13F-HR 1 d1020918_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, 2009 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, 2009 ----------------------- -------------------------- --------------------- [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: 85 Form 13F Information Table Value Total: $1,167,097 (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. * Cobalt Offshore Master Fund LP ("COMF") is the successor to all Section 13(f) securities previously held by Cobalt Offshore Fund Limited (Form 13F File Number: 028-10571; CIK: 0001071570) ("COF"). As a result, COMF has succeeded to the Form 13F filing obligations of COF. FORM 13F INFORMATION TABLE Cobalt Capital Management, Inc. 13F Holdings, 2Q 2009
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COL 7 COLUMN 8 VALUE SHRS 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 ---------------------------- --------------- --------- -------- ---------- --- ---- -------------- ----- ------------------ ACE LTD SHS H0023R105 29,855 675,000 SH SHARED-DEFINED 1,2,3 675,000 ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 1,834 3,000,000 PRN SHARED-DEFINED 1,2,3 3,000,000 AGRIUM INC COM 008916108 1,995 50,000 SH SHARED-DEFINED 1,2,3 50,000 AMAG PHARMACEUTICALS INC COM 00163U106 12,903 236,009 SH SHARED-DEFINED 1,2,3 236,009 AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF9 3,810 3,805,000 PRN SHARED-DEFINED 1,2,3 3,805,000 APACHE CORP COM 037411105 18,038 250,000 SH SHARED-DEFINED 1,2,3 250,000 APOLLO GROUP INC CL A 037604105 7,823 110,000 SH SHARED-DEFINED 1,2,3 110,000 APPLIED MATLS INC COM 038222105 3,303 300,000 SH SHARED-DEFINED 1,2,3 300,000 ARVINMERITOR INC COM 043353101 2,634 600,000 SH SHARED-DEFINED 1,2,3 600,000 ATLAS AMER INC COM 049167109 98,051 5,486,897 SH SHARED-DEFINED 1,2,3 5,486,897 ATLAS ENERGY RESOURCES LLC COM 049303100 16,622 813,630 SH SHARED-DEFINED 1,2,3 813,630 BALL CORP COM 058498106 3,351 74,200 SH SHARED-DEFINED 1,2,3 74,200 BANK OF AMERICA CORPORATION COM 060505104 15,180 1,150,000 SH SHARED-DEFINED 1,2,3 1,150,000 BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 4,500 5,000,000 PRN SHARED-DEFINED 1,2,3 5,000,000 BB&T CORP COM 054937107 2,198 100,000 SH SHARED-DEFINED 1,2,3 100,000 BUCKLE INC COM 118440106 1,464 46,087 SH SHARED-DEFINED 1,2,3 46,087 BUCYRUS INTL INC NEW COM 118759109 4,427 155,000 SH SHARED-DEFINED 1,2,3 155,000 BUNGE LIMITED COM G16962105 2,660 44,142 SH SHARED-DEFINED 1,2,3 44,142 CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 27,524 38,255,000 PRN SHARED-DEFINED 1,2,3 38,255,000 CF INDS HLDGS INC COM 125269100 10,380 140,000 SH SHARED-DEFINED 1,2,3 140,000 CHIMERA INVT CORP COM 16934Q109 1,605 460,000 SH SHARED-DEFINED 1,2,3 460,000 COCA COLA ENTERPRISES INC COM 191219104 12,014 721,590 SH SHARED-DEFINED 1,2,3 721,590 CORN PRODS INTL INC COM 219023108 6,386 238,372 SH SHARED-DEFINED 1,2,3 238,372 CROWN CASTLE INTL CORP COM 228227104 43,335 1,804,106 SH SHARED-DEFINED 1,2,3 1,804,106 CROWN HOLDINGS INC COM 228368106 25,893 1,072,633 SH SHARED-DEFINED 1,2,3 1,072,633 CVS CAREMARK CORPORATION COM 126650100 30,134 945,525 SH SHARED-DEFINED 1,2,3 945,525 DEERE & CO COM 244199105 5,993 150,000 SH SHARED-DEFINED 1,2,3 150,000 DEVELOPERS DIVERSIFIED RLTY NOTE 3.500% 8/1 251591AQ6 18,095 23,500,000 PRN SHARED-DEFINED 1,2,3 23,500,000 DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1 251591AS2 5,640 8,000,000 PRN SHARED-DEFINED 1,2,3 8,000,000 DISCOVER FINL SVCS COM 254709108 5,649 550,000 SH SHARED-DEFINED 1,2,3 550,000 E M C CORP MASS COM 268648102 1,310 100,000 SH SHARED-DEFINED 1,2,3 100,000 EAGLE BULK SHIPPING INC COM Y2187A101 2,784 591,100 SH SHARED-DEFINED 1,2,3 591,100 EBAY INC COM 278642103 7,996 466,810 SH SHARED-DEFINED 1,2,3 466,810 ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 42,356 1,669,548 SH SHARED-DEFINED 1,2,3 1,669,548 FREEPORT-MCMORAN COPPER & GO COM 35671D857 20,042 399,961 SH SHARED-DEFINED 1,2,3 399,961 GOLDMAN SACHS GROUP INC COM 38141G104 16,218 110,000 SH SHARED-DEFINED 1,2,3 110,000 GOOGLE INC CL A 38259P508 3,255 7,720 SH SHARED-DEFINED 1,2,3 7,720 GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 4,806 234,100 SH SHARED-DEFINED 1,2,3 234,100 GRAFTECH INTL LTD COM 384313102 24,723 2,185,953 SH SHARED-DEFINED 1,2,3 2,185,953 HESS CORP COM 42809H107 33,325 620,000 SH SHARED-DEFINED 1,2,3 620,000 HOLOGIC INC COM 436440101 713 50,000 SH SHARED-DEFINED 1,2,3 50,000 INTEL CORP COM 458140100 3,268 197,484 SH SHARED-DEFINED 1,2,3 197,484 JPMORGAN CHASE & CO COM 46625H100 21,319 625,000 SH SHARED-DEFINED 1,2,3 625,000 KROGER CO COM 501044101 8,820 400,000 SH SHARED-DEFINED 1,2,3 400,000 LENNAR CORP CL A 526057104 1,938 200,000 SH SHARED-DEFINED 1,2,3 200,000 LINCOLN NATL CORP IND COM 534187109 12,115 703,950 SH SHARED-DEFINED 1,2,3 703,950 MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 411 100,000 SH SHARED-DEFINED 1,2,3 100,000 MAGELLAN MIDSTREAM HLDGS LP COM LP INTS 55907R108 13,848 658,168 SH SHARED-DEFINED 1,2,3 658,168 MAGNA INTL INC CL A 559222401 3,802 90,000 SH SHARED-DEFINED 1,2,3 90,000 MASTERCARD INC CL A 57636Q104 31,470 188,096 SH SHARED-DEFINED 1,2,3 188,096 MFA FINANCIAL INC COM 55272X102 5,375 776,753 SH SHARED-DEFINED 1,2,3 776,753 MICROSOFT CORP COM 594918104 4,754 200,000 SH SHARED-DEFINED 1,2,3 200,000 MOSAIC CO COM 61945A107 13,290 300,000 SH SHARED-DEFINED 1,2,3 300,000 MURPHY OIL CORP COM 626717102 38,024 700,000 SH SHARED-DEFINED 1,2,3 700,000 NABORS INDUSTRIES LTD SHS G6359F103 1,558 100,000 SH SHARED-DEFINED 1,2,3 100,000 NAVISTAR INTL CORP NEW COM 63934E108 3,625 83,152 SH SHARED-DEFINED 1,2,3 83,152 NBT BANCORP INC COM 628778102 3,735 172,063 SH SHARED-DEFINED 1,2,3 172,063 NOVELLUS SYS INC COM 670008101 1,670 100,000 SH SHARED-DEFINED 1,2,3 100,000 ORACLE CORP COM 68389X105 7,497 350,000 SH SHARED-DEFINED 1,2,3 350,000 PDI INC COM 69329V100 25 6,000 SH SHARED-DEFINED 1,2,3 6,000 PENN VA CORP NOTE 4.500%11/1 707882AA4 13,940 17,000,000 PRN SHARED-DEFINED 1,2,3 17,000,000 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 19,405 1,030,000 SH SHARED-DEFINED 1,2,3 1,030,000 PROLOGIS NOTE 2.250% 4/0 743410AQ5 11,270 14,000,000 PRN SHARED-DEFINED 1,2,3 14,000,000 PROSHARES TR PSHS ULTSH 20YRS 74347R297 13,748 270,000 SH SHARED-DEFINED 1,2,3 270,000 QUEST DIAGNOSTICS INC COM 74834L100 16,815 297,986 SH SHARED-DEFINED 1,2,3 297,986 RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ3 30,760 32,000,000 PRN SHARED-DEFINED 1,2,3 32,000,000 REGIONS FINANCIAL CORP NEW COM 7591EP100 4,444 1,100,000 SH SHARED-DEFINED 1,2,3 1,100,000 RENAISSANCERE HOLDINGS LTD COM G7496G103 5,273 113,300 SH SHARED-DEFINED 1,2,3 113,300 SCHERING PLOUGH CORP COM 806605101 17,584 700,000 SH SHARED-DEFINED 1,2,3 700,000 SLM CORP COM 78442P106 5,401 525,900 SH SHARED-DEFINED 1,2,3 525,900 SMITHFIELD FOODS INC COM 832248108 1,397 100,000 CALL SHARED-DEFINED 1,2,3 100,000 SPDR GOLD TRUST GOLD SHS 78463V107 66,125 725,213 SH SHARED-DEFINED 1,2,3 725,213 TENNECO INC COM 880349105 1,060 100,000 SH SHARED-DEFINED 1,2,3 100,000 TERRA INDS INC COM 880915103 19,378 800,100 SH SHARED-DEFINED 1,2,3 800,100 THERMO FISHER SCIENTIFIC INC COM 883556102 2,039 50,000 SH SHARED-DEFINED 1,2,3 50,000 TJX COS INC NEW COM 872540109 6,292 200,000 SH SHARED-DEFINED 1,2,3 200,000 TRANSOCEAN LTD REG SHS H8817H100 36,369 489,554 SH SHARED-DEFINED 1,2,3 489,554 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1,130 100,000 SH SHARED-DEFINED 1,2,3 100,000 UNION PAC CORP COM 907818108 10,412 200,000 SH SHARED-DEFINED 1,2,3 200,000 VISA INC COM CL A 92826C839 15,092 242,400 SH SHARED-DEFINED 1,2,3 242,400 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 8,190 9,000,000 PRN SHARED-DEFINED 1,2,3 9,000,000 WEATHERFORD INTERNATIONAL LT REG H27013103 25,428 1,300,000 SH SHARED-DEFINED 1,2,3 1,300,000 WELLPOINT INC COM 94973V107 2,545 50,000 SH SHARED-DEFINED 1,2,3 50,000 WYETH COM 983024100 27,234 600,000 SH SHARED-DEFINED 1,2,3 600,000 XTO ENERGY INC COM 98385X106 48,398 1,268,944 SH SHARED-DEFINED 1,2,3 1,268,944
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