COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 11, 2017

Total Value ($000): $619,107 (97.9% shares, 2.1% debt)

Holdings (44)

GLD SPDR GOLD TRUST 11.5%

Value ($000) $71,296 Shares 604,100 Est. Cost $119.41 Unrealized —

— RICE ENERGY INC 6.7%

Value ($000) $41,434 Shares 1,555,933 Est. Cost $24.41 Unrealized —

DAL DELTA AIR LINES INC DEL 6.1%

Value ($000) $37,782 Shares 703,058 Est. Cost $37.87 Unrealized +17.0%

— PARSLEY ENERGY INC 5.5%

Value ($000) $34,053 Shares 1,227,123 Est. Cost $30.74 Unrealized —

— COLONY NORTHSTAR INC 5.2%

Value ($000) $31,913 Shares 2,264,962 Est. Cost $12.93 Unrealized —

AR ANTERO RES CORP 5.1%

Value ($000) $31,295 Shares 1,448,164 Est. Cost $26.28 Unrealized -18.3%

GOOG ALPHABET INC 5.0%

Value ($000) $31,081 Shares 34,203 Est. Cost $35.60 Unrealized +27.6%

— ARCH COAL INC 4.9%

Value ($000) $30,120 Shares 440,992 Est. Cost $74.14 Unrealized —

AL AIR LEASE CORP 4.7%

Value ($000) $28,828 Shares 771,629 Est. Cost $26.78 Unrealized +20.6%

DXJ WISDOMTREE TR 4.2%

Value ($000) $26,104 Shares 502,000 Est. Cost $46.42 Unrealized —

AA ALCOA CORP 3.6%

Value ($000) $22,075 Shares 676,100 Est. Cost $30.99 Unrealized 0.0%

— NEWFIELD EXPL CO 3.5%

Value ($000) $21,904 Shares 769,648 Est. Cost $33.31 Unrealized —

AER AERCAP HOLDINGS NV 3.5%

Value ($000) $21,590 Shares 465,000 Est. Cost $44.13 Unrealized +0.6%

MU MICRON TECHNOLOGY INC 3.4%

Value ($000) $21,171 Shares 709,000 Est. Cost $23.90 Unrealized +19.5%

STWD STARWOOD PPTY TR INC 3.4%

Value ($000) $20,919 Shares 934,316 Est. Cost $21.93 Unrealized —

MPC MARATHON PETE CORP 2.8%

Value ($000) $17,127 Shares 327,297 Est. Cost $31.66 Unrealized +24.8%

TBT PROSHARES TR 2.3%

Value ($000) $14,348 Shares 400,000 Est. Cost $32.78 Unrealized —

— NAVISTAR INTL CORP NEW 1.9%

Value ($000) $12,023 Shares 12,000,000 Est. Cost $0.85 Unrealized —

GS GOLDMAN SACHS GROUP INC 1.9%

Value ($000) $11,622 Shares 52,373 Est. Cost $140.95 Unrealized +31.0%

KMI KINDER MORGAN INC DEL 1.7%

Value ($000) $10,621 Shares 554,322 Est. Cost $13.20 Unrealized -5.5%

— MONSANTO CO NEW 1.6%

Value ($000) $9,978 Shares 84,300 Est. Cost $102.20 Unrealized —

PTEN PATTERSON UTI ENERGY INC 1.2%

Value ($000) $7,228 Shares 358,000 Est. Cost $21.95 Unrealized -0.8%

— CIT GROUP INC 1.0%

Value ($000) $5,990 Shares 123,000 Est. Cost $48.70 Unrealized —

DXC DXC TECHNOLOGY CO 1.0%

Value ($000) $5,884 Shares 76,698 Est. Cost $62.87 Unrealized 0.0%

— FAIRMOUNT SANTROL HLDGS INC 0.9%

Value ($000) $5,821 Shares 1,492,620 Est. Cost $9.44 Unrealized —

AAL AMERICAN AIRLS GROUP INC 0.9%

Value ($000) $5,586 Shares 111,000 Est. Cost $45.08 Unrealized 0.0%

HUN HUNTSMAN CORP 0.9%

Value ($000) $5,581 Shares 216,000 Est. Cost $24.77 Unrealized 0.0%

— TESORO CORP 0.7%

Value ($000) $4,118 Shares 44,000 Est. Cost $93.59 Unrealized —

ORCL ORACLE CORP 0.6%

Value ($000) $3,811 Shares 76,000 Est. Cost $40.10 Unrealized 0.0%

LYB LYONDELLBASELL INDUSTRIES N 0.6%

Value ($000) $3,778 Shares 44,765 Est. Cost $49.80 Unrealized 0.0%

FPH FIVE POINT HOLDINGS LLC 0.6%

Value ($000) $3,657 Shares 247,767 Est. Cost $15.23 Unrealized 0.0%

ALB ALBEMARLE CORP 0.5%

Value ($000) $3,166 Shares 30,000 Est. Cost $96.69 Unrealized 0.0%

— SILVER RUN ACQUISITION 0.4%

Value ($000) $2,713 Shares 254,000 Est. Cost $10.43 Unrealized —

— ILG INC 0.4%

Value ($000) $2,419 Shares 88,000 Est. Cost $27.49 Unrealized —

— HD SUPPLY HLDGS INC 0.4%

Value ($000) $2,267 Shares 74,000 Est. Cost $30.64 Unrealized —

— E TRADE FINANCIAL CORP 0.4%

Value ($000) $2,244 Shares 59,000 Est. Cost $38.03 Unrealized —

FMC F M C CORP 0.3%

Value ($000) $1,826 Shares 25,000 Est. Cost $52.10 Unrealized 0.0%

— AGRIUM INC 0.3%

Value ($000) $1,810 Shares 20,000 Est. Cost $90.50 Unrealized —

RITM NEW RESIDENTIAL INVT CORP 0.2%

Value ($000) $1,338 Shares 86,000 Est. Cost $15.56 Unrealized —

— COMSTOCK RES INC 0.1%

Value ($000) $780 Shares 1,000,000 Est. Cost $0.78 Unrealized —

CAR AVIS BUDGET GROUP 0.1%

Value ($000) $709 Shares 26,000 Est. Cost $32.98 Unrealized -25.8%

GNW GENWORTH FINL INC 0.1%

Value ($000) $479 Shares 127,028 Est. Cost $4.02 Unrealized -5.6%

— CARRIZO OIL & GAS INC 0.1%

Value ($000) $348 Shares 20,000 Est. Cost $17.40 Unrealized —

— COBALT INTL ENERGY INC 0.0%

Value ($000) $270 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	$71,296	11.5%	$119.41	—	GOLD SHS	78463V107
—	RICE ENERGY INC	1,555,933	$41,434	6.7%	$24.41	—	COM	762760106
DAL	DELTA AIR LINES INC DEL	703,058	$37,782	6.1%	$37.87	+17.0%	COM NEW	247361702
—	PARSLEY ENERGY INC	1,227,123	$34,053	5.5%	$30.74	—	CL A	701877102
—	COLONY NORTHSTAR INC	2,264,962	$31,913	5.2%	$12.93	—	CL A COM	19625W104
AR	ANTERO RES CORP	1,448,164	$31,295	5.1%	$26.28	-18.3%	COM	03674X106
GOOG	ALPHABET INC	34,203	$31,081	5.0%	$35.60	+27.6%	CAP STK CL C	02079K107
—	ARCH COAL INC	440,992	$30,120	4.9%	$74.14	—	CL A	039380407
AL	AIR LEASE CORP	771,629	$28,828	4.7%	$26.78	+20.6%	CL A	00912X302
DXJ	WISDOMTREE TR	502,000	$26,104	4.2%	$46.42	—	JAPN HEDGE EQT	97717W851
AA	ALCOA CORP	676,100	$22,075	3.6%	$30.99	0.0%	COM	013872106
—	NEWFIELD EXPL CO	769,648	$21,904	3.5%	$33.31	—	COM	651290108
AER	AERCAP HOLDINGS NV	465,000	$21,590	3.5%	$44.13	+0.6%	SHS	N00985106
MU	MICRON TECHNOLOGY INC	709,000	$21,171	3.4%	$23.90	+19.5%	COM	595112103
STWD	STARWOOD PPTY TR INC	934,316	$20,919	3.4%	$21.93	—	COM	85571B105
MPC	MARATHON PETE CORP	327,297	$17,127	2.8%	$31.66	+24.8%	COM	56585A102
TBT	PROSHARES TR	400,000	$14,348	2.3%	$32.78	—	PSHS ULTSH 20YRS	74347B201
—	NAVISTAR INTL CORP NEW	12,000,000	$12,023	1.9%	$0.85	—	NOTE 4.500%10/1	63934EAQ1
GS	GOLDMAN SACHS GROUP INC	52,373	$11,622	1.9%	$140.95	+31.0%	COM	38141G104
KMI	KINDER MORGAN INC DEL	554,322	$10,621	1.7%	$13.20	-5.5%	COM	49456B101
—	MONSANTO CO NEW	84,300	$9,978	1.6%	$102.20	—	COM	61166W101
PTEN	PATTERSON UTI ENERGY INC	358,000	$7,228	1.2%	$21.95	-0.8%	COM	703481101
—	CIT GROUP INC	123,000	$5,990	1.0%	$48.70	—	COM NEW	125581801
DXC	DXC TECHNOLOGY CO	76,698	$5,884	1.0%	$62.87	0.0%	COM	23355L106
—	FAIRMOUNT SANTROL HLDGS INC	1,492,620	$5,821	0.9%	$9.44	—	COM	30555Q108
AAL	AMERICAN AIRLS GROUP INC	111,000	$5,586	0.9%	$45.08	0.0%	COM	02376R102
HUN	HUNTSMAN CORP	216,000	$5,581	0.9%	$24.77	0.0%	COM	447011107
—	TESORO CORP	44,000	$4,118	0.7%	$93.59	—	COM	881609101
ORCL	ORACLE CORP	76,000	$3,811	0.6%	$40.10	0.0%	COM	68389X105
LYB	LYONDELLBASELL INDUSTRIES N	44,765	$3,778	0.6%	$49.80	0.0%	SHS - A -	N53745100
FPH	FIVE POINT HOLDINGS LLC	247,767	$3,657	0.6%	$15.23	0.0%	COM CL A	33833Q106
ALB	ALBEMARLE CORP	30,000	$3,166	0.5%	$96.69	0.0%	COM	012653101
—	SILVER RUN ACQUISITION	254,000	$2,713	0.4%	$10.43	—	UNIT 99/99/9999	82812A202
—	ILG INC	88,000	$2,419	0.4%	$27.49	—	COM	44967H101
—	HD SUPPLY HLDGS INC	74,000	$2,267	0.4%	$30.64	—	COM	40416M105
—	E TRADE FINANCIAL CORP	59,000	$2,244	0.4%	$38.03	—	COM NEW	269246401
FMC	F M C CORP	25,000	$1,826	0.3%	$52.10	0.0%	COM NEW	302491303
—	AGRIUM INC	20,000	$1,810	0.3%	$90.50	—	COM	008916108
RITM	NEW RESIDENTIAL INVT CORP	86,000	$1,338	0.2%	$15.56	—	COM NEW	64828T201
—	COMSTOCK RES INC	1,000,000	$780	0.1%	$0.78	—	NOTE 7.750% 4/0	205768AM6
CAR	AVIS BUDGET GROUP	26,000	$709	0.1%	$32.98	-25.8%	COM	053774105
GNW	GENWORTH FINL INC	127,028	$479	0.1%	$4.02	-5.6%	COM CL A	37247D106
—	CARRIZO OIL & GAS INC	20,000	$348	0.1%	$17.40	—	COM	144577103
—	COBALT INTL ENERGY INC	1,000,000	$270	0.0%	$0.51	—	NOTE 2.625%12/0	19075FAA4