COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

Location: Short Hills, NJ

CIK: 0001086762 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value: $795M (100.0% shares, 0.0% debt)

Holdings (46)

GLD SPDR GOLD TRUST 8.0%

Value $63.29M Shares 538,000 Est. Cost — Unrealized —

PPG PPG INDS INC 6.4%

Value $50.52M Shares 453,116 Est. Cost — Unrealized —

DAL DELTA AIR LINES INC DEL 6.0%

Value $48.01M Shares 986,268 Est. Cost — Unrealized —

GOOG ALPHABET INC 5.4%

Value $42.98M Shares 57,700 Est. Cost — Unrealized —

AER AERCAP HOLDINGS NV 4.9%

Value $38.94M Shares 1,004,553 Est. Cost — Unrealized —

— COLONY CAP INC 4.8%

Value $37.84M Shares 2,256,502 Est. Cost — Unrealized —

ELV ANTHEM INC 4.5%

Value $35.41M Shares 254,763 Est. Cost — Unrealized —

BSX BOSTON SCIENTIFIC CORP 4.2%

Value $33.33M Shares 1,772,000 Est. Cost — Unrealized —

GS GOLDMAN SACHS GROUP INC 4.0%

Value $32.02M Shares 204,000 Est. Cost — Unrealized —

MGA MAGNA INTL INC 3.9%

Value $31.11M Shares 724,100 Est. Cost — Unrealized —

AGO ASSURED GUARANTY LTD 3.3%

Value $26.57M Shares 1,050,124 Est. Cost — Unrealized —

MTG MGIC INVT CORP WIS 3.2%

Value $25.72M Shares 3,353,725 Est. Cost — Unrealized —

STWD STARWOOD PPTY TR INC 2.6%

Value $21.05M Shares 1,111,852 Est. Cost — Unrealized —

ABG ASBURY AUTOMOTIVE GROUP INC 2.5%

Value $20.12M Shares 336,252 Est. Cost — Unrealized —

— AETNA INC NEW 2.4%

Value $19.38M Shares 172,502 Est. Cost — Unrealized —

BXMT BLACKSTONE MTG TR INC 2.2%

Value $17.84M Shares 664,038 Est. Cost — Unrealized —

— YAHOO INC 2.0%

Value $15.82M Shares 429,920 Est. Cost — Unrealized —

— DYNEGY INC NEW DEL 1.9%

Value $15.46M Shares 1,075,470 Est. Cost — Unrealized —

CB CHUBB LIMITED 1.9%

Value $15.16M Shares 127,200 Est. Cost — Unrealized —

CF CF INDS HLDGS INC 1.9%

Value $14.89M Shares 475,000 Est. Cost — Unrealized —

VLO VALERO ENERGY CORP NEW 1.8%

Value $14.05M Shares 219,100 Est. Cost — Unrealized —

PBF PBF ENERGY INC 1.6%

Value $12.76M Shares 384,202 Est. Cost — Unrealized —

— SILVER RUN ACQUISITION CORP 1.6%

Value $12.58M Shares 1,215,500 Est. Cost — Unrealized —

— E TRADE FINANCIAL CORP 1.5%

Value $11.71M Shares 478,000 Est. Cost — Unrealized —

— PDC ENERGY INC 1.4%

Value $11.46M Shares 192,704 Est. Cost — Unrealized —

FDX FEDEX CORP 1.4%

Value $11.18M Shares 68,712 Est. Cost — Unrealized —

— TRAVELPORT WORLDWIDE LTD 1.3%

Value $10.2M Shares 746,922 Est. Cost — Unrealized —

— DIAMOND RESORTS INTL INC 1.3%

Value $10.09M Shares 415,090 Est. Cost — Unrealized —

LUV SOUTHWEST AIRLS CO 1.3%

Value $9.961M Shares 222,349 Est. Cost — Unrealized —

— MFA FINL INC 1.1%

Value $9.104M Shares 1,329,000 Est. Cost — Unrealized —

UAL UNITED CONTL HLDGS INC 1.1%

Value $8.919M Shares 149,000 Est. Cost — Unrealized —

— CALPINE CORP 1.1%

Value $8.545M Shares 563,258 Est. Cost — Unrealized —

— ALLERGAN PLC 1.1%

Value $8.458M Shares 31,558 Est. Cost — Unrealized —

— LAM RESEARCH CORP 0.9%

Value $7.186M Shares 87,000 Est. Cost — Unrealized —

CVX CHEVRON CORP NEW 0.8%

Value $6.64M Shares 69,600 Est. Cost — Unrealized —

WLK WESTLAKE CHEM CORP 0.8%

Value $6.236M Shares 134,680 Est. Cost — Unrealized —

— TEEKAY OFFSHORE PARTNERS L P 0.8%

Value $5.969M Shares 1,052,706 Est. Cost — Unrealized —

— APOLLO RESIDENTIAL MTG INC 0.7%

Value $5.686M Shares 423,685 Est. Cost — Unrealized —

— VIRGIN AMER INC 0.5%

Value $4.11M Shares 106,600 Est. Cost — Unrealized —

TBT PROSHARES TR 0.5%

Value $3.981M Shares 108,000 Est. Cost — Unrealized —

— CTRIP COM INTL LTD 0.4%

Value $3.156M Shares 71,300 Est. Cost — Unrealized —

STLD STEEL DYNAMICS INC 0.3%

Value $2.251M Shares 100,000 Est. Cost — Unrealized —

— GULFPORT ENERGY CORP 0.3%

Value $2.012M Shares 71,000 Est. Cost — Unrealized —

— GENER8 MARITIME INC 0.2%

Value $1.736M Shares 245,888 Est. Cost — Unrealized —

— AIR METHODS CORP 0.1%

Value $1.116M Shares 30,818 Est. Cost — Unrealized —

— SUNEDISON INC 0.0%

Value $175K Shares 4,000,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	538,000	$63.29M	8.0%	—	—	GOLD SHS	78463V107
PPG	PPG INDS INC	453,116	$50.52M	6.4%	—	—	COM	693506107
DAL	DELTA AIR LINES INC DEL	986,268	$48.01M	6.0%	—	—	COM NEW	247361702
GOOG	ALPHABET INC	57,700	$42.98M	5.4%	—	—	CAP STK CL C	02079K107
AER	AERCAP HOLDINGS NV	1,004,553	$38.94M	4.9%	—	—	SHS	N00985106
—	COLONY CAP INC	2,256,502	$37.84M	4.8%	—	—	CL A	19624R106
ELV	ANTHEM INC	254,763	$35.41M	4.5%	—	—	COM	036752103
BSX	BOSTON SCIENTIFIC CORP	1,772,000	$33.33M	4.2%	—	—	COM	101137107
GS	GOLDMAN SACHS GROUP INC	204,000	$32.02M	4.0%	—	—	COM	38141G104
MGA	MAGNA INTL INC	724,100	$31.11M	3.9%	—	—	COM	559222401
AGO	ASSURED GUARANTY LTD	1,050,124	$26.57M	3.3%	—	—	COM	G0585R106
MTG	MGIC INVT CORP WIS	3,353,725	$25.72M	3.2%	—	—	COM	552848103
STWD	STARWOOD PPTY TR INC	1,111,852	$21.05M	2.6%	—	—	COM	85571B105
ABG	ASBURY AUTOMOTIVE GROUP INC	336,252	$20.12M	2.5%	—	—	COM	043436104
—	AETNA INC NEW	172,502	$19.38M	2.4%	—	—	COM	00817Y108
BXMT	BLACKSTONE MTG TR INC	664,038	$17.84M	2.2%	—	—	COM CL A	09257W100
—	YAHOO INC	429,920	$15.82M	2.0%	—	—	COM	984332106
—	DYNEGY INC NEW DEL	1,075,470	$15.46M	1.9%	—	—	COM	26817R108
CB	CHUBB LIMITED	127,200	$15.16M	1.9%	—	—	COM	H1467J104
CF	CF INDS HLDGS INC	475,000	$14.89M	1.9%	—	—	COM	125269100
VLO	VALERO ENERGY CORP NEW	219,100	$14.05M	1.8%	—	—	COM	91913Y100
PBF	PBF ENERGY INC	384,202	$12.76M	1.6%	—	—	CL A	69318G106
—	SILVER RUN ACQUISITION CORP	1,215,500	$12.58M	1.6%	—	—	UNIT 99/99/9999T	82811P200
—	E TRADE FINANCIAL CORP	478,000	$11.71M	1.5%	—	—	COM NEW	269246401
—	PDC ENERGY INC	192,704	$11.46M	1.4%	—	—	COM	69327R101
FDX	FEDEX CORP	68,712	$11.18M	1.4%	—	—	COM	31428X106
—	TRAVELPORT WORLDWIDE LTD	746,922	$10.2M	1.3%	—	—	SHS	G9019D104
—	DIAMOND RESORTS INTL INC	415,090	$10.09M	1.3%	—	—	COM	25272T104
LUV	SOUTHWEST AIRLS CO	222,349	$9.961M	1.3%	—	—	COM	844741108
—	MFA FINL INC	1,329,000	$9.104M	1.1%	—	—	COM	55272X102
UAL	UNITED CONTL HLDGS INC	149,000	$8.919M	1.1%	—	—	COM	910047109
—	CALPINE CORP	563,258	$8.545M	1.1%	—	—	COM NEW	131347304
—	ALLERGAN PLC	31,558	$8.458M	1.1%	—	—	SHS	G0177J108
—	LAM RESEARCH CORP	87,000	$7.186M	0.9%	—	—	COM	512807108
CVX	CHEVRON CORP NEW	69,600	$6.64M	0.8%	—	—	COM	166764100
WLK	WESTLAKE CHEM CORP	134,680	$6.236M	0.8%	—	—	COM	960413102
—	TEEKAY OFFSHORE PARTNERS L P	1,052,706	$5.969M	0.8%	—	—	PARTNERSHIP UN	Y8565J101
—	APOLLO RESIDENTIAL MTG INC	423,685	$5.686M	0.7%	—	—	COM	03763V102
—	VIRGIN AMER INC	106,600	$4.11M	0.5%	—	—	COM VTG	92765X208
TBT	PROSHARES TR	108,000	$3.981M	0.5%	—	—	PSHS ULTSH 20YRS	74347B201
—	CTRIP COM INTL LTD	71,300	$3.156M	0.4%	—	—	AMERICAN DEP SHS	22943F100
STLD	STEEL DYNAMICS INC	100,000	$2.251M	0.3%	—	—	COM	858119100
—	GULFPORT ENERGY CORP	71,000	$2.012M	0.3%	—	—	COM NEW	402635304
—	GENER8 MARITIME INC	245,888	$1.736M	0.2%	—	—	COM	Y26889108
—	AIR METHODS CORP	30,818	$1.116M	0.1%	—	—	COM PAR $.06	009128307
—	SUNEDISON INC	4,000,000	$175K	0.0%	—	—	NOTE 2.000%10/0	86732YAC3