COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

Location: Short Hills, NJ

CIK: 0001086762 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 14, 2018

Total Value: $405M (100.0% shares, 0.0% debt)

Holdings (38)

AER AERCAP HOLDINGS NV 9.7%

Value $39.23M Shares 682,069 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 7.6%

Value $30.61M Shares 271,500 Est. Cost — Unrealized —

NRG NRG ENERGY INC 7.3%

Value $29.78M Shares 796,268 Est. Cost — Unrealized —

DAL DELTA AIR LINES INC DEL 7.3%

Value $29.66M Shares 512,862 Est. Cost — Unrealized —

— ANDEAVOR 5.7%

Value $22.97M Shares 149,667 Est. Cost — Unrealized —

STWD STARWOOD PPTY TR INC 4.7%

Value $19.25M Shares 894,316 Est. Cost — Unrealized —

BA BOEING CO 4.4%

Value $17.84M Shares 47,965 Est. Cost — Unrealized —

CAR AVIS BUDGET GROUP 4.3%

Value $17.23M Shares 536,252 Est. Cost — Unrealized —

— AETNA INC NEW 4.1%

Value $16.7M Shares 82,300 Est. Cost — Unrealized —

— PENN VA CORP NEW 4.0%

Value $16.31M Shares 202,533 Est. Cost — Unrealized —

DK DELEK US HLDGS INC NEW 3.6%

Value $14.65M Shares 345,297 Est. Cost — Unrealized —

UAL UNITED CONTL HLDGS INC 3.6%

Value $14.52M Shares 163,000 Est. Cost — Unrealized —

GLNG GOLAR LNG LTD BERMUDA 3.5%

Value $14.18M Shares 509,975 Est. Cost — Unrealized —

C CITIGROUP INC 3.4%

Value $13.77M Shares 192,000 Est. Cost — Unrealized —

NXST NEXSTAR MEDIA GROUP INC 3.2%

Value $12.83M Shares 157,600 Est. Cost — Unrealized —

— GRAFTECH INTL LTD 2.8%

Value $11.54M Shares 591,255 Est. Cost — Unrealized —

— WILDHORSE RESOURCE DEV CORP 2.7%

Value $10.75M Shares 454,858 Est. Cost — Unrealized —

— WMIH CORP 2.5%

Value $10.02M Shares 7,207,977 Est. Cost — Unrealized —

URI UNITED RENTALS INC 2.0%

Value $8.264M Shares 50,514 Est. Cost — Unrealized —

VMC VULCAN MATLS CO 1.8%

Value $7.152M Shares 64,319 Est. Cost — Unrealized —

TMUS T MOBILE US INC 1.6%

Value $6.667M Shares 95,000 Est. Cost — Unrealized —

AMAT APPLIED MATLS INC 1.5%

Value $6.084M Shares 157,414 Est. Cost — Unrealized —

NSC NORFOLK SOUTHERN CORP 1.4%

Value $5.527M Shares 30,618 Est. Cost — Unrealized —

KMI KINDER MORGAN INC DEL 1.3%

Value $5.248M Shares 296,000 Est. Cost — Unrealized —

RIG TRANSOCEAN LTD 1.2%

Value $4.827M Shares 346,000 Est. Cost — Unrealized —

— WPX ENERGY INC 1.0%

Value $4.225M Shares 210,000 Est. Cost — Unrealized —

MU MICRON TECHNOLOGY INC 0.8%

Value $3.111M Shares 68,792 Est. Cost — Unrealized —

AR ANTERO RES CORP 0.7%

Value $2.828M Shares 159,674 Est. Cost — Unrealized —

AL AIR LEASE CORP 0.5%

Value $1.973M Shares 43,000 Est. Cost — Unrealized —

RITM NEW RESIDENTIAL INVT CORP 0.4%

Value $1.812M Shares 101,661 Est. Cost — Unrealized —

LEN LENNAR CORP 0.3%

Value $1.401M Shares 30,000 Est. Cost — Unrealized —

TLT ISHARES TR 0.3%

Value $1.173M Shares 10,000 Est. Cost — Unrealized —

CCK CROWN HOLDINGS INC 0.2%

Value $1.008M Shares 21,000 Est. Cost — Unrealized —

— TRIBUNE MEDIA CO 0.2%

Value $769K Shares 20,000 Est. Cost — Unrealized —

— NOBLE ENERGY INC 0.2%

Value $678K Shares 21,741 Est. Cost — Unrealized —

MGM MGM RESORTS INTERNATIONAL 0.1%

Value $279K Shares 10,000 Est. Cost — Unrealized —

— TRONOX LTD 0.1%

Value $268K Shares 22,434 Est. Cost — Unrealized —

MGY MAGNOLIA OIL & GAS CORP 0.1%

Value $253K Shares 16,828 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AER	AERCAP HOLDINGS NV	682,069	$39.23M	9.7%	—	—	SHS	N00985106
GLD	SPDR GOLD TRUST	271,500	$30.61M	7.6%	—	—	GOLD SHS	78463V107
NRG	NRG ENERGY INC	796,268	$29.78M	7.3%	—	—	COM NEW	629377508
DAL	DELTA AIR LINES INC DEL	512,862	$29.66M	7.3%	—	—	COM NEW	247361702
—	ANDEAVOR	149,667	$22.97M	5.7%	—	—	COM	03349M105
STWD	STARWOOD PPTY TR INC	894,316	$19.25M	4.7%	—	—	COM	85571B105
BA	BOEING CO	47,965	$17.84M	4.4%	—	—	COM	097023105
CAR	AVIS BUDGET GROUP	536,252	$17.23M	4.3%	—	—	COM	053774105
—	AETNA INC NEW	82,300	$16.7M	4.1%	—	—	COM	00817Y108
—	PENN VA CORP NEW	202,533	$16.31M	4.0%	—	—	COM	70788V102
DK	DELEK US HLDGS INC NEW	345,297	$14.65M	3.6%	—	—	COM	24665A103
UAL	UNITED CONTL HLDGS INC	163,000	$14.52M	3.6%	—	—	COM	910047109
GLNG	GOLAR LNG LTD BERMUDA	509,975	$14.18M	3.5%	—	—	SHS	G9456A100
C	CITIGROUP INC	192,000	$13.77M	3.4%	—	—	COM NEW	172967424
NXST	NEXSTAR MEDIA GROUP INC	157,600	$12.83M	3.2%	—	—	CL A	65336K103
—	GRAFTECH INTL LTD	591,255	$11.54M	2.8%	—	—	COM	384313508
—	WILDHORSE RESOURCE DEV CORP	454,858	$10.75M	2.7%	—	—	COM	96812T102
—	WMIH CORP	7,207,977	$10.02M	2.5%	—	—	COM	92936P100
URI	UNITED RENTALS INC	50,514	$8.264M	2.0%	—	—	COM	911363109
VMC	VULCAN MATLS CO	64,319	$7.152M	1.8%	—	—	COM	929160109
TMUS	T MOBILE US INC	95,000	$6.667M	1.6%	—	—	COM	872590104
AMAT	APPLIED MATLS INC	157,414	$6.084M	1.5%	—	—	COM	038222105
NSC	NORFOLK SOUTHERN CORP	30,618	$5.527M	1.4%	—	—	COM	655844108
KMI	KINDER MORGAN INC DEL	296,000	$5.248M	1.3%	—	—	COM	49456B101
RIG	TRANSOCEAN LTD	346,000	$4.827M	1.2%	—	—	REG SHS	H8817H100
—	WPX ENERGY INC	210,000	$4.225M	1.0%	—	—	COM	98212B103
MU	MICRON TECHNOLOGY INC	68,792	$3.111M	0.8%	—	—	COM	595112103
AR	ANTERO RES CORP	159,674	$2.828M	0.7%	—	—	COM	03674X106
AL	AIR LEASE CORP	43,000	$1.973M	0.5%	—	—	CL A	00912X302
RITM	NEW RESIDENTIAL INVT CORP	101,661	$1.812M	0.4%	—	—	COM NEW	64828T201
LEN	LENNAR CORP	30,000	$1.401M	0.3%	—	—	CL A	526057104
TLT	ISHARES TR	10,000	$1.173M	0.3%	—	—	20 YR TR BD ETF	464287432
CCK	CROWN HOLDINGS INC	21,000	$1.008M	0.2%	—	—	COM	228368106
—	TRIBUNE MEDIA CO	20,000	$769K	0.2%	—	—	CL A	896047503
—	NOBLE ENERGY INC	21,741	$678K	0.2%	—	—	COM	655044105
MGM	MGM RESORTS INTERNATIONAL	10,000	$279K	0.1%	—	—	COM	552953101
—	TRONOX LTD	22,434	$268K	0.1%	—	—	SHS CL A	Q9235V101
MGY	MAGNOLIA OIL & GAS CORP	16,828	$253K	0.1%	—	—	CL A	559663109