COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 15, 2017

Total Value ($000): $615,493 (98.0% shares, 2.0% debt)

Holdings (40)

GLD SPDR GOLD TRUST 11.7%

Value ($000) $71,719 Shares 604,100 Est. Cost $119.41 Unrealized —

— PARSLEY ENERGY INC 6.9%

Value ($000) $42,764 Shares 1,315,400 Est. Cost $30.74 Unrealized —

GOOG ALPHABET INC 5.9%

Value ($000) $36,420 Shares 43,903 Est. Cost $35.60 Unrealized +14.3%

MPC MARATHON PETE CORP 5.7%

Value ($000) $35,232 Shares 697,102 Est. Cost $31.66 Unrealized +19.5%

AR ANTERO RES CORP 5.6%

Value ($000) $34,401 Shares 1,508,164 Est. Cost $26.28 Unrealized -6.8%

— COLONY NORTHSTAR INC 4.7%

Value ($000) $28,656 Shares 2,219,662 Est. Cost $12.91 Unrealized —

— ARCH COAL INC 4.6%

Value ($000) $28,125 Shares 407,959 Est. Cost $74.62 Unrealized —

— FAIRMOUNT SANTROL HLDGS INC 4.2%

Value ($000) $26,083 Shares 3,558,386 Est. Cost $9.44 Unrealized —

AL AIR LEASE CORP 3.8%

Value ($000) $23,119 Shares 596,629 Est. Cost $25.16 Unrealized +29.1%

DXJ WISDOMTREE TR 3.6%

Value ($000) $22,374 Shares 442,000 Est. Cost $45.66 Unrealized —

STWD STARWOOD PPTY TR INC 3.4%

Value ($000) $21,097 Shares 934,316 Est. Cost $21.93 Unrealized —

— RICE ENERGY INC 3.2%

Value ($000) $19,813 Shares 836,000 Est. Cost $22.51 Unrealized —

AER AERCAP HOLDINGS NV 2.9%

Value ($000) $18,066 Shares 393,000 Est. Cost $44.08 Unrealized 0.0%

— YAHOO INC 2.7%

Value ($000) $16,489 Shares 355,300 Est. Cost $44.88 Unrealized —

DAL DELTA AIR LINES INC DEL 2.6%

Value ($000) $15,918 Shares 346,339 Est. Cost $31.22 Unrealized +40.8%

— AETNA INC NEW 2.6%

Value ($000) $15,739 Shares 123,393 Est. Cost $124.01 Unrealized —

— NEWFIELD EXPL CO 2.4%

Value ($000) $14,920 Shares 404,220 Est. Cost $37.69 Unrealized —

TBT PROSHARES TR 2.3%

Value ($000) $14,087 Shares 360,000 Est. Cost $32.44 Unrealized —

MU MICRON TECHNOLOGY INC 2.0%

Value ($000) $12,427 Shares 430,000 Est. Cost $20.87 Unrealized +14.2%

— NAVISTAR INTL CORP NEW 1.9%

Value ($000) $11,775 Shares 12,000,000 Est. Cost $0.85 Unrealized —

KMI KINDER MORGAN INC DEL 1.7%

Value ($000) $10,761 Shares 495,000 Est. Cost $13.29 Unrealized +2.5%

— MONSANTO CO NEW 1.7%

Value ($000) $10,675 Shares 94,300 Est. Cost $102.20 Unrealized —

GS GOLDMAN SACHS GROUP INC 1.6%

Value ($000) $9,803 Shares 42,673 Est. Cost $131.03 Unrealized +52.7%

— GULFPORT ENERGY CORP 1.6%

Value ($000) $9,677 Shares 562,928 Est. Cost $29.03 Unrealized —

CAR AVIS BUDGET GROUP 1.2%

Value ($000) $7,602 Shares 257,000 Est. Cost $32.98 Unrealized 0.0%

— DELL TECHNOLOGIES INC 1.2%

Value ($000) $7,305 Shares 114,000 Est. Cost $54.97 Unrealized —

ADNT ADIENT PLC 1.1%

Value ($000) $6,857 Shares 94,354 Est. Cost $57.49 Unrealized +11.6%

— VALIDUS HOLDINGS LTD 1.1%

Value ($000) $6,767 Shares 120,000 Est. Cost $55.01 Unrealized —

— BAKER HUGHES INC 1.1%

Value ($000) $6,556 Shares 109,600 Est. Cost $64.97 Unrealized —

— KEANE GROUP INC 0.9%

Value ($000) $5,520 Shares 386,000 Est. Cost $14.30 Unrealized —

— COMPUTER SCIENCES CORP 0.7%

Value ($000) $4,239 Shares 61,421 Est. Cost $50.73 Unrealized —

PBF PBF ENERGY INC 0.7%

Value ($000) $4,079 Shares 184,000 Est. Cost $23.44 Unrealized 0.0%

COP CONOCOPHILLIPS 0.5%

Value ($000) $3,341 Shares 67,000 Est. Cost $36.57 Unrealized 0.0%

— SILVER RUN ACQUISITION 0.4%

Value ($000) $2,649 Shares 254,000 Est. Cost $10.43 Unrealized —

PTEN PATTERSON UTI ENERGY INC 0.4%

Value ($000) $2,409 Shares 99,271 Est. Cost $22.39 Unrealized +20.4%

CF CF INDS HLDGS INC 0.3%

Value ($000) $2,143 Shares 73,000 Est. Cost $25.79 Unrealized 0.0%

GPK GRAPHIC PACKAGING HLDG CO 0.3%

Value ($000) $2,111 Shares 164,000 Est. Cost $13.00 Unrealized 0.0%

ADSK AUTODESK INC 0.3%

Value ($000) $1,989 Shares 23,000 Est. Cost $79.31 Unrealized +5.5%

GNW GENWORTH FINL INC 0.2%

Value ($000) $1,461 Shares 354,711 Est. Cost $4.02 Unrealized -4.1%

— COBALT INTL ENERGY INC 0.1%

Value ($000) $325 Shares 1,000,000 Est. Cost $0.51 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	604,100	$71,719	11.7%	$119.41	—	GOLD SHS	78463V107
—	PARSLEY ENERGY INC	1,315,400	$42,764	6.9%	$30.74	—	CL A	701877102
GOOG	ALPHABET INC	43,903	$36,420	5.9%	$35.60	+14.3%	CAP STK CL C	02079K107
MPC	MARATHON PETE CORP	697,102	$35,232	5.7%	$31.66	+19.5%	COM	56585A102
AR	ANTERO RES CORP	1,508,164	$34,401	5.6%	$26.28	-6.8%	COM	03674X106
—	COLONY NORTHSTAR INC	2,219,662	$28,656	4.7%	$12.91	—	COM	19625W104
—	ARCH COAL INC	407,959	$28,125	4.6%	$74.62	—	CL A	039380407
—	FAIRMOUNT SANTROL HLDGS INC	3,558,386	$26,083	4.2%	$9.44	—	COM	30555Q108
AL	AIR LEASE CORP	596,629	$23,119	3.8%	$25.16	+29.1%	CL A	00912X302
DXJ	WISDOMTREE TR	442,000	$22,374	3.6%	$45.66	—	JAPN HEDGE EQT	97717W851
STWD	STARWOOD PPTY TR INC	934,316	$21,097	3.4%	$21.93	—	COM	85571B105
—	RICE ENERGY INC	836,000	$19,813	3.2%	$22.51	—	COM	762760106
AER	AERCAP HOLDINGS NV	393,000	$18,066	2.9%	$44.08	0.0%	SHS	N00985106
—	YAHOO INC	355,300	$16,489	2.7%	$44.88	—	COM	984332106
DAL	DELTA AIR LINES INC DEL	346,339	$15,918	2.6%	$31.22	+40.8%	COM NEW	247361702
—	AETNA INC NEW	123,393	$15,739	2.6%	$124.01	—	COM	00817Y108
—	NEWFIELD EXPL CO	404,220	$14,920	2.4%	$37.69	—	COM	651290108
TBT	PROSHARES TR	360,000	$14,087	2.3%	$32.44	—	PSHS ULTSH 20YRS	74347B201
MU	MICRON TECHNOLOGY INC	430,000	$12,427	2.0%	$20.87	+14.2%	COM	595112103
—	NAVISTAR INTL CORP NEW	12,000,000	$11,775	1.9%	$0.85	—	NOTE 4.500%10/1	63934EAQ1
KMI	KINDER MORGAN INC DEL	495,000	$10,761	1.7%	$13.29	+2.5%	COM	49456B101
—	MONSANTO CO NEW	94,300	$10,675	1.7%	$102.20	—	COM	61166W101
GS	GOLDMAN SACHS GROUP INC	42,673	$9,803	1.6%	$131.03	+52.7%	COM	38141G104
—	GULFPORT ENERGY CORP	562,928	$9,677	1.6%	$29.03	—	COM NEW	402635304
CAR	AVIS BUDGET GROUP	257,000	$7,602	1.2%	$32.98	0.0%	COM	053774105
—	DELL TECHNOLOGIES INC	114,000	$7,305	1.2%	$54.97	—	COM CL V	24703L103
ADNT	ADIENT PLC	94,354	$6,857	1.1%	$57.49	+11.6%	ORD SHS	G0084W101
—	VALIDUS HOLDINGS LTD	120,000	$6,767	1.1%	$55.01	—	COM SHS	G9319H102
—	BAKER HUGHES INC	109,600	$6,556	1.1%	$64.97	—	COM	057224107
—	KEANE GROUP INC	386,000	$5,520	0.9%	$14.30	—	COM	48669A108
—	COMPUTER SCIENCES CORP	61,421	$4,239	0.7%	$50.73	—	COM	205363104
PBF	PBF ENERGY INC	184,000	$4,079	0.7%	$23.44	0.0%	CL A	69318G106
COP	CONOCOPHILLIPS	67,000	$3,341	0.5%	$36.57	0.0%	COM	20825C104
—	SILVER RUN ACQUISITION	254,000	$2,649	0.4%	$10.43	—	UNIT 99/99/9999	82812A202
PTEN	PATTERSON UTI ENERGY INC	99,271	$2,409	0.4%	$22.39	+20.4%	COM	703481101
CF	CF INDS HLDGS INC	73,000	$2,143	0.3%	$25.79	0.0%	COM	125269100
GPK	GRAPHIC PACKAGING HLDG CO	164,000	$2,111	0.3%	$13.00	0.0%	COM	388689101
ADSK	AUTODESK INC	23,000	$1,989	0.3%	$79.31	+5.5%	COM	052769106
GNW	GENWORTH FINL INC	354,711	$1,461	0.2%	$4.02	-4.1%	COM CL A	37247D106
—	COBALT INTL ENERGY INC	1,000,000	$325	0.1%	$0.51	—	NOTE 2.625%12/0	19075FAA4