COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 14, 2018

Total Value ($000): $648,816 (100.0% shares, 0.0% debt)

Holdings (50)

GLD SPDR GOLD TRUST 7.1%
Value ($000) $46,257 Shares 374,100 Est. Cost $119.41 Unrealized
CAR AVIS BUDGET GROUP 5.3%
Value ($000) $34,626 Shares 789,101 Est. Cost $31.98 Unrealized +18.2%
AMAT APPLIED MATLS INC 5.1%
Value ($000) $32,870 Shares 643,000 Est. Cost $48.20 Unrealized +2.5%
PTEN PATTERSON UTI ENERGY INC 5.0%
Value ($000) $32,365 Shares 1,406,573 Est. Cost $19.74 Unrealized +5.0%
AER AERCAP HOLDINGS NV 4.7%
Value ($000) $30,784 Shares 585,138 Est. Cost $46.46 Unrealized +10.3%
EQT EQT CORP 4.7%
Value ($000) $30,773 Shares 540,635 Est. Cost $30.25 Unrealized 0.0%
DXJ WISDOMTREE TR 4.6%
Value ($000) $29,784 Shares 502,000 Est. Cost $46.42 Unrealized
AA ALCOA CORP 4.0%
Value ($000) $25,761 Shares 478,206 Est. Cost $30.99 Unrealized +41.0%
BTU PEABODY ENERGY CORP NEW 3.4%
Value ($000) $22,302 Shares 566,481 Est. Cost $24.54 Unrealized +15.1%
C CITIGROUP INC 3.4%
Value ($000) $22,249 Shares 299,000 Est. Cost $53.82 Unrealized +4.9%
GOOG ALPHABET INC 3.1%
Value ($000) $20,091 Shares 19,200 Est. Cost $35.60 Unrealized +41.9%
DOWDUPONT INC 3.1%
Value ($000) $20,084 Shares 282,000 Est. Cost $70.78 Unrealized
STWD STARWOOD PPTY TR INC 3.1%
Value ($000) $19,948 Shares 934,316 Est. Cost $21.93 Unrealized
AL AIR LEASE CORP 2.5%
Value ($000) $16,041 Shares 333,567 Est. Cost $26.78 Unrealized +42.4%
MU MICRON TECHNOLOGY INC 2.5%
Value ($000) $15,956 Shares 388,045 Est. Cost $25.53 Unrealized +64.6%
TBT PROSHARES TR 2.3%
Value ($000) $15,201 Shares 450,000 Est. Cost $32.89 Unrealized
LEN LENNAR CORP 2.3%
Value ($000) $14,795 Shares 233,947 Est. Cost $52.05 Unrealized 0.0%
WPX ENERGY INC 2.2%
Value ($000) $14,398 Shares 1,023,302 Est. Cost $13.33 Unrealized
KMI KINDER MORGAN INC DEL 2.0%
Value ($000) $12,655 Shares 700,322 Est. Cost $12.92 Unrealized -11.8%
SINCLAIR BROADCAST GROUP INC 1.9%
Value ($000) $12,396 Shares 327,500 Est. Cost $37.85 Unrealized
ALK ALASKA AIR GROUP INC 1.8%
Value ($000) $11,622 Shares 158,100 Est. Cost $67.65 Unrealized 0.0%
ANADARKO PETE CORP 1.8%
Value ($000) $11,479 Shares 214,000 Est. Cost $48.85 Unrealized
UAL UNITED CONTL HLDGS INC 1.8%
Value ($000) $11,370 Shares 168,700 Est. Cost $62.33 Unrealized 0.0%
SILVER RUN ACQUISITION 1.7%
Value ($000) $11,228 Shares 1,132,961 Est. Cost $9.91 Unrealized
UNITED TECHNOLOGIES CORP 1.7%
Value ($000) $10,843 Shares 85,000 Est. Cost $127.56 Unrealized
NXST NEXSTAR MEDIA GROUP INC 1.5%
Value ($000) $9,517 Shares 121,700 Est. Cost $53.34 Unrealized 0.0%
PBF PBF ENERGY INC 1.3%
Value ($000) $8,577 Shares 241,941 Est. Cost $30.91 Unrealized 0.0%
CONSTELLIUM NV 1.2%
Value ($000) $8,099 Shares 726,382 Est. Cost $10.40 Unrealized
NRG NRG ENERGY INC 1.1%
Value ($000) $7,348 Shares 258,000 Est. Cost $22.53 Unrealized 0.0%
FPH FIVE POINT HOLDINGS LLC 1.1%
Value ($000) $7,240 Shares 513,502 Est. Cost $14.61 Unrealized -6.7%
ARCH COAL INC 1.1%
Value ($000) $7,208 Shares 77,376 Est. Cost $74.14 Unrealized
ANDEAVOR 1.0%
Value ($000) $6,369 Shares 55,706 Est. Cost $103.15 Unrealized
AETNA INC NEW 1.0%
Value ($000) $6,314 Shares 35,000 Est. Cost $180.40 Unrealized
BROADCOM LTD 1.0%
Value ($000) $6,268 Shares 24,400 Est. Cost $256.89 Unrealized
LAM RESEARCH CORP 0.9%
Value ($000) $5,982 Shares 32,500 Est. Cost $184.06 Unrealized
RRC RANGE RES CORP 0.9%
Value ($000) $5,981 Shares 350,600 Est. Cost $18.41 Unrealized -2.3%
VZ VERIZON COMMUNICATIONS INC 0.9%
Value ($000) $5,822 Shares 109,987 Est. Cost $31.96 Unrealized 0.0%
GLNG GOLAR LNG LTD BERMUDA 0.9%
Value ($000) $5,754 Shares 193,036 Est. Cost $21.16 Unrealized 0.0%
TRN TRINITY INDS INC 0.7%
Value ($000) $4,570 Shares 122,000 Est. Cost $18.76 Unrealized 0.0%
SILVER RUN ACQUISITION 0.7%
Value ($000) $4,268 Shares 408,000 Est. Cost $10.54 Unrealized
AR ANTERO RES CORP 0.6%
Value ($000) $3,668 Shares 193,027 Est. Cost $26.14 Unrealized -26.6%
TRONOX LTD 0.6%
Value ($000) $3,647 Shares 177,800 Est. Cost $20.51 Unrealized
GS GOLDMAN SACHS GROUP INC 0.5%
Value ($000) $3,134 Shares 12,300 Est. Cost $140.95 Unrealized +45.5%
COLONY NORTHSTAR INC 0.5%
Value ($000) $3,023 Shares 264,984 Est. Cost $12.93 Unrealized
GPI GROUP 1 AUTOMOTIVE INC 0.4%
Value ($000) $2,839 Shares 40,000 Est. Cost $61.46 Unrealized +23.9%
XPO XPO LOGISTICS INC 0.4%
Value ($000) $2,679 Shares 29,246 Est. Cost $20.94 Unrealized +22.1%
RITM NEW RESIDENTIAL INVT CORP 0.3%
Value ($000) $2,127 Shares 118,961 Est. Cost $15.88 Unrealized
FIRST DATA CORP NEW 0.2%
Value ($000) $1,136 Shares 68,000 Est. Cost $16.71 Unrealized
COMSTOCK RESOURCES INC 0.1%
Value ($000) $961 Shares 1,038,750 Est. Cost $0.79 Unrealized
LKQ LKQ CORP 0.1%
Value ($000) $407 Shares 10,000 Est. Cost $34.36 Unrealized 0.0%