13F-HR 1 d1193693_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 March 31, 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 May 13, 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: 67 Form 13F Information Table Value Total: $ 1,824,486 (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 SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MNGRS SOLE SHARED NONE ADVANCE AUTO PARTS INC COM 00751Y106 13,616 207,500 SH Shared-Defined 1, 2, 3 207,500 AON CORP COM 037389103 2,648 50,000 SH Shared-Defined 1, 2, 3 50,000 ATLAS ENERGY LP COM UNITS LP 04930A104 34,070 1,525,045 SH Shared-Defined 1, 2, 3 1,525,045 BARRICK GOLD CORP COM 067901108 61,283 1,180,565 SH Shared-Defined 1, 2, 3 1,180,565 BLACKROCK INC COM 09247X101 49,710 247,300 SH Shared-Defined 1, 2, 3 247,300 CATERPILLAR INC DEL COM 149123101 9,019 81,000 SH Shared-Defined 1, 2, 3 81,000 CELANESE CORP DEL COM SER A 150870103 22,185 500,000 SH Shared-Defined 1, 2, 3 500,000 CF INDS HLDGS INC COM 125269100 67,561 493,900 SH Shared-Defined 1, 2, 3 493,900 CHESAPEAKE ENERGY CORP COM 165167107 6,704 200,000 SH Shared-Defined 1, 2, 3 200,000 CHEVRON CORP NEW COM 166764100 21,498 200,000 SH Shared-Defined 1, 2, 3 200,000 CONOCOPHILLIPS COM 20825C104 40,968 513,000 SH Shared-Defined 1, 2, 3 513,000 COVENTRY HEALTH CARE INC COM 222862104 11,948 375,000 SH Shared-Defined 1, 2, 3 375,000 CSX CORP COM 126408103 76,187 969,300 SH Shared-Defined 1, 2, 3 969,300 CUMMINS INC COM 231021106 2,192 20,000 SH Shared-Defined 1, 2, 3 20,000 DANA HLDG CORP COM 235825205 43,886 2,523,659 SH Shared-Defined 1, 2, 3 2,523,659 DEERE & CO COM 244199105 42,874 442,500 SH Shared-Defined 1, 2, 3 442,500 DENBURY RES INC COM NEW 247916208 78,634 3,222,703 SH Shared-Defined 1, 2, 3 3,222,703 DEVELOPERS DIVERSIFIED RLTY NOTE 3.500% 8/1 251591AQ6 23,618 23,500,000 PRN Shared-Defined 1, 2, 3 23,500,000 DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1 251591AS2 9,698 9,700,000 PRN Shared-Defined 1, 2, 3 9,700,000 DOLLAR TREE INC COM 256746108 8,883 160,000 SH Shared-Defined 1, 2, 3 160,000 DOMTAR CORP COM NEW 257559203 26,001 283,292 SH Shared-Defined 1, 2, 3 283,292 DSW INC CL A 23334L102 8,220 205,697 SH Shared-Defined 1, 2, 3 205,697 EATON CORP COM 278058102 35,870 647,000 SH Shared-Defined 1, 2, 3 647,000 ENSCO PLC SPONSORED ADR 29358Q109 17,699 306,000 SH Shared-Defined 1, 2, 3 306,000 EQUINIX INC COM NEW 29444U502 18,943 207,940 SH Shared-Defined 1, 2, 3 207,940 FRONTIER OIL CORP COM 35914P105 16,126 550,000 SH Shared-Defined 1, 2, 3 550,000 GOOGLE INC CL A 38259P508 41,073 70,000 SH Shared-Defined 1, 2, 3 70,000 HALLIBURTON CO COM 406216101 27,425 550,261 SH Shared-Defined 1, 2, 3 550,261 HOLLY CORP COM PAR $0.01 435758305 37,983 625,130 SH Shared-Defined 1, 2, 3 625,130 INTERNATIONAL BUSINESS MACHS COM 459200101 41,874 256,783 SH Shared-Defined 1, 2, 3 256,783 JPMORGAN CHASE & CO COM 46625H100 36,456 790,800 SH Shared-Defined 1, 2, 3 790,800 KINDER MORGAN INC DEL COM 49456B101 1,571 53,000 SH Shared-Defined 1, 2, 3 53,000 KKR FINANCIAL HLDGS LLC NOTE 7.500% 1/1 48248AAD0 48,770 34,285,000 PRN Shared-Defined 1, 2, 3 34,285,000 KKR FINANCIAL HLDGS LLC COM 48248A306 51,986 5,310,125 SH Shared-Defined 1, 2, 3 5,310,125 KKR FINANCIAL HLDGS LLC NOTE 7.000% 7/1 48248AAB4 22,179 21,275,000 PRN Shared-Defined 1, 2, 3 21,275,000 LEAR CORP COM NEW 521865204 67,661 1,384,504 SH Shared-Defined 1, 2, 3 1,384,504 LOUISIANA PAC CORP COM 546347105 8,925 850,000 SH Shared-Defined 1, 2, 3 850,000 MANITOWOC INC COM 563571108 6,962 318,179 SH Shared-Defined 1, 2, 3 318,179 MARSH & MCLENNAN COS INC COM 571748102 1,491 50,000 SH Shared-Defined 1, 2, 3 50,000 MASTERCARD INC CL A 57636Q104 16,717 66,410 SH Shared-Defined 1, 2, 3 66,410 MEDCO HEALTH SOLUTIONS INC COM 58405U102 7,841 139,620 SH Shared-Defined 1, 2, 3 139,620 MICRON TECHNOLOGY INC COM 595112103 43,976 3,834,000 SH Shared-Defined 1, 2, 3 3,834,000 NORDSTROM INC COM 655664100 17,455 388,934 SH Shared-Defined 1, 2, 3 388,934 ONEOK INC NEW COM 682680103 6,688 100,000 SH Shared-Defined 1, 2, 3 100,000 ORACLE CORP COM 68389X105 37,021 1,107,330 SH Shared-Defined 1, 2, 3 1,107,330 PALL CORP COM 696429307 8,988 156,022 SH Shared-Defined 1, 2, 3 156,022 PENN VA CORP NOTE 4.500%11/1 707882AA4 20,758 20,000,000 PRN Shared-Defined 1, 2, 3 20,000,000 PIONEER NAT RES CO COM 723787107 43,826 430,000 SH Shared-Defined 1, 2, 3 430,000 POTASH CORP SASK INC COM 73755L107 9,913 168,216 SH Shared-Defined 1, 2, 3 168,216 PROSHARES TR PSHS ULTSH 20YRS 74347R297 21,341 570,000 SH Shared-Defined 1, 2, 3 570,000 SAVVIS INC COM NEW 805423308 12,585 339,300 SH Shared-Defined 1, 2, 3 339,300 SLM CORP COM 78442P106 37,433 2,446,572 SH Shared-Defined 1, 2, 3 2,446,572 SM ENERGY CO COM 78454L100 21,515 290,000 SH Shared-Defined 1, 2, 3 290,000 SMITHFIELD FOODS INC COM 832248108 31,466 1,307,804 SH Shared-Defined 1, 2, 3 1,307,804 SOLUTIA INC COM NEW 834376501 27,280 1,074,000 SH Shared-Defined 1, 2, 3 1,074,000 STEEL DYNAMICS INC COM 858119100 27,217 1,450,000 SH Shared-Defined 1, 2, 3 1,450,000 SWIFT TRANSN CO CL A 87074U101 25,381 1,726,616 SH Shared-Defined 1, 2, 3 1,726,616 TJX COS INC NEW COM 872540109 5,968 120,000 SH Shared-Defined 1, 2, 3 120,000 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 76,534 1,389,502 SH Shared-Defined 1, 2, 3 1,389,502 TYCO INTERNATIONAL LTD SHS H89128104 49,247 1,100,000 SH Shared-Defined 1, 2, 3 1,100,000 UNION PAC CORP COM 907818108 14,750 150,000 SH Shared-Defined 1, 2, 3 150,000 VALE S A ADR REPSTG PFD 91912E204 9,665 327,414 SH Shared-Defined 1, 2, 3 327,414 WALTER ENERGY INC COM 93317Q105 31,149 230,000 SH Shared-Defined 1, 2, 3 230,000 WESTERN DIGITAL CORP COM 958102105 15,289 410,000 SH Shared-Defined 1, 2, 3 410,000 WILLIAMS COS INC DEL COM 969457100 18,708 600,000 SH Shared-Defined 1, 2, 3 600,000 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 2,018 50,000 SH Shared-Defined 1, 2, 3 50,000 XL GROUP PLC SHS G98290102 39,360 1,600,000 SH Shared-Defined 1, 2, 3 1,600,000
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