COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

Location: Short Hills, NJ

CIK: 0001086762 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 13, 2017

Total Value: $650M (98.1% shares, 1.9% debt)

Holdings (48)

GLD SPDR GOLD TRUST 9.7%

Value $63.35M Shares 578,000 Est. Cost — Unrealized —

— PARSLEY ENERGY INC 6.0%

Value $38.95M Shares 1,105,400 Est. Cost — Unrealized —

GOOG ALPHABET INC 5.9%

Value $38.44M Shares 49,800 Est. Cost — Unrealized —

MPC MARATHON PETE CORP 4.9%

Value $31.98M Shares 635,102 Est. Cost — Unrealized —

— GULFPORT ENERGY CORP 4.5%

Value $28.95M Shares 1,337,928 Est. Cost — Unrealized —

AR ANTERO RES CORP 4.2%

Value $27.61M Shares 1,167,664 Est. Cost — Unrealized —

DAL DELTA AIR LINES INC DEL 3.5%

Value $22.5M Shares 457,439 Est. Cost — Unrealized —

PPG PPG INDS INC 3.2%

Value $20.93M Shares 220,884 Est. Cost — Unrealized —

DXJ WISDOMTREE TR 3.2%

Value $20.91M Shares 422,000 Est. Cost — Unrealized —

GS GOLDMAN SACHS GROUP INC 3.2%

Value $20.9M Shares 87,273 Est. Cost — Unrealized —

LYB LYONDELLBASELL INDUSTRIES N 3.2%

Value $20.53M Shares 239,300 Est. Cost — Unrealized —

STWD STARWOOD PPTY TR INC 3.2%

Value $20.51M Shares 934,316 Est. Cost — Unrealized —

AL AIR LEASE CORP 3.1%

Value $19.93M Shares 580,629 Est. Cost — Unrealized —

— ARCH COAL INC 3.1%

Value $19.83M Shares 254,100 Est. Cost — Unrealized —

— FAIRMOUNT SANTROL HLDGS INC 3.0%

Value $19.82M Shares 1,680,688 Est. Cost — Unrealized —

UAL UNITED CONTL HLDGS INC 2.9%

Value $18.74M Shares 257,135 Est. Cost — Unrealized —

— AETNA INC NEW 2.9%

Value $18.56M Shares 149,700 Est. Cost — Unrealized —

— COLONY CAP INC 2.8%

Value $18.35M Shares 906,032 Est. Cost — Unrealized —

— MONSANTO CO NEW 2.3%

Value $14.97M Shares 142,300 Est. Cost — Unrealized —

— BAKER HUGHES INC 2.2%

Value $14.1M Shares 217,000 Est. Cost — Unrealized —

— NORTHSTAR ASSET MGMT GROUP I 2.0%

Value $13.3M Shares 891,280 Est. Cost — Unrealized —

TBT PROSHARES TR 2.0%

Value $13.06M Shares 320,000 Est. Cost — Unrealized —

— NAVISTAR INTL CORP NEW 1.8%

Value $11.89M Shares 12,000,000 Est. Cost — Unrealized —

LNG CHENIERE ENERGY INC 1.6%

Value $10.69M Shares 258,000 Est. Cost — Unrealized —

RDN RADIAN GROUP INC 1.6%

Value $10.44M Shares 580,792 Est. Cost — Unrealized —

— RICE ENERGY INC 1.4%

Value $9.052M Shares 424,000 Est. Cost — Unrealized —

— HESS CORP 1.4%

Value $9.032M Shares 145,000 Est. Cost — Unrealized —

KMI KINDER MORGAN INC DEL 1.0%

Value $6.648M Shares 321,000 Est. Cost — Unrealized —

— VALIDUS HOLDINGS LTD 1.0%

Value $6.601M Shares 120,000 Est. Cost — Unrealized —

— NORTHSTAR RLTY FIN CORP 1.0%

Value $6.574M Shares 433,939 Est. Cost — Unrealized —

— DELL TECHNOLOGIES INC 1.0%

Value $6.267M Shares 114,000 Est. Cost — Unrealized —

— COMPUTER SCIENCES CORP 0.9%

Value $6.125M Shares 103,080 Est. Cost — Unrealized —

— CIT GROUP INC 0.9%

Value $5.676M Shares 133,000 Est. Cost — Unrealized —

— B/E AEROSPACE INC 0.8%

Value $5.31M Shares 88,221 Est. Cost — Unrealized —

RRC RANGE RES CORP 0.8%

Value $5.116M Shares 148,904 Est. Cost — Unrealized —

MU MICRON TECHNOLOGY INC 0.8%

Value $5.064M Shares 231,000 Est. Cost — Unrealized —

— NEWFIELD EXPL CO 0.5%

Value $3.558M Shares 87,842 Est. Cost — Unrealized —

— TEEKAY OFFSHORE PARTNERS L P 0.5%

Value $3.122M Shares 617,034 Est. Cost — Unrealized —

— YAHOO INC 0.4%

Value $2.707M Shares 70,000 Est. Cost — Unrealized —

ADNT ADIENT PLC 0.4%

Value $2.696M Shares 46,000 Est. Cost — Unrealized —

— CENTENNIAL RESOURCE DEV INC 0.3%

Value $1.987M Shares 235,336 Est. Cost — Unrealized —

PTEN PATTERSON UTI ENERGY INC 0.2%

Value $1.615M Shares 60,000 Est. Cost — Unrealized —

— CHENIERE ENERGY PTNRS LP HLD 0.2%

Value $1.365M Shares 61,000 Est. Cost — Unrealized —

ADSK AUTODESK INC 0.1%

Value $740K Shares 10,000 Est. Cost — Unrealized —

MBI MBIA INC 0.1%

Value $587K Shares 54,843 Est. Cost — Unrealized —

GNW GENWORTH FINL INC 0.1%

Value $403K Shares 105,900 Est. Cost — Unrealized —

— COBALT INTL ENERGY INC 0.1%

Value $398K Shares 1,000,000 Est. Cost — Unrealized —

— HOUGHTON MIFFLIN HARCOURT CO 0.0%

Value $109K Shares 10,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	578,000	$63.35M	9.7%	—	—	GOLD SHS	78463V107
—	PARSLEY ENERGY INC	1,105,400	$38.95M	6.0%	—	—	CL A	701877102
GOOG	ALPHABET INC	49,800	$38.44M	5.9%	—	—	CAP STK CL C	02079K107
MPC	MARATHON PETE CORP	635,102	$31.98M	4.9%	—	—	COM	56585A102
—	GULFPORT ENERGY CORP	1,337,928	$28.95M	4.5%	—	—	COM NEW	402635304
AR	ANTERO RES CORP	1,167,664	$27.61M	4.2%	—	—	COM	03674X106
DAL	DELTA AIR LINES INC DEL	457,439	$22.5M	3.5%	—	—	COM NEW	247361702
PPG	PPG INDS INC	220,884	$20.93M	3.2%	—	—	COM	693506107
DXJ	WISDOMTREE TR	422,000	$20.91M	3.2%	—	—	JAPN HEDGE EQT	97717W851
GS	GOLDMAN SACHS GROUP INC	87,273	$20.9M	3.2%	—	—	COM	38141G104
LYB	LYONDELLBASELL INDUSTRIES N	239,300	$20.53M	3.2%	—	—	SHS - A -	N53745100
STWD	STARWOOD PPTY TR INC	934,316	$20.51M	3.2%	—	—	COM	85571B105
AL	AIR LEASE CORP	580,629	$19.93M	3.1%	—	—	CL A	00912X302
—	ARCH COAL INC	254,100	$19.83M	3.1%	—	—	CL A	039380407
—	FAIRMOUNT SANTROL HLDGS INC	1,680,688	$19.82M	3.0%	—	—	COM	30555Q108
UAL	UNITED CONTL HLDGS INC	257,135	$18.74M	2.9%	—	—	COM	910047109
—	AETNA INC NEW	149,700	$18.56M	2.9%	—	—	COM	00817Y108
—	COLONY CAP INC	906,032	$18.35M	2.8%	—	—	CL A	19624R106
—	MONSANTO CO NEW	142,300	$14.97M	2.3%	—	—	COM	61166W101
—	BAKER HUGHES INC	217,000	$14.1M	2.2%	—	—	COM	057224107
—	NORTHSTAR ASSET MGMT GROUP I	891,280	$13.3M	2.0%	—	—	COM	66705Y104
TBT	PROSHARES TR	320,000	$13.06M	2.0%	—	—	PSHS ULTSH 20YRS	74347B201
—	NAVISTAR INTL CORP NEW	12,000,000	$11.89M	1.8%	—	—	NOTE 4.500%10/1	63934EAQ1
LNG	CHENIERE ENERGY INC	258,000	$10.69M	1.6%	—	—	COM NEW	16411R208
RDN	RADIAN GROUP INC	580,792	$10.44M	1.6%	—	—	COM	750236101
—	RICE ENERGY INC	424,000	$9.052M	1.4%	—	—	COM	762760106
—	HESS CORP	145,000	$9.032M	1.4%	—	—	COM	42809H107
KMI	KINDER MORGAN INC DEL	321,000	$6.648M	1.0%	—	—	COM	49456B101
—	VALIDUS HOLDINGS LTD	120,000	$6.601M	1.0%	—	—	COM SHS	G9319H102
—	NORTHSTAR RLTY FIN CORP	433,939	$6.574M	1.0%	—	—	COM	66704R803
—	DELL TECHNOLOGIES INC	114,000	$6.267M	1.0%	—	—	COM CL V	24703L103
—	COMPUTER SCIENCES CORP	103,080	$6.125M	0.9%	—	—	COM	205363104
—	CIT GROUP INC	133,000	$5.676M	0.9%	—	—	COM NEW	125581801
—	B/E AEROSPACE INC	88,221	$5.31M	0.8%	—	—	COM	073302101
RRC	RANGE RES CORP	148,904	$5.116M	0.8%	—	—	COM	75281A109
MU	MICRON TECHNOLOGY INC	231,000	$5.064M	0.8%	—	—	COM	595112103
—	NEWFIELD EXPL CO	87,842	$3.558M	0.5%	—	—	COM	651290108
—	TEEKAY OFFSHORE PARTNERS L P	617,034	$3.122M	0.5%	—	—	PARTNERSHIP UN	Y8565J101
—	YAHOO INC	70,000	$2.707M	0.4%	—	—	COM	984332106
ADNT	ADIENT PLC	46,000	$2.696M	0.4%	—	—	ORD SHS	G0084W101
—	CENTENNIAL RESOURCE DEV INC	235,336	$1.987M	0.3%	—	—	*W EXP 02/23/202	15136A110
PTEN	PATTERSON UTI ENERGY INC	60,000	$1.615M	0.2%	—	—	COM	703481101
—	CHENIERE ENERGY PTNRS LP HLD	61,000	$1.365M	0.2%	—	—	COM REP LLC IN	16411W108
ADSK	AUTODESK INC	10,000	$740K	0.1%	—	—	COM	052769106
MBI	MBIA INC	54,843	$587K	0.1%	—	—	COM	55262C100
GNW	GENWORTH FINL INC	105,900	$403K	0.1%	—	—	COM CL A	37247D106
—	COBALT INTL ENERGY INC	1,000,000	$398K	0.1%	—	—	NOTE 2.625%12/0	19075FAA4
—	HOUGHTON MIFFLIN HARCOURT CO	10,000	$109K	0.0%	—	—	COM	44157R109