COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

Location: Short Hills, NJ

CIK: 0001086762 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 15, 2016

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

Holdings (47)

GLD SPDR GOLD TRUST 12.9%

Value $85.18M Shares 678,000 Est. Cost — Unrealized —

— GULFPORT ENERGY CORP 6.5%

Value $42.74M Shares 1,512,936 Est. Cost — Unrealized —

GOOG ALPHABET INC 6.2%

Value $40.73M Shares 52,400 Est. Cost — Unrealized —

— PARSLEY ENERGY INC 4.7%

Value $31.01M Shares 925,400 Est. Cost — Unrealized —

— LINKEDIN CORP 4.3%

Value $28.61M Shares 149,700 Est. Cost — Unrealized —

— COLONY CAP INC 4.3%

Value $28.54M Shares 1,565,676 Est. Cost — Unrealized —

PPG PPG INDS INC 4.2%

Value $27.97M Shares 270,584 Est. Cost — Unrealized —

GS GOLDMAN SACHS GROUP INC 4.2%

Value $27.36M Shares 169,673 Est. Cost — Unrealized —

AR ANTERO RES CORP 4.2%

Value $27.34M Shares 1,014,664 Est. Cost — Unrealized —

MPC MARATHON PETE CORP 3.2%

Value $20.98M Shares 516,800 Est. Cost — Unrealized —

STWD STARWOOD PPTY TR INC 3.1%

Value $20.59M Shares 914,316 Est. Cost — Unrealized —

ELV ANTHEM INC 2.7%

Value $17.73M Shares 141,449 Est. Cost — Unrealized —

RRC RANGE RES CORP 2.4%

Value $15.93M Shares 411,201 Est. Cost — Unrealized —

AL AIR LEASE CORP 2.3%

Value $15.35M Shares 537,129 Est. Cost — Unrealized —

— PDC ENERGY INC 2.3%

Value $14.93M Shares 222,579 Est. Cost — Unrealized —

DAL DELTA AIR LINES INC DEL 2.3%

Value $14.88M Shares 378,000 Est. Cost — Unrealized —

— MONSANTO CO NEW 2.2%

Value $14.54M Shares 142,300 Est. Cost — Unrealized —

— NORTHSTAR RLTY FIN CORP 2.1%

Value $14.02M Shares 1,064,797 Est. Cost — Unrealized —

LYB LYONDELLBASELL INDUSTRIES N 2.1%

Value $13.9M Shares 172,300 Est. Cost — Unrealized —

PTEN PATTERSON UTI ENERGY INC 1.9%

Value $12.57M Shares 561,987 Est. Cost — Unrealized —

— TESORO CORP 1.9%

Value $12.53M Shares 157,462 Est. Cost — Unrealized —

RDN RADIAN GROUP INC 1.8%

Value $11.99M Shares 884,645 Est. Cost — Unrealized —

— COMPUTER SCIENCES CORP 1.8%

Value $11.75M Shares 225,000 Est. Cost — Unrealized —

TBT PROSHARES TR 1.7%

Value $11.38M Shares 360,000 Est. Cost — Unrealized —

DXJ WISDOMTREE TR 1.7%

Value $11.24M Shares 262,000 Est. Cost — Unrealized —

BSX BOSTON SCIENTIFIC CORP 1.6%

Value $10.78M Shares 453,000 Est. Cost — Unrealized —

— NAVISTAR INTL CORP NEW 1.5%

Value $9.563M Shares 10,000,000 Est. Cost — Unrealized —

— ST JUDE MED INC 1.1%

Value $6.939M Shares 87,000 Est. Cost — Unrealized —

— TERRAFORM PWR INC 1.0%

Value $6.616M Shares 475,629 Est. Cost — Unrealized —

AIG AMERICAN INTL GROUP INC 1.0%

Value $6.409M Shares 108,000 Est. Cost — Unrealized —

— AIR METHODS CORP 0.9%

Value $6.031M Shares 191,524 Est. Cost — Unrealized —

MTG MGIC INVT CORP WIS 0.9%

Value $5.975M Shares 746,825 Est. Cost — Unrealized —

— HESS CORP 0.8%

Value $5.148M Shares 96,000 Est. Cost — Unrealized —

— POTASH CORP SASK INC 0.7%

Value $4.92M Shares 301,481 Est. Cost — Unrealized —

— E TRADE FINANCIAL CORP 0.5%

Value $3.142M Shares 107,898 Est. Cost — Unrealized —

LEN LENNAR CORP 0.5%

Value $3.048M Shares 72,000 Est. Cost — Unrealized —

— SPIRIT AIRLS INC 0.4%

Value $2.948M Shares 69,326 Est. Cost — Unrealized —

ABG ASBURY AUTOMOTIVE GROUP INC 0.3%

Value $2.227M Shares 40,000 Est. Cost — Unrealized —

EOG EOG RES INC 0.3%

Value $1.934M Shares 20,000 Est. Cost — Unrealized —

PRGO PERRIGO CO PLC 0.3%

Value $1.847M Shares 20,000 Est. Cost — Unrealized —

LNG CHENIERE ENERGY INC 0.3%

Value $1.744M Shares 40,000 Est. Cost — Unrealized —

— TEEKAY OFFSHORE PARTNERS L P 0.2%

Value $1.584M Shares 250,621 Est. Cost — Unrealized —

ZTS ZOETIS INC 0.2%

Value $1.04M Shares 20,000 Est. Cost — Unrealized —

JBLU JETBLUE AIRWAYS CORP 0.1%

Value $965K Shares 56,000 Est. Cost — Unrealized —

— NORTHSTAR ASSET MGMT GROUP I 0.1%

Value $647K Shares 50,000 Est. Cost — Unrealized —

UAL UNITED CONTL HLDGS INC 0.1%

Value $525K Shares 10,000 Est. Cost — Unrealized —

— COBALT INTL ENERGY INC 0.1%

Value $514K Shares 1,000,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	678,000	$85.18M	12.9%	—	—	GOLD SHS	78463V107
—	GULFPORT ENERGY CORP	1,512,936	$42.74M	6.5%	—	—	COM NEW	402635304
GOOG	ALPHABET INC	52,400	$40.73M	6.2%	—	—	CAP STK CL C	02079K107
—	PARSLEY ENERGY INC	925,400	$31.01M	4.7%	—	—	CL A	701877102
—	LINKEDIN CORP	149,700	$28.61M	4.3%	—	—	COM CL A	53578A108
—	COLONY CAP INC	1,565,676	$28.54M	4.3%	—	—	CL A	19624R106
PPG	PPG INDS INC	270,584	$27.97M	4.2%	—	—	COM	693506107
GS	GOLDMAN SACHS GROUP INC	169,673	$27.36M	4.2%	—	—	COM	38141G104
AR	ANTERO RES CORP	1,014,664	$27.34M	4.2%	—	—	COM	03674X106
MPC	MARATHON PETE CORP	516,800	$20.98M	3.2%	—	—	COM	56585A102
STWD	STARWOOD PPTY TR INC	914,316	$20.59M	3.1%	—	—	COM	85571B105
ELV	ANTHEM INC	141,449	$17.73M	2.7%	—	—	COM	036752103
RRC	RANGE RES CORP	411,201	$15.93M	2.4%	—	—	COM	75281A109
AL	AIR LEASE CORP	537,129	$15.35M	2.3%	—	—	CL A	00912X302
—	PDC ENERGY INC	222,579	$14.93M	2.3%	—	—	COM	69327R101
DAL	DELTA AIR LINES INC DEL	378,000	$14.88M	2.3%	—	—	COM NEW	247361702
—	MONSANTO CO NEW	142,300	$14.54M	2.2%	—	—	COM	61166W101
—	NORTHSTAR RLTY FIN CORP	1,064,797	$14.02M	2.1%	—	—	COM	66704R803
LYB	LYONDELLBASELL INDUSTRIES N	172,300	$13.9M	2.1%	—	—	SHS - A -	N53745100
PTEN	PATTERSON UTI ENERGY INC	561,987	$12.57M	1.9%	—	—	COM	703481101
—	TESORO CORP	157,462	$12.53M	1.9%	—	—	COM	881609101
RDN	RADIAN GROUP INC	884,645	$11.99M	1.8%	—	—	COM	750236101
—	COMPUTER SCIENCES CORP	225,000	$11.75M	1.8%	—	—	COM	205363104
TBT	PROSHARES TR	360,000	$11.38M	1.7%	—	—	PSHS ULTSH 20YRS	74347B201
DXJ	WISDOMTREE TR	262,000	$11.24M	1.7%	—	—	JAPN HEDGE EQT	97717W851
BSX	BOSTON SCIENTIFIC CORP	453,000	$10.78M	1.6%	—	—	COM	101137107
—	NAVISTAR INTL CORP NEW	10,000,000	$9.563M	1.5%	—	—	NOTE 4.500%10/1	63934EAQ1
—	ST JUDE MED INC	87,000	$6.939M	1.1%	—	—	COM	790849103
—	TERRAFORM PWR INC	475,629	$6.616M	1.0%	—	—	CL A COM	88104R100
AIG	AMERICAN INTL GROUP INC	108,000	$6.409M	1.0%	—	—	COM NEW	026874784
—	AIR METHODS CORP	191,524	$6.031M	0.9%	—	—	COM PAR $.06	009128307
MTG	MGIC INVT CORP WIS	746,825	$5.975M	0.9%	—	—	COM	552848103
—	HESS CORP	96,000	$5.148M	0.8%	—	—	COM	42809H107
—	POTASH CORP SASK INC	301,481	$4.92M	0.7%	—	—	COM	73755L107
—	E TRADE FINANCIAL CORP	107,898	$3.142M	0.5%	—	—	COM NEW	269246401
LEN	LENNAR CORP	72,000	$3.048M	0.5%	—	—	CL A	526057104
—	SPIRIT AIRLS INC	69,326	$2.948M	0.4%	—	—	COM	848577102
ABG	ASBURY AUTOMOTIVE GROUP INC	40,000	$2.227M	0.3%	—	—	COM	043436104
EOG	EOG RES INC	20,000	$1.934M	0.3%	—	—	COM	26875P101
PRGO	PERRIGO CO PLC	20,000	$1.847M	0.3%	—	—	SHS	G97822103
LNG	CHENIERE ENERGY INC	40,000	$1.744M	0.3%	—	—	COM NEW	16411R208
—	TEEKAY OFFSHORE PARTNERS L P	250,621	$1.584M	0.2%	—	—	PARTNERSHIP UN	Y8565J101
ZTS	ZOETIS INC	20,000	$1.04M	0.2%	—	—	CL A	98978V103
JBLU	JETBLUE AIRWAYS CORP	56,000	$965K	0.1%	—	—	COM	477143101
—	NORTHSTAR ASSET MGMT GROUP I	50,000	$647K	0.1%	—	—	COM	66705Y104
UAL	UNITED CONTL HLDGS INC	10,000	$525K	0.1%	—	—	COM	910047109
—	COBALT INTL ENERGY INC	1,000,000	$514K	0.1%	—	—	COM	19075FAA4