COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $448,473 (100.0% shares, 0.0% debt)

Holdings (43)

GLD SPDR GOLD TRUST 8.8%

Value ($000) $39,332 Shares 331,500 Est. Cost $119.32 Unrealized —

AER AERCAP HOLDINGS NV 8.2%

Value ($000) $36,598 Shares 675,869 Est. Cost $47.16 Unrealized +12.5%

LEN LENNAR CORP 5.9%

Value ($000) $26,271 Shares 500,402 Est. Cost $53.38 Unrealized -10.1%

NRG NRG ENERGY INC 5.8%

Value ($000) $25,980 Shares 846,268 Est. Cost $24.17 Unrealized +11.0%

DAL DELTA AIR LINES INC DEL 5.6%

Value ($000) $24,912 Shares 502,862 Est. Cost $49.97 Unrealized -1.1%

— NOBLE ENERGY INC 4.7%

Value ($000) $21,170 Shares 600,045 Est. Cost $31.72 Unrealized —

AMAT APPLIED MATLS INC 4.6%

Value ($000) $20,712 Shares 448,414 Est. Cost $48.20 Unrealized -2.0%

STWD STARWOOD PPTY TR INC 4.5%

Value ($000) $20,284 Shares 934,316 Est. Cost $21.93 Unrealized —

CAR AVIS BUDGET GROUP 3.7%

Value ($000) $16,689 Shares 513,498 Est. Cost $31.98 Unrealized +29.4%

UAL UNITED CONTL HLDGS INC 3.3%

Value ($000) $14,852 Shares 213,000 Est. Cost $64.25 Unrealized +8.2%

— PENN VA CORP NEW 3.3%

Value ($000) $14,730 Shares 173,514 Est. Cost $84.89 Unrealized —

MU MICRON TECHNOLOGY INC 3.1%

Value ($000) $13,794 Shares 263,053 Est. Cost $32.85 Unrealized +60.6%

NXST NEXSTAR MEDIA GROUP INC 2.8%

Value ($000) $12,369 Shares 168,521 Est. Cost $54.18 Unrealized +0.2%

GS GOLDMAN SACHS GROUP INC 2.6%

Value ($000) $11,646 Shares 52,800 Est. Cost $200.65 Unrealized 0.0%

NSC NORFOLK SOUTHERN CORP 2.6%

Value ($000) $11,484 Shares 76,118 Est. Cost $125.28 Unrealized 0.0%

— TRONOX LTD 2.4%

Value ($000) $10,716 Shares 544,537 Est. Cost $19.29 Unrealized —

— AETNA INC NEW 2.3%

Value ($000) $10,313 Shares 56,200 Est. Cost $183.51 Unrealized —

GLNG GOLAR LNG LTD BERMUDA 2.2%

Value ($000) $9,927 Shares 336,975 Est. Cost $23.20 Unrealized +15.6%

DK DELEK US HLDGS INC NEW 2.2%

Value ($000) $9,812 Shares 195,582 Est. Cost $27.75 Unrealized +39.1%

VLO VALERO ENERGY CORP NEW 2.2%

Value ($000) $9,651 Shares 87,080 Est. Cost $82.55 Unrealized 0.0%

— RSP PERMIAN INC 1.9%

Value ($000) $8,506 Shares 193,228 Est. Cost $45.18 Unrealized —

UNP UNION PAC CORP 1.9%

Value ($000) $8,501 Shares 60,000 Est. Cost $117.74 Unrealized 0.0%

— UNITED TECHNOLOGIES CORP 1.8%

Value ($000) $8,002 Shares 64,000 Est. Cost $125.03 Unrealized —

LNG CHENIERE ENERGY INC 1.6%

Value ($000) $7,106 Shares 109,000 Est. Cost $61.56 Unrealized 0.0%

— ANDEAVOR 1.4%

Value ($000) $6,165 Shares 47,000 Est. Cost $131.17 Unrealized —

FPH FIVE POINT HOLDINGS LLC 1.3%

Value ($000) $5,843 Shares 519,354 Est. Cost $14.58 Unrealized -14.0%

— GRAFTECH INTL LTD 1.3%

Value ($000) $5,806 Shares 322,728 Est. Cost $17.99 Unrealized —

BA BOEING CO 1.2%

Value ($000) $5,200 Shares 15,500 Est. Cost $322.88 Unrealized +2.3%

— DOWDUPONT INC 1.0%

Value ($000) $4,680 Shares 71,000 Est. Cost $70.78 Unrealized —

— FIRST DATA CORP NEW 0.9%

Value ($000) $4,185 Shares 199,937 Est. Cost $20.93 Unrealized —

— ARCH COAL INC 0.8%

Value ($000) $3,608 Shares 46,000 Est. Cost $77.87 Unrealized —

C CITIGROUP INC 0.7%

Value ($000) $3,346 Shares 50,000 Est. Cost $53.82 Unrealized -1.5%

— EXPRESS SCRIPTS HLDG CO 0.6%

Value ($000) $2,780 Shares 36,000 Est. Cost $77.22 Unrealized —

TSLA TESLA INC 0.5%

Value ($000) $2,401 Shares 7,000 Est. Cost $20.32 Unrealized 0.0%

— CENTENNIAL RESOURCE DEV INC 0.5%

Value ($000) $2,294 Shares 127,000 Est. Cost $18.06 Unrealized —

— GULFPORT ENERGY CORP 0.5%

Value ($000) $2,209 Shares 175,771 Est. Cost $12.57 Unrealized —

RITM NEW RESIDENTIAL INVT CORP 0.4%

Value ($000) $1,778 Shares 101,661 Est. Cost $15.88 Unrealized —

— WPX ENERGY INC 0.3%

Value ($000) $1,403 Shares 77,802 Est. Cost $13.57 Unrealized —

PTEN PATTERSON UTI ENERGY INC 0.3%

Value ($000) $1,350 Shares 75,000 Est. Cost $20.05 Unrealized 0.0%

— COMSTOCK RES INC 0.2%

Value ($000) $1,063 Shares 1,079,001 Est. Cost $0.79 Unrealized —

PBYI PUMA BIOTECHNOLOGY INC 0.1%

Value ($000) $592 Shares 10,000 Est. Cost $57.95 Unrealized 0.0%

— WMIH CORP 0.1%

Value ($000) $323 Shares 241,306 Est. Cost $1.34 Unrealized —

— TEEKAY TANKERS LTD 0.0%

Value ($000) $90 Shares 77,232 Est. Cost $1.17 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	331,500	$39,332	8.8%	$119.32	—	GOLD SHS	78463V107
AER	AERCAP HOLDINGS NV	675,869	$36,598	8.2%	$47.16	+12.5%	SHS	N00985106
LEN	LENNAR CORP	500,402	$26,271	5.9%	$53.38	-10.1%	CL A	526057104
NRG	NRG ENERGY INC	846,268	$25,980	5.8%	$24.17	+11.0%	COM NEW	629377508
DAL	DELTA AIR LINES INC DEL	502,862	$24,912	5.6%	$49.97	-1.1%	COM NEW	247361702
—	NOBLE ENERGY INC	600,045	$21,170	4.7%	$31.72	—	COM	655044105
AMAT	APPLIED MATLS INC	448,414	$20,712	4.6%	$48.20	-2.0%	COM	038222105
STWD	STARWOOD PPTY TR INC	934,316	$20,284	4.5%	$21.93	—	COM	85571B105
CAR	AVIS BUDGET GROUP	513,498	$16,689	3.7%	$31.98	+29.4%	COM	053774105
UAL	UNITED CONTL HLDGS INC	213,000	$14,852	3.3%	$64.25	+8.2%	COM	910047109
—	PENN VA CORP NEW	173,514	$14,730	3.3%	$84.89	—	COM	70788V102
MU	MICRON TECHNOLOGY INC	263,053	$13,794	3.1%	$32.85	+60.6%	COM	595112103
NXST	NEXSTAR MEDIA GROUP INC	168,521	$12,369	2.8%	$54.18	+0.2%	CL A	65336K103
GS	GOLDMAN SACHS GROUP INC	52,800	$11,646	2.6%	$200.65	0.0%	COM	38141G104
NSC	NORFOLK SOUTHERN CORP	76,118	$11,484	2.6%	$125.28	0.0%	COM	655844108
—	TRONOX LTD	544,537	$10,716	2.4%	$19.29	—	SHS CL A	Q9235V101
—	AETNA INC NEW	56,200	$10,313	2.3%	$183.51	—	COM	00817Y108
GLNG	GOLAR LNG LTD BERMUDA	336,975	$9,927	2.2%	$23.20	+15.6%	SHS	G9456A100
DK	DELEK US HLDGS INC NEW	195,582	$9,812	2.2%	$27.75	+39.1%	COM	24665A103
VLO	VALERO ENERGY CORP NEW	87,080	$9,651	2.2%	$82.55	0.0%	COM	91913Y100
—	RSP PERMIAN INC	193,228	$8,506	1.9%	$45.18	—	COM	74978Q105
UNP	UNION PAC CORP	60,000	$8,501	1.9%	$117.74	0.0%	COM	907818108
—	UNITED TECHNOLOGIES CORP	64,000	$8,002	1.8%	$125.03	—	COM	913017109
LNG	CHENIERE ENERGY INC	109,000	$7,106	1.6%	$61.56	0.0%	COM NEW	16411R208
—	ANDEAVOR	47,000	$6,165	1.4%	$131.17	—	COM	03349M105
FPH	FIVE POINT HOLDINGS LLC	519,354	$5,843	1.3%	$14.58	-14.0%	COM CL A	33833Q106
—	GRAFTECH INTL LTD	322,728	$5,806	1.3%	$17.99	—	COM	384313508
BA	BOEING CO	15,500	$5,200	1.2%	$322.88	+2.3%	COM	097023105
—	DOWDUPONT INC	71,000	$4,680	1.0%	$70.78	—	COM	26078J100
—	FIRST DATA CORP NEW	199,937	$4,185	0.9%	$20.93	—	COM CL A	32008D106
—	ARCH COAL INC	46,000	$3,608	0.8%	$77.87	—	CL A	039380407
C	CITIGROUP INC	50,000	$3,346	0.7%	$53.82	-1.5%	COM NEW	172967424
—	EXPRESS SCRIPTS HLDG CO	36,000	$2,780	0.6%	$77.22	—	COM	30219G108
TSLA	TESLA INC	7,000	$2,401	0.5%	$20.32	0.0%	COM	88160R101
—	CENTENNIAL RESOURCE DEV INC	127,000	$2,294	0.5%	$18.06	—	CL A	15136A102
—	GULFPORT ENERGY CORP	175,771	$2,209	0.5%	$12.57	—	COM NEW	402635304
RITM	NEW RESIDENTIAL INVT CORP	101,661	$1,778	0.4%	$15.88	—	COM NEW	64828T201
—	WPX ENERGY INC	77,802	$1,403	0.3%	$13.57	—	COM	98212B103
PTEN	PATTERSON UTI ENERGY INC	75,000	$1,350	0.3%	$20.05	0.0%	COM	703481101
—	COMSTOCK RES INC	1,079,001	$1,063	0.2%	$0.79	—	NOTE 7.750% 4/0	205768AM6
PBYI	PUMA BIOTECHNOLOGY INC	10,000	$592	0.1%	$57.95	0.0%	COM	74587V107
—	WMIH CORP	241,306	$323	0.1%	$1.34	—	COM	92936P100
—	TEEKAY TANKERS LTD	77,232	$90	0.0%	$1.17	—	CL A	Y8565N102