-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, It4HWsbR7ATjvB2srcSybWrPP+lfq1t91vrlV4gYCAWPd+hxyorcpkSGvZVJABEE laHOOCBxKmsYrP0KZwAz6w== 0000919574-09-016239.txt : 20091116 0000919574-09-016239.hdr.sgml : 20091116 20091113174740 ACCESSION NUMBER: 0000919574-09-016239 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091116 DATE AS OF CHANGE: 20091113 EFFECTIVENESS DATE: 20091116 FILER: COMPANY DATA: COMPANY CONFORMED NAME: COBALT CAPITAL MANAGEMENT INC CENTRAL INDEX KEY: 0001086762 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04967 FILM NUMBER: 091182948 BUSINESS ADDRESS: STREET 1: 237 PARK AVENUE STREET 2: SUITE 900 CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 212-303-3775 MAIL ADDRESS: STREET 1: 237 PARK AVENUE STREET 2: SUITE 900 CITY: NEW YORK STATE: NY ZIP: 10017 13F-HR 1 d1043019_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 September 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 November 16, 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: 82 Form 13F Information Table Value Total: $1,508,261 (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
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COL 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 - -------------- -------------- ----- -------- ------- --- ---- ---------- ---- ---- ------ ---- ACE LTD SHS H0023R105 55,387 1,036,050 SH Shared-Defined 1, 2, 3 1,036,050 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 2,623 3,500,000 PRN Shared-Defined 1, 2, 3 3,500,000 ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 11,922 14,000,000 PRN Shared-Defined 1, 2, 3 14,000,000 ALPHA NATURAL RESOURCES INC COM 02076X102 3,510 100,000 SH Shared-Defined 1, 2, 3 100,000 AMAG PHARMACEUTICALS INC COM 00163U106 13,460 308,158 SH Shared-Defined 1, 2, 3 308,158 AMERICAN TOWER CORP NOTE 5.000% 2/1 029912AF9 3,805 3,805,000 PRN Shared-Defined 1, 2, 3 3,805,000 APACHE CORP COM 037411105 5,697 62,037 SH Shared-Defined 1, 2, 3 62,037 APOLLO GROUP INC CL A 037604105 28,535 387,334 SH Shared-Defined 1, 2, 3 387,334 APOLLO INVT CORP COM 03761U106 10,819 1,132,889 SH Shared-Defined 1, 2, 3 1,132,889 ARVINMERITOR INC COM 043353101 13,816 1,766,793 SH Shared-Defined 1, 2, 3 1,766,793 ATLAS AMER INC COM 049167109 148,530 5,486,897 SH Shared-Defined 1, 2, 3 5,486,897 AUTOZONE INC COM 053332102 19,009 130,000 SH Shared-Defined 1, 2, 3 130,000 BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 4,719 5,000,000 PRN Shared-Defined 1, 2, 3 5,000,000 BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 3,690 69,300 SH Shared-Defined 1, 2, 3 69,300 BUCKLE INC COM 118440106 13,506 395,600 SH Shared-Defined 1, 2, 3 395,600 BUCYRUS INTL INC NEW COM 118759109 6,413 180,089 SH Shared-Defined 1, 2, 3 180,089 CENTURY ALUM CO COM 156431108 29,531 3,158,384 SH Shared-Defined 1, 2, 3 3,158,384 CHIMERA INVT CORP COM 16934Q109 2,903 760,000 SH Shared-Defined 1, 2, 3 760,000 COCA COLA ENTERPRISES INC COM 191219104 9,723 454,155 SH Shared-Defined 1, 2, 3 454,155 CROWN CASTLE INTL CORP COM 228227104 64,417 2,054,106 SH Shared-Defined 1, 2, 3 2,054,106 CROWN HOLDINGS INC COM 228368106 34,285 1,260,485 SH Shared-Defined 1, 2, 3 1,260,485 CVS CAREMARK CORPORATION COM 126650100 33,793 945,525 SH Shared-Defined 1, 2, 3 945,525 DANA HOLDING CORP COM 235825205 341 50,000 SH Shared-Defined 1, 2, 3 50,000 DEERE & CO COM 244199105 4,721 110,000 SH Shared-Defined 1, 2, 3 110,000 DENBURY RES INC COM NEW 247916208 6,052 400,000 SH Shared-Defined 1, 2, 3 400,000 DEVELOPERS DIVERSIFIED RLTY NOTE 3.500% 8/1 251591AQ6 21,591 23,500,000 PRN Shared-Defined 1, 2, 3 23,500,000 DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1 251591AS2 13,039 14,700,000 PRN Shared-Defined 1, 2, 3 14,700,000 DEVON ENERGY CORP NEW COM 25179M103 31,645 470,000 SH Shared-Defined 1, 2, 3 470,000 DOMTAR CORP COM NEW 257559203 23,066 654,926 SH Shared-Defined 1, 2, 3 654,926 E TRADE FINANCIAL CORP COM 269246104 6,421 3,669,000 SH Shared-Defined 1, 2, 3 3,669,000 EAGLE BULK SHIPPING INC COM Y2187A101 3,032 591,100 SH Shared-Defined 1, 2, 3 591,100 ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 25,561 912,890 SH Shared-Defined 1, 2, 3 912,890 FREEPORT-MCMORAN COPPER & GO COM 35671D857 26,755 389,961 SH Shared-Defined 1, 2, 3 389,961 GENERAL ELECTRIC CO COM 369604103 3,284 200,000 SH Shared-Defined 1, 2, 3 200,000 GENWORTH FINL INC COM CL A 37247D106 17,925 1,500,000 SH Shared-Defined 1, 2, 3 1,500,000 GOLDMAN SACHS GROUP INC COM 38141G104 47,931 260,000 SH Shared-Defined 1, 2, 3 260,000 GRAFTECH INTL LTD COM 384313102 27,218 1,851,553 SH Shared-Defined 1, 2, 3 1,851,553 HESS CORP COM 42809H107 2,673 50,000 SH Shared-Defined 1, 2, 3 50,000 IMAX CORP COM 45245E109 3,891 413,500 SH Shared-Defined 1, 2, 3 413,500 INTL PAPER CO COM 460146103 35,835 1,612,000 SH Shared-Defined 1, 2, 3 1,612,000 JPMORGAN CHASE & CO COM 46625H100 40,534 925,000 SH Shared-Defined 1, 2, 3 925,000 KKR FINANCIAL HLDGS LLC NOTE 7.000% 7/1 48248AAB4 14,930 16,658,000 PRN Shared-Defined 1, 2, 3 16,658,000 KKR FINANCIAL HLDGS LLC COM 48248A306 20,014 4,332,123 SH Shared-Defined 1, 2, 3 4,332,123 LINCOLN NATL CORP IND COM 534187109 28,992 1,118,950 SH Shared-Defined 1, 2, 3 1,118,950 LOWES COS INC COM 548661107 4,188 200,000 SH Shared-Defined 1, 2, 3 200,000 MASTERCARD INC CL A 57636Q104 17,303 85,596 SH Shared-Defined 1, 2, 3 85,596 METROPCS COMMUNICATIONS INC COM 591708102 5,616 600,000 SH Shared-Defined 1, 2, 3 600,000 MFA FINANCIAL INC COM 55272X102 6,740 846,753 SH Shared-Defined 1, 2, 3 846,753 MOSAIC CO COM 61945A107 2,404 50,000 SH Shared-Defined 1, 2, 3 50,000 NATIONAL OILWELL VARCO INC COM 637071101 7,763 180,000 SH Shared-Defined 1, 2, 3 180,000 NAVISTAR INTL CORP NEW COM 63934E108 9,568 255,700 SH Shared-Defined 1, 2, 3 255,700 NBT BANCORP INC COM 628778102 2,958 131,229 SH Shared-Defined 1, 2, 3 131,229 NBTY INC COM 628782104 9,895 250,000 SH Shared-Defined 1, 2, 3 250,000 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 3,796 100,000 SH Shared-Defined 1, 2, 3 100,000 PENN VA CORP NOTE 4.500%11/1 707882AA4 17,950 20,000,000 PRN Shared-Defined 1, 2, 3 20,000,000 PETROHAWK ENERGY CORP COM 716495106 1,211 50,000 SH Shared-Defined 1, 2, 3 50,000 PETSMART INC COM 716768106 1,088 50,000 SH Shared-Defined 1, 2, 3 50,000 POTASH CORP SASK INC COM 73755L107 1,807 20,000 SH Shared-Defined 1, 2, 3 20,000 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 19,263 703,281 SH Shared-Defined 1, 2, 3 703,281 PROLOGIS NOTE 2.250% 4/0 743410AQ5 12,699 14,000,000 PRN Shared-Defined 1, 2, 3 14,000,000 PROSHARES TR PSHS ULTSH 20YRS 74347R297 22,885 520,000 SH Shared-Defined 1, 2, 3 520,000 SCHERING PLOUGH CORP COM 806605101 25,425 900,000 SH Shared-Defined 1, 2, 3 900,000 SCHWEITZER-MAUDUIT INTL INC COM 808541106 22,043 405,505 SH Shared-Defined 1, 2, 3 405,505 SILVER WHEATON CORP COM 828336107 18,822 1,495,000 SH Shared-Defined 1, 2, 3 1,495,000 SL GREEN RLTY CORP COM 78440X101 8,902 203,014 SH Shared-Defined 1, 2, 3 203,014 SLM CORP COM 78442P106 13,101 1,502,400 SH Shared-Defined 1, 2, 3 1,502,400 SPDR GOLD TRUST GOLD SHS 78463V107 61,802 625,213 SH Shared-Defined 1, 2, 3 625,213 SUNCOR ENERGY INC NEW COM 867224107 12,096 350,000 SH Shared-Defined 1, 2, 3 350,000 TENNECO INC COM 880349105 11,608 890,172 SH Shared-Defined 1, 2, 3 890,172 TERRA INDS INC COM 880915103 6,572 189,566 SH Shared-Defined 1, 2, 3 189,566 THERMO FISHER SCIENTIFIC INC COM 883556102 15,285 350,000 SH Shared-Defined 1, 2, 3 350,000 TOLL BROTHERS INC COM 889478103 6,839 350,000 SH Shared-Defined 1, 2, 3 350,000 TRANSOCEAN LTD COM H8817H100 48,149 562,954 SH Shared-Defined 1, 2, 3 562,954 UAL CORP NOTE 4.500% 6/3 902549AH7 4,740 6,000,000 PRN Shared-Defined 1, 2, 3 6,000,000 UNION PAC CORP COM 907818108 8,753 150,000 SH Shared-Defined 1, 2, 3 150,000 VALE S A ADR REPSTG PFD 91912E204 28,714 1,400,000 SH Shared-Defined 1, 2, 3 1,400,000 VISA INC COM CL A 92826C839 16,752 242,400 SH Shared-Defined 1, 2, 3 242,400 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 8,748 9,000,000 PRN Shared-Defined 1, 2, 3 9,000,000 WEATHERFORD INTERNATIONAL LT REG H27013103 16,543 798,000 SH Shared-Defined 1, 2, 3 798,000 WELLPOINT INC COM 94973V107 2,368 50,000 SH Shared-Defined 1, 2, 3 50,000 WYETH COM 983024100 38,864 800,000 SH Shared-Defined 1, 2, 3 800,000 XTO ENERGY INC COM 98385X106 59,457 1,438,944 SH Shared-Defined 1, 2, 3 1,438,944
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