Hmmmm... I can hear the noise but cannot say what it is. Almost sounds metallic. My guesses in order:
1) Mechanical fan viscous clutch failing, since you have a Step/auto
2) Water pump bearing failing
3) P/S pump failing
4) Tensioner pulley and/or Idler pulley
5) Part of water pump impeller broke off
I know you the cooling system typically goes at least 60K miles without problem and you have only 46K miles. But the mechanical fan puts additional load on the water pump bearing, increasing the chance it could fail early. The viscous fan clutch is supposed to let the fan blades slip until the car warms up, then the fan starts to rotate at the same speed as the water pump. Hence my theory since your noise goes away after it warms up. If the fan clutch fails totally, it can send broken fan blades flying into your hood, hoses, radiator, etc. Unfortunately I don't know how to check if the clutch is bad.
While you're replacing the idler and tensioner pulley, try wiggling the water pump to see if the bearings have any free play. Recently had similar noise on my old Saturn and it turns out a thing metal ring broke off the water pump impeller, so it could still circulate coolant but the ring rattled around when you revved the car. But I discount that possibility in your case because you only get it when things are cold.