COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 13, 2017

Total Value ($000): $649,995 (98.1% shares, 1.9% debt)

Holdings (48)

GLD SPDR GOLD TRUST 9.7%
Value ($000) $63,355 Shares 578,000 Est. Cost $119.44 Unrealized
PARSLEY ENERGY INC 6.0%
Value ($000) $38,954 Shares 1,105,400 Est. Cost $30.41 Unrealized
GOOG ALPHABET INC 5.9%
Value ($000) $38,437 Shares 49,800 Est. Cost $35.60 Unrealized +8.6%
MPC MARATHON PETE CORP 4.9%
Value ($000) $31,977 Shares 635,102 Est. Cost $31.06 Unrealized +10.2%
GULFPORT ENERGY CORP 4.5%
Value ($000) $28,953 Shares 1,337,928 Est. Cost $29.03 Unrealized
AR ANTERO RES CORP 4.2%
Value ($000) $27,615 Shares 1,167,664 Est. Cost $26.80 Unrealized -4.2%
DAL DELTA AIR LINES INC DEL 3.5%
Value ($000) $22,501 Shares 457,439 Est. Cost $31.22 Unrealized +31.0%
PPG PPG INDS INC 3.2%
Value ($000) $20,931 Shares 220,884 Est. Cost $87.34 Unrealized -7.7%
DXJ WISDOMTREE TR 3.2%
Value ($000) $20,906 Shares 422,000 Est. Cost $45.42 Unrealized
GS GOLDMAN SACHS GROUP INC 3.2%
Value ($000) $20,898 Shares 87,273 Est. Cost $131.03 Unrealized +28.0%
LYB LYONDELLBASELL INDUSTRIES N 3.2%
Value ($000) $20,527 Shares 239,300 Est. Cost $46.29 Unrealized +6.7%
STWD STARWOOD PPTY TR INC 3.2%
Value ($000) $20,508 Shares 934,316 Est. Cost $21.93 Unrealized
AL AIR LEASE CORP 3.1%
Value ($000) $19,933 Shares 580,629 Est. Cost $24.96 Unrealized +13.7%
ARCH COAL INC 3.1%
Value ($000) $19,833 Shares 254,100 Est. Cost $78.05 Unrealized
FAIRMOUNT SANTROL HLDGS INC 3.0%
Value ($000) $19,815 Shares 1,680,688 Est. Cost $11.79 Unrealized
UAL UNITED CONTL HLDGS INC 2.9%
Value ($000) $18,740 Shares 257,135 Est. Cost $63.30 Unrealized +0.7%
AETNA INC NEW 2.9%
Value ($000) $18,564 Shares 149,700 Est. Cost $124.01 Unrealized
COLONY CAP INC 2.8%
Value ($000) $18,347 Shares 906,032 Est. Cost $23.10 Unrealized
MONSANTO CO NEW 2.3%
Value ($000) $14,971 Shares 142,300 Est. Cost $102.20 Unrealized
BAKER HUGHES INC 2.2%
Value ($000) $14,098 Shares 217,000 Est. Cost $64.97 Unrealized
NORTHSTAR ASSET MGMT GROUP I 2.0%
Value ($000) $13,298 Shares 891,280 Est. Cost $14.66 Unrealized
TBT PROSHARES TR 2.0%
Value ($000) $13,062 Shares 320,000 Est. Cost $31.60 Unrealized
NAVISTAR INTL CORP NEW 1.8%
Value ($000) $11,888 Shares 12,000,000 Est. Cost $0.85 Unrealized
LNG CHENIERE ENERGY INC 1.6%
Value ($000) $10,689 Shares 258,000 Est. Cost $40.65 Unrealized -0.7%
RDN RADIAN GROUP INC 1.6%
Value ($000) $10,443 Shares 580,792 Est. Cost $10.46 Unrealized +18.8%
RICE ENERGY INC 1.4%
Value ($000) $9,052 Shares 424,000 Est. Cost $21.35 Unrealized
HESS CORP 1.4%
Value ($000) $9,032 Shares 145,000 Est. Cost $56.55 Unrealized
KMI KINDER MORGAN INC DEL 1.0%
Value ($000) $6,648 Shares 321,000 Est. Cost $13.10 Unrealized 0.0%
VALIDUS HOLDINGS LTD 1.0%
Value ($000) $6,601 Shares 120,000 Est. Cost $55.01 Unrealized
NORTHSTAR RLTY FIN CORP 1.0%
Value ($000) $6,574 Shares 433,939 Est. Cost $12.78 Unrealized
DELL TECHNOLOGIES INC 1.0%
Value ($000) $6,267 Shares 114,000 Est. Cost $54.97 Unrealized
COMPUTER SCIENCES CORP 0.9%
Value ($000) $6,125 Shares 103,080 Est. Cost $50.73 Unrealized
CIT GROUP INC 0.9%
Value ($000) $5,676 Shares 133,000 Est. Cost $42.68 Unrealized
B/E AEROSPACE INC 0.8%
Value ($000) $5,310 Shares 88,221 Est. Cost $60.19 Unrealized
RRC RANGE RES CORP 0.8%
Value ($000) $5,116 Shares 148,904 Est. Cost $40.45 Unrealized -11.5%
MU MICRON TECHNOLOGY INC 0.8%
Value ($000) $5,064 Shares 231,000 Est. Cost $18.33 Unrealized 0.0%
NEWFIELD EXPL CO 0.5%
Value ($000) $3,558 Shares 87,842 Est. Cost $40.50 Unrealized
TEEKAY OFFSHORE PARTNERS L P 0.5%
Value ($000) $3,122 Shares 617,034 Est. Cost $5.44 Unrealized
YAHOO INC 0.4%
Value ($000) $2,707 Shares 70,000 Est. Cost $38.67 Unrealized
ADNT ADIENT PLC 0.4%
Value ($000) $2,696 Shares 46,000 Est. Cost $50.50 Unrealized 0.0%
CENTENNIAL RESOURCE DEV INC 0.3%
Value ($000) $1,987 Shares 235,336 Est. Cost $8.44 Unrealized
PTEN PATTERSON UTI ENERGY INC 0.2%
Value ($000) $1,615 Shares 60,000 Est. Cost $19.40 Unrealized +27.3%
CHENIERE ENERGY PTNRS LP HLD 0.2%
Value ($000) $1,365 Shares 61,000 Est. Cost $22.38 Unrealized
ADSK AUTODESK INC 0.1%
Value ($000) $740 Shares 10,000 Est. Cost $73.63 Unrealized 0.0%
MBI MBIA INC 0.1%
Value ($000) $587 Shares 54,843 Est. Cost $4.03 Unrealized 0.0%
GNW GENWORTH FINL INC 0.1%
Value ($000) $403 Shares 105,900 Est. Cost $4.41 Unrealized 0.0%
COBALT INTL ENERGY INC 0.1%
Value ($000) $398 Shares 1,000,000 Est. Cost $0.51 Unrealized
HOUGHTON MIFFLIN HARCOURT CO 0.0%
Value ($000) $109 Shares 10,000 Est. Cost $10.90 Unrealized