COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value ($000): $482,411 (100.0% shares, 0.0% debt)

Holdings (38)

GLD SPDR GOLD TRUST 7.6%

Value ($000) $36,668 Shares 291,500 Est. Cost $119.41 Unrealized —

AMAT APPLIED MATLS INC 7.1%

Value ($000) $34,265 Shares 616,174 Est. Cost $48.20 Unrealized +5.6%

AER AERCAP HOLDINGS NV 6.8%

Value ($000) $32,772 Shares 646,138 Est. Cost $46.89 Unrealized +8.9%

MU MICRON TECHNOLOGY INC 6.4%

Value ($000) $30,922 Shares 593,053 Est. Cost $32.85 Unrealized +42.2%

LEN LENNAR CORP 5.8%

Value ($000) $27,988 Shares 474,853 Est. Cost $53.67 Unrealized +2.9%

CAR AVIS BUDGET GROUP 5.2%

Value ($000) $24,939 Shares 532,436 Est. Cost $31.98 Unrealized +33.8%

STWD STARWOOD PPTY TR INC 4.1%

Value ($000) $19,574 Shares 934,316 Est. Cost $21.93 Unrealized —

— WPX ENERGY INC 3.8%

Value ($000) $18,169 Shares 1,229,302 Est. Cost $13.57 Unrealized —

NRG NRG ENERGY INC 3.5%

Value ($000) $16,877 Shares 552,800 Est. Cost $22.76 Unrealized +0.9%

BTU PEABODY ENERGY CORP NEW 3.4%

Value ($000) $16,516 Shares 452,481 Est. Cost $24.54 Unrealized +41.2%

UAL UNITED CONTL HLDGS INC 3.4%

Value ($000) $16,363 Shares 235,540 Est. Cost $64.25 Unrealized +7.5%

— LAM RESEARCH CORP 3.0%

Value ($000) $14,413 Shares 70,944 Est. Cost $194.41 Unrealized —

C CITIGROUP INC 3.0%

Value ($000) $14,306 Shares 211,946 Est. Cost $53.82 Unrealized +7.1%

DK DELEK US HLDGS INC NEW 2.9%

Value ($000) $13,824 Shares 339,659 Est. Cost $27.75 Unrealized 0.0%

— NOBLE ENERGY INC 2.7%

Value ($000) $13,000 Shares 429,045 Est. Cost $30.30 Unrealized —

FDX FEDEX CORP 2.5%

Value ($000) $11,933 Shares 49,697 Est. Cost $220.51 Unrealized 0.0%

GLNG GOLAR LNG LTD BERMUDA 2.4%

Value ($000) $11,723 Shares 428,475 Est. Cost $23.20 Unrealized +7.2%

DAL DELTA AIR LINES INC DEL 2.4%

Value ($000) $11,680 Shares 213,100 Est. Cost $50.74 Unrealized 0.0%

— SINCLAIR BROADCAST GROUP INC 2.4%

Value ($000) $11,353 Shares 362,720 Est. Cost $37.21 Unrealized —

BA BOEING CO 2.2%

Value ($000) $10,492 Shares 32,000 Est. Cost $322.88 Unrealized 0.0%

NXST NEXSTAR MEDIA GROUP INC 2.0%

Value ($000) $9,576 Shares 144,000 Est. Cost $54.17 Unrealized +8.3%

— DOWDUPONT INC 1.9%

Value ($000) $8,983 Shares 141,000 Est. Cost $70.78 Unrealized —

— NEWFIELD EXPL CO 1.8%

Value ($000) $8,791 Shares 360,000 Est. Cost $24.42 Unrealized —

— TRONOX LTD 1.8%

Value ($000) $8,639 Shares 468,481 Est. Cost $19.23 Unrealized —

— WESTROCK CO 1.5%

Value ($000) $7,450 Shares 116,096 Est. Cost $64.17 Unrealized —

— CANADIAN PAC RY LTD 1.5%

Value ($000) $7,413 Shares 42,000 Est. Cost $176.50 Unrealized —

FPH FIVE POINT HOLDINGS LLC 1.5%

Value ($000) $7,323 Shares 513,502 Est. Cost $14.61 Unrealized -3.8%

MTG MGIC INVT CORP WIS 1.3%

Value ($000) $6,365 Shares 489,649 Est. Cost $14.16 Unrealized 0.0%

TBT PROSHARES TR 1.3%

Value ($000) $6,220 Shares 171,500 Est. Cost $32.89 Unrealized —

GOOG ALPHABET INC 1.3%

Value ($000) $6,191 Shares 6,000 Est. Cost $35.60 Unrealized +53.9%

AA ALCOA CORP 1.2%

Value ($000) $5,800 Shares 129,000 Est. Cost $30.99 Unrealized +52.6%

— CONSTELLIUM NV 0.9%

Value ($000) $4,364 Shares 402,191 Est. Cost $10.40 Unrealized —

— RSP PERMIAN INC 0.8%

Value ($000) $3,682 Shares 78,550 Est. Cost $46.87 Unrealized —

RITM NEW RESIDENTIAL INVT CORP 0.3%

Value ($000) $1,672 Shares 101,661 Est. Cost $15.88 Unrealized —

— COMSTOCK RES INC 0.2%

Value ($000) $970 Shares 1,038,750 Est. Cost $0.79 Unrealized —

— ARCH COAL INC 0.1%

Value ($000) $553 Shares 6,021 Est. Cost $74.14 Unrealized —

TRN TRINITY INDS INC 0.1%

Value ($000) $431 Shares 13,200 Est. Cost $18.76 Unrealized -0.9%

— ALTA MESA RES INC 0.0%

Value ($000) $211 Shares 136,000 Est. Cost $1.55 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	291,500	$36,668	7.6%	$119.41	—	GOLD SHS	78463V107
AMAT	APPLIED MATLS INC	616,174	$34,265	7.1%	$48.20	+5.6%	COM	038222105
AER	AERCAP HOLDINGS NV	646,138	$32,772	6.8%	$46.89	+8.9%	SHS	N00985106
MU	MICRON TECHNOLOGY INC	593,053	$30,922	6.4%	$32.85	+42.2%	COM	595112103
LEN	LENNAR CORP	474,853	$27,988	5.8%	$53.67	+2.9%	CL A	526057104
CAR	AVIS BUDGET GROUP	532,436	$24,939	5.2%	$31.98	+33.8%	COM	053774105
STWD	STARWOOD PPTY TR INC	934,316	$19,574	4.1%	$21.93	—	COM	85571B105
—	WPX ENERGY INC	1,229,302	$18,169	3.8%	$13.57	—	COM	98212B103
NRG	NRG ENERGY INC	552,800	$16,877	3.5%	$22.76	+0.9%	COM NEW	629377508
BTU	PEABODY ENERGY CORP NEW	452,481	$16,516	3.4%	$24.54	+41.2%	COM	704551100
UAL	UNITED CONTL HLDGS INC	235,540	$16,363	3.4%	$64.25	+7.5%	COM	910047109
—	LAM RESEARCH CORP	70,944	$14,413	3.0%	$194.41	—	COM	512807108
C	CITIGROUP INC	211,946	$14,306	3.0%	$53.82	+7.1%	COM NEW	172967424
DK	DELEK US HLDGS INC NEW	339,659	$13,824	2.9%	$27.75	0.0%	COM	24665A103
—	NOBLE ENERGY INC	429,045	$13,000	2.7%	$30.30	—	COM	655044105
FDX	FEDEX CORP	49,697	$11,933	2.5%	$220.51	0.0%	COM	31428X106
GLNG	GOLAR LNG LTD BERMUDA	428,475	$11,723	2.4%	$23.20	+7.2%	SHS	G9456A100
DAL	DELTA AIR LINES INC DEL	213,100	$11,680	2.4%	$50.74	0.0%	COM NEW	247361702
—	SINCLAIR BROADCAST GROUP INC	362,720	$11,353	2.4%	$37.21	—	CL A	829226109
BA	BOEING CO	32,000	$10,492	2.2%	$322.88	0.0%	COM	097023105
NXST	NEXSTAR MEDIA GROUP INC	144,000	$9,576	2.0%	$54.17	+8.3%	CL A	65336K103
—	DOWDUPONT INC	141,000	$8,983	1.9%	$70.78	—	COM	26078J100
—	NEWFIELD EXPL CO	360,000	$8,791	1.8%	$24.42	—	COM	651290108
—	TRONOX LTD	468,481	$8,639	1.8%	$19.23	—	SHS CL A	Q9235V101
—	WESTROCK CO	116,096	$7,450	1.5%	$64.17	—	COM	96145D105
—	CANADIAN PAC RY LTD	42,000	$7,413	1.5%	$176.50	—	COM	13645T100
FPH	FIVE POINT HOLDINGS LLC	513,502	$7,323	1.5%	$14.61	-3.8%	COM CL A	33833Q106
MTG	MGIC INVT CORP WIS	489,649	$6,365	1.3%	$14.16	0.0%	COM	552848103
TBT	PROSHARES TR	171,500	$6,220	1.3%	$32.89	—	PSHS ULTSH 20YRS	74347B201
GOOG	ALPHABET INC	6,000	$6,191	1.3%	$35.60	+53.9%	CAP STK CL C	02079K107
AA	ALCOA CORP	129,000	$5,800	1.2%	$30.99	+52.6%	COM	013872106
—	CONSTELLIUM NV	402,191	$4,364	0.9%	$10.40	—	CL A	N22035104
—	RSP PERMIAN INC	78,550	$3,682	0.8%	$46.87	—	COM	74978Q105
RITM	NEW RESIDENTIAL INVT CORP	101,661	$1,672	0.3%	$15.88	—	COM NEW	64828T201
—	COMSTOCK RES INC	1,038,750	$970	0.2%	$0.79	—	NOTE 7.750% 4/0	205768AM6
—	ARCH COAL INC	6,021	$553	0.1%	$74.14	—	CL A	039380407
TRN	TRINITY INDS INC	13,200	$431	0.1%	$18.76	-0.9%	COM	896522109
—	ALTA MESA RES INC	136,000	$211	0.0%	$1.55	—	*W EXP 03/28/202	02133L117