COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $794,716 (100.0% shares, 0.0% debt)

Holdings (46)

GLD SPDR GOLD TRUST 8.0%

Value ($000) $63,290 Shares 538,000 Est. Cost $117.64 Unrealized —

PPG PPG INDS INC 6.4%

Value ($000) $50,518 Shares 453,116 Est. Cost $87.34 Unrealized -6.0%

DAL DELTA AIR LINES INC DEL 6.0%

Value ($000) $48,012 Shares 986,268 Est. Cost $27.83 Unrealized +48.7%

GOOG ALPHABET INC 5.4%

Value ($000) $42,984 Shares 57,700 Est. Cost $35.60 Unrealized -0.1%

AER AERCAP HOLDINGS NV 4.9%

Value ($000) $38,936 Shares 1,004,553 Est. Cost $37.53 Unrealized -9.7%

— COLONY CAP INC 4.8%

Value ($000) $37,842 Shares 2,256,502 Est. Cost $23.10 Unrealized —

ELV ANTHEM INC 4.5%

Value ($000) $35,410 Shares 254,763 Est. Cost $122.02 Unrealized -4.5%

BSX BOSTON SCIENTIFIC CORP 4.2%

Value ($000) $33,331 Shares 1,772,000 Est. Cost $16.24 Unrealized +8.1%

GS GOLDMAN SACHS GROUP INC 4.0%

Value ($000) $32,024 Shares 204,000 Est. Cost $132.00 Unrealized -4.4%

MGA MAGNA INTL INC 3.9%

Value ($000) $31,107 Shares 724,100 Est. Cost $29.71 Unrealized -6.6%

AGO ASSURED GUARANTY LTD 3.3%

Value ($000) $26,568 Shares 1,050,124 Est. Cost $21.89 Unrealized -5.2%

MTG MGIC INVT CORP WIS 3.2%

Value ($000) $25,723 Shares 3,353,725 Est. Cost $9.15 Unrealized -21.8%

STWD STARWOOD PPTY TR INC 2.6%

Value ($000) $21,047 Shares 1,111,852 Est. Cost $21.93 Unrealized —

ABG ASBURY AUTOMOTIVE GROUP INC 2.5%

Value ($000) $20,121 Shares 336,252 Est. Cost $54.46 Unrealized 0.0%

— AETNA INC NEW 2.4%

Value ($000) $19,381 Shares 172,502 Est. Cost $108.70 Unrealized —

BXMT BLACKSTONE MTG TR INC 2.2%

Value ($000) $17,836 Shares 664,038 Est. Cost $27.48 Unrealized —

— YAHOO INC 2.0%

Value ($000) $15,825 Shares 429,920 Est. Cost $36.08 Unrealized —

— DYNEGY INC NEW DEL 1.9%

Value ($000) $15,455 Shares 1,075,470 Est. Cost $14.37 Unrealized —

CB CHUBB LIMITED 1.9%

Value ($000) $15,156 Shares 127,200 Est. Cost $96.06 Unrealized 0.0%

CF CF INDS HLDGS INC 1.9%

Value ($000) $14,887 Shares 475,000 Est. Cost $29.23 Unrealized -15.5%

VLO VALERO ENERGY CORP NEW 1.8%

Value ($000) $14,053 Shares 219,100 Est. Cost $42.31 Unrealized +1.4%

PBF PBF ENERGY INC 1.6%

Value ($000) $12,756 Shares 384,202 Est. Cost $31.97 Unrealized 0.0%

— SILVER RUN ACQUISITION CORP 1.6%

Value ($000) $12,580 Shares 1,215,500 Est. Cost $10.35 Unrealized —

— E TRADE FINANCIAL CORP 1.5%

Value ($000) $11,706 Shares 478,000 Est. Cost $22.66 Unrealized —

— PDC ENERGY INC 1.4%

Value ($000) $11,456 Shares 192,704 Est. Cost $59.45 Unrealized —

FDX FEDEX CORP 1.4%

Value ($000) $11,181 Shares 68,712 Est. Cost $138.32 Unrealized -13.8%

— TRAVELPORT WORLDWIDE LTD 1.3%

Value ($000) $10,203 Shares 746,922 Est. Cost $13.10 Unrealized —

— DIAMOND RESORTS INTL INC 1.3%

Value ($000) $10,087 Shares 415,090 Est. Cost $25.29 Unrealized —

LUV SOUTHWEST AIRLS CO 1.3%

Value ($000) $9,961 Shares 222,349 Est. Cost $33.40 Unrealized +8.4%

— MFA FINL INC 1.1%

Value ($000) $9,104 Shares 1,329,000 Est. Cost $6.92 Unrealized —

UAL UNITED CONTL HLDGS INC 1.1%

Value ($000) $8,919 Shares 149,000 Est. Cost $53.10 Unrealized 0.0%

— CALPINE CORP 1.1%

Value ($000) $8,545 Shares 563,258 Est. Cost $14.47 Unrealized —

— ALLERGAN PLC 1.1%

Value ($000) $8,458 Shares 31,558 Est. Cost $300.51 Unrealized —

— LAM RESEARCH CORP 0.9%

Value ($000) $7,186 Shares 87,000 Est. Cost $82.60 Unrealized —

CVX CHEVRON CORP NEW 0.8%

Value ($000) $6,640 Shares 69,600 Est. Cost $57.42 Unrealized 0.0%

WLK WESTLAKE CHEM CORP 0.8%

Value ($000) $6,236 Shares 134,680 Est. Cost $39.11 Unrealized 0.0%

— TEEKAY OFFSHORE PARTNERS L P 0.8%

Value ($000) $5,969 Shares 1,052,706 Est. Cost $5.99 Unrealized —

— APOLLO RESIDENTIAL MTG INC 0.7%

Value ($000) $5,686 Shares 423,685 Est. Cost $13.42 Unrealized —

— VIRGIN AMER INC 0.5%

Value ($000) $4,110 Shares 106,600 Est. Cost $38.56 Unrealized —

TBT PROSHARES TR 0.5%

Value ($000) $3,981 Shares 108,000 Est. Cost $36.86 Unrealized —

— CTRIP COM INTL LTD 0.4%

Value ($000) $3,156 Shares 71,300 Est. Cost $44.26 Unrealized —

STLD STEEL DYNAMICS INC 0.3%

Value ($000) $2,251 Shares 100,000 Est. Cost $14.45 Unrealized +6.2%

— GULFPORT ENERGY CORP 0.3%

Value ($000) $2,012 Shares 71,000 Est. Cost $28.34 Unrealized —

— GENER8 MARITIME INC 0.2%

Value ($000) $1,736 Shares 245,888 Est. Cost $8.89 Unrealized —

— AIR METHODS CORP 0.1%

Value ($000) $1,116 Shares 30,818 Est. Cost $36.21 Unrealized —

— SUNEDISON INC 0.0%

Value ($000) $175 Shares 4,000,000 Est. Cost $0.54 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	538,000	$63,290	8.0%	$117.64	—	GOLD SHS	78463V107
PPG	PPG INDS INC	453,116	$50,518	6.4%	$87.34	-6.0%	COM	693506107
DAL	DELTA AIR LINES INC DEL	986,268	$48,012	6.0%	$27.83	+48.7%	COM NEW	247361702
GOOG	ALPHABET INC	57,700	$42,984	5.4%	$35.60	-0.1%	CAP STK CL C	02079K107
AER	AERCAP HOLDINGS NV	1,004,553	$38,936	4.9%	$37.53	-9.7%	SHS	N00985106
—	COLONY CAP INC	2,256,502	$37,842	4.8%	$23.10	—	CL A	19624R106
ELV	ANTHEM INC	254,763	$35,410	4.5%	$122.02	-4.5%	COM	036752103
BSX	BOSTON SCIENTIFIC CORP	1,772,000	$33,331	4.2%	$16.24	+8.1%	COM	101137107
GS	GOLDMAN SACHS GROUP INC	204,000	$32,024	4.0%	$132.00	-4.4%	COM	38141G104
MGA	MAGNA INTL INC	724,100	$31,107	3.9%	$29.71	-6.6%	COM	559222401
AGO	ASSURED GUARANTY LTD	1,050,124	$26,568	3.3%	$21.89	-5.2%	COM	G0585R106
MTG	MGIC INVT CORP WIS	3,353,725	$25,723	3.2%	$9.15	-21.8%	COM	552848103
STWD	STARWOOD PPTY TR INC	1,111,852	$21,047	2.6%	$21.93	—	COM	85571B105
ABG	ASBURY AUTOMOTIVE GROUP INC	336,252	$20,121	2.5%	$54.46	0.0%	COM	043436104
—	AETNA INC NEW	172,502	$19,381	2.4%	$108.70	—	COM	00817Y108
BXMT	BLACKSTONE MTG TR INC	664,038	$17,836	2.2%	$27.48	—	COM CL A	09257W100
—	YAHOO INC	429,920	$15,825	2.0%	$36.08	—	COM	984332106
—	DYNEGY INC NEW DEL	1,075,470	$15,455	1.9%	$14.37	—	COM	26817R108
CB	CHUBB LIMITED	127,200	$15,156	1.9%	$96.06	0.0%	COM	H1467J104
CF	CF INDS HLDGS INC	475,000	$14,887	1.9%	$29.23	-15.5%	COM	125269100
VLO	VALERO ENERGY CORP NEW	219,100	$14,053	1.8%	$42.31	+1.4%	COM	91913Y100
PBF	PBF ENERGY INC	384,202	$12,756	1.6%	$31.97	0.0%	CL A	69318G106
—	SILVER RUN ACQUISITION CORP	1,215,500	$12,580	1.6%	$10.35	—	UNIT 99/99/9999T	82811P200
—	E TRADE FINANCIAL CORP	478,000	$11,706	1.5%	$22.66	—	COM NEW	269246401
—	PDC ENERGY INC	192,704	$11,456	1.4%	$59.45	—	COM	69327R101
FDX	FEDEX CORP	68,712	$11,181	1.4%	$138.32	-13.8%	COM	31428X106
—	TRAVELPORT WORLDWIDE LTD	746,922	$10,203	1.3%	$13.10	—	SHS	G9019D104
—	DIAMOND RESORTS INTL INC	415,090	$10,087	1.3%	$25.29	—	COM	25272T104
LUV	SOUTHWEST AIRLS CO	222,349	$9,961	1.3%	$33.40	+8.4%	COM	844741108
—	MFA FINL INC	1,329,000	$9,104	1.1%	$6.92	—	COM	55272X102
UAL	UNITED CONTL HLDGS INC	149,000	$8,919	1.1%	$53.10	0.0%	COM	910047109
—	CALPINE CORP	563,258	$8,545	1.1%	$14.47	—	COM NEW	131347304
—	ALLERGAN PLC	31,558	$8,458	1.1%	$300.51	—	SHS	G0177J108
—	LAM RESEARCH CORP	87,000	$7,186	0.9%	$82.60	—	COM	512807108
CVX	CHEVRON CORP NEW	69,600	$6,640	0.8%	$57.42	0.0%	COM	166764100
WLK	WESTLAKE CHEM CORP	134,680	$6,236	0.8%	$39.11	0.0%	COM	960413102
—	TEEKAY OFFSHORE PARTNERS L P	1,052,706	$5,969	0.8%	$5.99	—	PARTNERSHIP UN	Y8565J101
—	APOLLO RESIDENTIAL MTG INC	423,685	$5,686	0.7%	$13.42	—	COM	03763V102
—	VIRGIN AMER INC	106,600	$4,110	0.5%	$38.56	—	COM VTG	92765X208
TBT	PROSHARES TR	108,000	$3,981	0.5%	$36.86	—	PSHS ULTSH 20YRS	74347B201
—	CTRIP COM INTL LTD	71,300	$3,156	0.4%	$44.26	—	AMERICAN DEP SHS	22943F100
STLD	STEEL DYNAMICS INC	100,000	$2,251	0.3%	$14.45	+6.2%	COM	858119100
—	GULFPORT ENERGY CORP	71,000	$2,012	0.3%	$28.34	—	COM NEW	402635304
—	GENER8 MARITIME INC	245,888	$1,736	0.2%	$8.89	—	COM	Y26889108
—	AIR METHODS CORP	30,818	$1,116	0.1%	$36.21	—	COM PAR $.06	009128307
—	SUNEDISON INC	4,000,000	$175	0.0%	$0.54	—	NOTE 2.000%10/0	86732YAC3