13F-HR 1 d1379715_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, 2013 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 15, 2013 ----------------------- -------------------------- ---------------------- [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: 66 Form 13F Information Table Value Total: $1,318,339 (in thousands) List of Other Included Managers: 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 March 31, 2013
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 (x1000) PRN AMT PRN CALL DISCRETION MNGRS SOLE SHARED NONE -------------- -------------- ----- ------- ------- --- ---- ---------- ----- ---- ------ ---- AGRIUM INC COM 008916108 13,680 140,304 SH SHARED-DEFINED 1, 2, 3 140,304 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 4,748 4,964,000 PRN SHARED-DEFINED 1, 2, 3 4,964,000 AMERICAN INTL GROUP INC COM NEW 026874784 23,238 598,600 SH SHARED-DEFINED 1, 2, 3 598,600 ASHLAND INC NEW COM 044209104 1,922 25,873 SH SHARED-DEFINED 1, 2, 3 25,873 ASSURED GUARANTY LTD COM G0585R106 25,773 1,250,500 SH SHARED-DEFINED 1, 2, 3 1,250,500 ATLAS ENERGY LP COM UNITS LP 04930A104 29,803 676,721 SH SHARED-DEFINED 1, 2, 3 676,721 ATLAS RESOURCE PARTNERS LP COM UNT LTD PR 04941A101 18,860 779,676 SH SHARED-DEFINED 1, 2, 3 779,676 AXIALL CORP COM 05463D100 10,383 167,032 SH SHARED-DEFINED 1, 2, 3 167,032 BANK OF AMERICA CORPORATION COM 060505104 2,436 200,000 SH SHARED-DEFINED 1, 2, 3 200,000 BARRICK GOLD CORP COM 067901108 8,820 300,000 SH SHARED-DEFINED 1, 2, 3 300,000 BERRY PETE CO CL A 085789105 10,353 223,665 SH SHARED-DEFINED 1, 2, 3 223,665 BP PLC SPONSORED ADR 055622104 8,470 200,000 SH SHARED-DEFINED 1, 2, 3 200,000 CABOT OIL & GAS CORP COM 127097103 24,091 356,327 SH SHARED-DEFINED 1, 2, 3 356,327 CAPITAL ONE FINL CORP COM 14040H105 5,495 100,000 SH SHARED-DEFINED 1, 2, 3 100,000 CHEVRON CORP NEW COM 166764100 11,882 100,000 SH SHARED-DEFINED 1, 2, 3 100,000 CHIMERA INVT CORP COM 16934Q109 27,234 8,537,300 SH SHARED-DEFINED 1, 2, 3 8,537,300 CITIGROUP INC COM NEW 172967424 13,272 300,000 SH SHARED-DEFINED 1, 2, 3 300,000 COBALT INTL ENERGY INC COM 19075F106 15,146 537,091 SH SHARED-DEFINED 1, 2, 3 537,091 CONSOL ENERGY INC COM 20854P109 6,730 200,000 SH SHARED-DEFINED 1, 2, 3 200,000 COPART INC COM 217204106 3,427 100,000 SH SHARED-DEFINED 1, 2, 3 100,000 CUMMINS INC COM 231021106 9,265 80,000 SH SHARED-DEFINED 1, 2, 3 80,000 CYTEC INDS INC COM 232820100 23,623 318,883 SH SHARED-DEFINED 1, 2, 3 318,883 DANA HLDG CORP COM 235825205 23,266 1,304,900 SH SHARED-DEFINED 1, 2, 3 1,304,900 DELPHI AUTOMOTIVE PLC SHS G27823106 19,980 450,000 SH SHARED-DEFINED 1, 2, 3 450,000 DELTA AIR LINES INC DEL COM NEW 247361702 52,089 3,155,000 SH SHARED-DEFINED 1, 2, 3 3,155,000 DENBURY RES INC COM NEW 247916208 4,061 217,763 SH SHARED-DEFINED 1, 2, 3 217,763 DEVON ENERGY CORP NEW COM 25179M103 5,642 100,000 SH SHARED-DEFINED 1, 2, 3 100,000 EAGLE MATERIALS INC COM 26969P108 28,600 429,236 SH SHARED-DEFINED 1, 2, 3 429,236 EOG RES INC COM 26875P101 2,561 20,000 SH SHARED-DEFINED 1, 2, 3 20,000 FREEPORT-MCMORAN COPPER & GO COM 35671D857 13,240 400,000 SH SHARED-DEFINED 1, 2, 3 400,000 GOLDMAN SACHS GROUP INC COM 38141G104 31,402 213,400 SH SHARED-DEFINED 1, 2, 3 213,400 HARTFORD FINL SVCS GROUP INC COM 416515104 54,513 2,112,901 SH SHARED-DEFINED 1, 2, 3 2,112,901 HARVEST NATURAL RESOURCES IN COM 41754V103 1,137 324,006 SH SHARED-DEFINED 1, 2, 3 324,006 HCA HOLDINGS INC COM 40412C101 12,189 300,000 SH SHARED-DEFINED 1, 2, 3 300,000 HERTZ GLOBAL HOLDINGS INC COM 42805T105 2,226 100,000 SH SHARED-DEFINED 1, 2, 3 100,000 HESS CORP COM 42809H107 7,161 100,000 SH SHARED-DEFINED 1, 2, 3 100,000 HOLLYFRONTIER CORP COM 436106108 3,120 60,650 SH SHARED-DEFINED 1, 2, 3 60,650 KKR FINL HLDGS LLC COM 48248A306 35,386 3,196,558 SH SHARED-DEFINED 1, 2, 3 3,196,558 LEAR CORP COM NEW 521865204 9,547 174,000 SH SHARED-DEFINED 1, 2, 3 174,000 LENNAR CORP CL A 526057104 45,923 1,107,114 SH SHARED-DEFINED 1, 2, 3 1,107,114 LIBERTY GLOBAL INC COM SER C 530555309 6,863 100,000 SH SHARED-DEFINED 1, 2, 3 100,000 LIBERTY GLOBAL INC COM SER A 530555101 11,007 150,000 SH SHARED-DEFINED 1, 2, 3 150,000 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 69,330 1,095,436 SH SHARED-DEFINED 1, 2, 3 1,095,436 MARATHON PETE CORP COM 56585A102 88,222 984,616 SH SHARED-DEFINED 1, 2, 3 984,616 MGIC INVT CORP WIS COM 552848103 6,239 1,260,493 SH SHARED-DEFINED 1, 2, 3 1,260,493 NAVISTAR INTL CORP NEW COM 63934E108 5,186 150,000 SH SHARED-DEFINED 1, 2, 3 150,000 NEWCASTLE INVT CORP COM 65105M108 2,401 214,926 SH SHARED-DEFINED 1, 2, 3 214,926 NRG ENERGY INC COM NEW 629377508 45,227 1,707,340 SH SHARED-DEFINED 1, 2, 3 1,707,340 NYSE EURONEXT COM 629491101 25,966 672,000 SH SHARED-DEFINED 1, 2, 3 672,000 OCCIDENTAL PETE CORP DEL COM 674599105 37,312 476,100 SH SHARED-DEFINED 1, 2, 3 476,100 PIONEER NAT RES CO COM 723787107 38,368 308,800 SH SHARED-DEFINED 1, 2, 3 308,800 PRUDENTIAL FINL INC COM 744320102 43,428 736,200 SH SHARED-DEFINED 1, 2, 3 736,200 RADIAN GROUP INC COM 750236101 10,710 1,000,000 SH SHARED-DEFINED 1, 2, 3 1,000,000 RAYONIER INC COM 754907103 15,972 267,679 SH SHARED-DEFINED 1, 2, 3 267,679 SCHLUMBERGER LTD COM 806857108 10,228 136,567 SH SHARED-DEFINED 1, 2, 3 136,567 SPDR GOLD TRUST GOLD SHS 78463V107 41,151 266,400 SH SHARED-DEFINED 1, 2, 3 266,400 TENET HEALTHCARE CORP COM NEW 88033G407 26,769 562,600 SH SHARED-DEFINED 1, 2, 3 562,600 TENNECO INC COM 880349105 6,647 169,100 SH SHARED-DEFINED 1, 2, 3 169,100 THERMO FISHER SCIENTIFIC INC COM 883556102 31,324 409,524 SH SHARED-DEFINED 1, 2, 3 409,524 TRANSOCEAN LTD REG SHS H8817H100 26,154 503,346 SH SHARED-DEFINED 1, 2, 3 503,346 TYSON FOODS INC CL A 902494103 5,171 208,324 SH SHARED-DEFINED 1, 2, 3 208,324 VISTEON CORP COM NEW 92839U206 25,503 441,995 SH SHARED-DEFINED 1, 2, 3 441,995 WESTERN REFNG INC COM 959319104 26,426 746,300 SH SHARED-DEFINED 1, 2, 3 746,300 WESTLAKE CHEM CORP COM 960413102 4,675 50,000 SH SHARED-DEFINED 1, 2, 3 50,000 WHITING PETE CORP NEW COM 966387102 53,047 1,043,407 SH SHARED-DEFINED 1, 2, 3 1,043,407 WISDOMTREE TRUST JAPN HEDGE EQT 97717W851 4,319 100,000 SH SHARED-DEFINED 1, 2, 3 100,000
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