COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 15, 2016

Total Value ($000): $658,337 (98.5% shares, 1.5% debt)

Holdings (47)

GLD SPDR GOLD TRUST 12.9%
Value ($000) $85,184 Shares 678,000 Est. Cost $119.44 Unrealized
GULFPORT ENERGY CORP 6.5%
Value ($000) $42,740 Shares 1,512,936 Est. Cost $29.03 Unrealized
GOOG ALPHABET INC 6.2%
Value ($000) $40,730 Shares 52,400 Est. Cost $35.60 Unrealized +5.9%
PARSLEY ENERGY INC 4.7%
Value ($000) $31,010 Shares 925,400 Est. Cost $29.47 Unrealized
LINKEDIN CORP 4.3%
Value ($000) $28,611 Shares 149,700 Est. Cost $190.40 Unrealized
COLONY CAP INC 4.3%
Value ($000) $28,542 Shares 1,565,676 Est. Cost $23.10 Unrealized
PPG PPG INDS INC 4.2%
Value ($000) $27,968 Shares 270,584 Est. Cost $87.34 Unrealized +1.1%
GS GOLDMAN SACHS GROUP INC 4.2%
Value ($000) $27,363 Shares 169,673 Est. Cost $131.03 Unrealized +2.1%
AR ANTERO RES CORP 4.2%
Value ($000) $27,345 Shares 1,014,664 Est. Cost $26.97 Unrealized -1.2%
MPC MARATHON PETE CORP 3.2%
Value ($000) $20,977 Shares 516,800 Est. Cost $30.33 Unrealized 0.0%
STWD STARWOOD PPTY TR INC 3.1%
Value ($000) $20,590 Shares 914,316 Est. Cost $21.93 Unrealized
ELV ANTHEM INC 2.7%
Value ($000) $17,725 Shares 141,449 Est. Cost $121.60 Unrealized -6.5%
RRC RANGE RES CORP 2.4%
Value ($000) $15,934 Shares 411,201 Est. Cost $40.45 Unrealized 0.0%
AL AIR LEASE CORP 2.3%
Value ($000) $15,351 Shares 537,129 Est. Cost $24.68 Unrealized -1.3%
PDC ENERGY INC 2.3%
Value ($000) $14,926 Shares 222,579 Est. Cost $60.95 Unrealized
DAL DELTA AIR LINES INC DEL 2.3%
Value ($000) $14,878 Shares 378,000 Est. Cost $29.19 Unrealized +15.7%
MONSANTO CO NEW 2.2%
Value ($000) $14,543 Shares 142,300 Est. Cost $102.20 Unrealized
NORTHSTAR RLTY FIN CORP 2.1%
Value ($000) $14,023 Shares 1,064,797 Est. Cost $12.78 Unrealized
LYB LYONDELLBASELL INDUSTRIES N 2.1%
Value ($000) $13,898 Shares 172,300 Est. Cost $45.08 Unrealized 0.0%
PTEN PATTERSON UTI ENERGY INC 1.9%
Value ($000) $12,572 Shares 561,987 Est. Cost $19.40 Unrealized +3.5%
TESORO CORP 1.9%
Value ($000) $12,528 Shares 157,462 Est. Cost $77.87 Unrealized
RDN RADIAN GROUP INC 1.8%
Value ($000) $11,987 Shares 884,645 Est. Cost $10.46 Unrealized +2.0%
COMPUTER SCIENCES CORP 1.8%
Value ($000) $11,747 Shares 225,000 Est. Cost $50.73 Unrealized
TBT PROSHARES TR 1.7%
Value ($000) $11,376 Shares 360,000 Est. Cost $31.60 Unrealized
DXJ WISDOMTREE TR 1.7%
Value ($000) $11,242 Shares 262,000 Est. Cost $42.91 Unrealized
BSX BOSTON SCIENTIFIC CORP 1.6%
Value ($000) $10,781 Shares 453,000 Est. Cost $16.24 Unrealized +46.9%
NAVISTAR INTL CORP NEW 1.5%
Value ($000) $9,563 Shares 10,000,000 Est. Cost $0.82 Unrealized
ST JUDE MED INC 1.1%
Value ($000) $6,939 Shares 87,000 Est. Cost $79.76 Unrealized
TERRAFORM PWR INC 1.0%
Value ($000) $6,616 Shares 475,629 Est. Cost $10.90 Unrealized
AIG AMERICAN INTL GROUP INC 1.0%
Value ($000) $6,409 Shares 108,000 Est. Cost $45.06 Unrealized 0.0%
AIR METHODS CORP 0.9%
Value ($000) $6,031 Shares 191,524 Est. Cost $31.49 Unrealized
MTG MGIC INVT CORP WIS 0.9%
Value ($000) $5,975 Shares 746,825 Est. Cost $9.15 Unrealized -18.8%
HESS CORP 0.8%
Value ($000) $5,148 Shares 96,000 Est. Cost $53.63 Unrealized
POTASH CORP SASK INC 0.7%
Value ($000) $4,920 Shares 301,481 Est. Cost $16.29 Unrealized
E TRADE FINANCIAL CORP 0.5%
Value ($000) $3,142 Shares 107,898 Est. Cost $22.81 Unrealized
LEN LENNAR CORP 0.5%
Value ($000) $3,048 Shares 72,000 Est. Cost $39.93 Unrealized +1.2%
SPIRIT AIRLS INC 0.4%
Value ($000) $2,948 Shares 69,326 Est. Cost $42.52 Unrealized
ABG ASBURY AUTOMOTIVE GROUP INC 0.3%
Value ($000) $2,227 Shares 40,000 Est. Cost $54.75 Unrealized +1.7%
EOG EOG RES INC 0.3%
Value ($000) $1,934 Shares 20,000 Est. Cost $65.14 Unrealized 0.0%
PRGO PERRIGO CO PLC 0.3%
Value ($000) $1,847 Shares 20,000 Est. Cost $92.15 Unrealized 0.0%
LNG CHENIERE ENERGY INC 0.3%
Value ($000) $1,744 Shares 40,000 Est. Cost $42.16 Unrealized 0.0%
TEEKAY OFFSHORE PARTNERS L P 0.2%
Value ($000) $1,584 Shares 250,621 Est. Cost $5.99 Unrealized
ZTS ZOETIS INC 0.2%
Value ($000) $1,040 Shares 20,000 Est. Cost $47.09 Unrealized 0.0%
JBLU JETBLUE AIRWAYS CORP 0.1%
Value ($000) $965 Shares 56,000 Est. Cost $17.09 Unrealized 0.0%
NORTHSTAR ASSET MGMT GROUP I 0.1%
Value ($000) $647 Shares 50,000 Est. Cost $10.21 Unrealized
UAL UNITED CONTL HLDGS INC 0.1%
Value ($000) $525 Shares 10,000 Est. Cost $53.10 Unrealized -9.4%
COBALT INTL ENERGY INC 0.1%
Value ($000) $514 Shares 1,000,000 Est. Cost $0.51 Unrealized