, 2, 3 1,285,315 TYSON FOODS INC CL A 902494103 17,439 926,136 SH SHARED-DEFINED 1, 2, 3 926,136 U S AIRWAYS GROUP INC COM 90341W108 19,921 1,494,416 SH SHARED-DEFINED 1, 2, 3 1,494,416 UNITED RENTALS INC COM 911363109 12,742 374,326 SH SHARED-DEFINED 1, 2, 3 374,326 UNITEDHEALTH GROUP INC COM 91324P102 11,700 200,000 SH SHARED-DEFINED 1, 2, 3 200,000 WESTERN REFNG INC COM 959319104 6,959 312,500 SH SHARED-DEFINED 1, 2, 3 312,500 WHITING PETE CORP NEW COM 966387102 27,078 658,503 SH SHARED-DEFINED 1, 2, 3 658,503
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