COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

Location: Short Hills, NJ

CIK: 0001086762 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 14, 2018

Total Value: $649M (100.0% shares, 0.0% debt)

Holdings (50)

GLD SPDR GOLD TRUST 7.1%

Value $46.26M Shares 374,100 Est. Cost — Unrealized —

CAR AVIS BUDGET GROUP 5.3%

Value $34.63M Shares 789,101 Est. Cost — Unrealized —

AMAT APPLIED MATLS INC 5.1%

Value $32.87M Shares 643,000 Est. Cost — Unrealized —

PTEN PATTERSON UTI ENERGY INC 5.0%

Value $32.37M Shares 1,406,573 Est. Cost — Unrealized —

AER AERCAP HOLDINGS NV 4.7%

Value $30.78M Shares 585,138 Est. Cost — Unrealized —

EQT EQT CORP 4.7%

Value $30.77M Shares 540,635 Est. Cost — Unrealized —

DXJ WISDOMTREE TR 4.6%

Value $29.78M Shares 502,000 Est. Cost — Unrealized —

AA ALCOA CORP 4.0%

Value $25.76M Shares 478,206 Est. Cost — Unrealized —

BTU PEABODY ENERGY CORP NEW 3.4%

Value $22.3M Shares 566,481 Est. Cost — Unrealized —

C CITIGROUP INC 3.4%

Value $22.25M Shares 299,000 Est. Cost — Unrealized —

GOOG ALPHABET INC 3.1%

Value $20.09M Shares 19,200 Est. Cost — Unrealized —

— DOWDUPONT INC 3.1%

Value $20.08M Shares 282,000 Est. Cost — Unrealized —

STWD STARWOOD PPTY TR INC 3.1%

Value $19.95M Shares 934,316 Est. Cost — Unrealized —

AL AIR LEASE CORP 2.5%

Value $16.04M Shares 333,567 Est. Cost — Unrealized —

MU MICRON TECHNOLOGY INC 2.5%

Value $15.96M Shares 388,045 Est. Cost — Unrealized —

TBT PROSHARES TR 2.3%

Value $15.2M Shares 450,000 Est. Cost — Unrealized —

LEN LENNAR CORP 2.3%

Value $14.79M Shares 233,947 Est. Cost — Unrealized —

— WPX ENERGY INC 2.2%

Value $14.4M Shares 1,023,302 Est. Cost — Unrealized —

KMI KINDER MORGAN INC DEL 2.0%

Value $12.65M Shares 700,322 Est. Cost — Unrealized —

— SINCLAIR BROADCAST GROUP INC 1.9%

Value $12.4M Shares 327,500 Est. Cost — Unrealized —

ALK ALASKA AIR GROUP INC 1.8%

Value $11.62M Shares 158,100 Est. Cost — Unrealized —

— ANADARKO PETE CORP 1.8%

Value $11.48M Shares 214,000 Est. Cost — Unrealized —

UAL UNITED CONTL HLDGS INC 1.8%

Value $11.37M Shares 168,700 Est. Cost — Unrealized —

— SILVER RUN ACQUISITION 1.7%

Value $11.23M Shares 1,132,961 Est. Cost — Unrealized —

— UNITED TECHNOLOGIES CORP 1.7%

Value $10.84M Shares 85,000 Est. Cost — Unrealized —

NXST NEXSTAR MEDIA GROUP INC 1.5%

Value $9.517M Shares 121,700 Est. Cost — Unrealized —

PBF PBF ENERGY INC 1.3%

Value $8.577M Shares 241,941 Est. Cost — Unrealized —

— CONSTELLIUM NV 1.2%

Value $8.099M Shares 726,382 Est. Cost — Unrealized —

NRG NRG ENERGY INC 1.1%

Value $7.348M Shares 258,000 Est. Cost — Unrealized —

FPH FIVE POINT HOLDINGS LLC 1.1%

Value $7.24M Shares 513,502 Est. Cost — Unrealized —

— ARCH COAL INC 1.1%

Value $7.208M Shares 77,376 Est. Cost — Unrealized —

— ANDEAVOR 1.0%

Value $6.369M Shares 55,706 Est. Cost — Unrealized —

— AETNA INC NEW 1.0%

Value $6.314M Shares 35,000 Est. Cost — Unrealized —

— BROADCOM LTD 1.0%

Value $6.268M Shares 24,400 Est. Cost — Unrealized —

— LAM RESEARCH CORP 0.9%

Value $5.982M Shares 32,500 Est. Cost — Unrealized —

RRC RANGE RES CORP 0.9%

Value $5.981M Shares 350,600 Est. Cost — Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.9%

Value $5.822M Shares 109,987 Est. Cost — Unrealized —

GLNG GOLAR LNG LTD BERMUDA 0.9%

Value $5.754M Shares 193,036 Est. Cost — Unrealized —

TRN TRINITY INDS INC 0.7%

Value $4.57M Shares 122,000 Est. Cost — Unrealized —

— SILVER RUN ACQUISITION 0.7%

Value $4.268M Shares 408,000 Est. Cost — Unrealized —

AR ANTERO RES CORP 0.6%

Value $3.668M Shares 193,027 Est. Cost — Unrealized —

— TRONOX LTD 0.6%

Value $3.647M Shares 177,800 Est. Cost — Unrealized —

GS GOLDMAN SACHS GROUP INC 0.5%

Value $3.134M Shares 12,300 Est. Cost — Unrealized —

— COLONY NORTHSTAR INC 0.5%

Value $3.023M Shares 264,984 Est. Cost — Unrealized —

GPI GROUP 1 AUTOMOTIVE INC 0.4%

Value $2.839M Shares 40,000 Est. Cost — Unrealized —

XPO XPO LOGISTICS INC 0.4%

Value $2.679M Shares 29,246 Est. Cost — Unrealized —

RITM NEW RESIDENTIAL INVT CORP 0.3%

Value $2.127M Shares 118,961 Est. Cost — Unrealized —

— FIRST DATA CORP NEW 0.2%

Value $1.136M Shares 68,000 Est. Cost — Unrealized —

— COMSTOCK RESOURCES INC 0.1%

Value $961K Shares 1,038,750 Est. Cost — Unrealized —

LKQ LKQ CORP 0.1%

Value $407K Shares 10,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	374,100	$46.26M	7.1%	—	—	GOLD SHS	78463V107
CAR	AVIS BUDGET GROUP	789,101	$34.63M	5.3%	—	—	COM	053774105
AMAT	APPLIED MATLS INC	643,000	$32.87M	5.1%	—	—	COM	038222105
PTEN	PATTERSON UTI ENERGY INC	1,406,573	$32.37M	5.0%	—	—	COM	703481101
AER	AERCAP HOLDINGS NV	585,138	$30.78M	4.7%	—	—	SHS	N00985106
EQT	EQT CORP	540,635	$30.77M	4.7%	—	—	COM	26884L109
DXJ	WISDOMTREE TR	502,000	$29.78M	4.6%	—	—	JAPN HEDGE EQT	97717W851
AA	ALCOA CORP	478,206	$25.76M	4.0%	—	—	COM	013872106
BTU	PEABODY ENERGY CORP NEW	566,481	$22.3M	3.4%	—	—	COM	704551100
C	CITIGROUP INC	299,000	$22.25M	3.4%	—	—	COM NEW	172967424
GOOG	ALPHABET INC	19,200	$20.09M	3.1%	—	—	CAP STK CL C	02079K107
—	DOWDUPONT INC	282,000	$20.08M	3.1%	—	—	COM	26078J100
STWD	STARWOOD PPTY TR INC	934,316	$19.95M	3.1%	—	—	COM	85571B105
AL	AIR LEASE CORP	333,567	$16.04M	2.5%	—	—	CL A	00912X302
MU	MICRON TECHNOLOGY INC	388,045	$15.96M	2.5%	—	—	COM	595112103
TBT	PROSHARES TR	450,000	$15.2M	2.3%	—	—	PSHS ULTSH 20YRS	74347B201
LEN	LENNAR CORP	233,947	$14.79M	2.3%	—	—	CL A	526057104
—	WPX ENERGY INC	1,023,302	$14.4M	2.2%	—	—	COM	98212B103
KMI	KINDER MORGAN INC DEL	700,322	$12.65M	2.0%	—	—	COM	49456B101
—	SINCLAIR BROADCAST GROUP INC	327,500	$12.4M	1.9%	—	—	CL A	829226109
ALK	ALASKA AIR GROUP INC	158,100	$11.62M	1.8%	—	—	COM	011659109
—	ANADARKO PETE CORP	214,000	$11.48M	1.8%	—	—	COM	032511107
UAL	UNITED CONTL HLDGS INC	168,700	$11.37M	1.8%	—	—	COM	910047109
—	SILVER RUN ACQUISITION	1,132,961	$11.23M	1.7%	—	—	COM CL A	82812A103
—	UNITED TECHNOLOGIES CORP	85,000	$10.84M	1.7%	—	—	COM	913017109
NXST	NEXSTAR MEDIA GROUP INC	121,700	$9.517M	1.5%	—	—	CL A	65336K103
PBF	PBF ENERGY INC	241,941	$8.577M	1.3%	—	—	CL A	69318G106
—	CONSTELLIUM NV	726,382	$8.099M	1.2%	—	—	CL A	N22035104
NRG	NRG ENERGY INC	258,000	$7.348M	1.1%	—	—	COM NEW	629377508
FPH	FIVE POINT HOLDINGS LLC	513,502	$7.24M	1.1%	—	—	COM CL A	33833Q106
—	ARCH COAL INC	77,376	$7.208M	1.1%	—	—	CL A	039380407
—	ANDEAVOR	55,706	$6.369M	1.0%	—	—	COM	03349M105
—	AETNA INC NEW	35,000	$6.314M	1.0%	—	—	COM	00817Y108
—	BROADCOM LTD	24,400	$6.268M	1.0%	—	—	SHS	Y09827109
—	LAM RESEARCH CORP	32,500	$5.982M	0.9%	—	—	COM	512807108
RRC	RANGE RES CORP	350,600	$5.981M	0.9%	—	—	COM	75281A109
VZ	VERIZON COMMUNICATIONS INC	109,987	$5.822M	0.9%	—	—	COM	92343V104
GLNG	GOLAR LNG LTD BERMUDA	193,036	$5.754M	0.9%	—	—	SHS	G9456A100
TRN	TRINITY INDS INC	122,000	$4.57M	0.7%	—	—	COM	896522109
—	SILVER RUN ACQUISITION	408,000	$4.268M	0.7%	—	—	UNIT 99/99/9999	82812A202
AR	ANTERO RES CORP	193,027	$3.668M	0.6%	—	—	COM	03674X106
—	TRONOX LTD	177,800	$3.647M	0.6%	—	—	SHS CL A	Q9235V101
GS	GOLDMAN SACHS GROUP INC	12,300	$3.134M	0.5%	—	—	COM	38141G104
—	COLONY NORTHSTAR INC	264,984	$3.023M	0.5%	—	—	CL A COM	19625W104
GPI	GROUP 1 AUTOMOTIVE INC	40,000	$2.839M	0.4%	—	—	COM	398905109
XPO	XPO LOGISTICS INC	29,246	$2.679M	0.4%	—	—	COM	983793100
RITM	NEW RESIDENTIAL INVT CORP	118,961	$2.127M	0.3%	—	—	COM NEW	64828T201
—	FIRST DATA CORP NEW	68,000	$1.136M	0.2%	—	—	COM CL A	32008D106
—	COMSTOCK RESOURCES INC	1,038,750	$961K	0.1%	—	—	NOTE 7.750% 4/0	205768AM6
LKQ	LKQ CORP	10,000	$407K	0.1%	—	—	COM	501889208