COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 14, 2018

Total Value ($000): $405,388 (100.0% shares, 0.0% debt)

Holdings (38)

AER AERCAP HOLDINGS NV 9.7%

Value ($000) $39,233 Shares 682,069 Est. Cost $47.16 Unrealized +17.9%

GLD SPDR GOLD TRUST 7.6%

Value ($000) $30,614 Shares 271,500 Est. Cost $119.32 Unrealized —

NRG NRG ENERGY INC 7.3%

Value ($000) $29,780 Shares 796,268 Est. Cost $24.17 Unrealized +15.3%

DAL DELTA AIR LINES INC DEL 7.3%

Value ($000) $29,659 Shares 512,862 Est. Cost $50.00 Unrealized +2.8%

— ANDEAVOR 5.7%

Value ($000) $22,974 Shares 149,667 Est. Cost $146.49 Unrealized —

STWD STARWOOD PPTY TR INC 4.7%

Value ($000) $19,246 Shares 894,316 Est. Cost $21.93 Unrealized —

BA BOEING CO 4.4%

Value ($000) $17,838 Shares 47,965 Est. Cost $333.84 Unrealized +1.6%

CAR AVIS BUDGET GROUP 4.3%

Value ($000) $17,235 Shares 536,252 Est. Cost $31.96 Unrealized -0.8%

— AETNA INC NEW 4.1%

Value ($000) $16,695 Shares 82,300 Est. Cost $189.64 Unrealized —

— PENN VA CORP NEW 4.0%

Value ($000) $16,312 Shares 202,533 Est. Cost $84.27 Unrealized —

DK DELEK US HLDGS INC NEW 3.6%

Value ($000) $14,651 Shares 345,297 Est. Cost $32.40 Unrealized +18.8%

UAL UNITED CONTL HLDGS INC 3.6%

Value ($000) $14,517 Shares 163,000 Est. Cost $64.25 Unrealized +28.4%

GLNG GOLAR LNG LTD BERMUDA 3.5%

Value ($000) $14,177 Shares 509,975 Est. Cost $23.29 Unrealized +0.7%

C CITIGROUP INC 3.4%

Value ($000) $13,774 Shares 192,000 Est. Cost $54.52 Unrealized +0.5%

NXST NEXSTAR MEDIA GROUP INC 3.2%

Value ($000) $12,829 Shares 157,600 Est. Cost $54.18 Unrealized +17.1%

— GRAFTECH INTL LTD 2.8%

Value ($000) $11,535 Shares 591,255 Est. Cost $18.68 Unrealized —

— WILDHORSE RESOURCE DEV CORP 2.7%

Value ($000) $10,753 Shares 454,858 Est. Cost $23.64 Unrealized —

— WMIH CORP 2.5%

Value ($000) $10,019 Shares 7,207,977 Est. Cost $1.39 Unrealized —

URI UNITED RENTALS INC 2.0%

Value ($000) $8,264 Shares 50,514 Est. Cost $150.73 Unrealized 0.0%

VMC VULCAN MATLS CO 1.8%

Value ($000) $7,152 Shares 64,319 Est. Cost $108.68 Unrealized 0.0%

TMUS T MOBILE US INC 1.6%

Value ($000) $6,667 Shares 95,000 Est. Cost $62.08 Unrealized 0.0%

AMAT APPLIED MATLS INC 1.5%

Value ($000) $6,084 Shares 157,414 Est. Cost $48.20 Unrealized -15.6%

NSC NORFOLK SOUTHERN CORP 1.4%

Value ($000) $5,527 Shares 30,618 Est. Cost $125.28 Unrealized +17.5%

KMI KINDER MORGAN INC DEL 1.3%

Value ($000) $5,248 Shares 296,000 Est. Cost $11.69 Unrealized 0.0%

RIG TRANSOCEAN LTD 1.2%

Value ($000) $4,827 Shares 346,000 Est. Cost $12.42 Unrealized 0.0%

— WPX ENERGY INC 1.0%

Value ($000) $4,225 Shares 210,000 Est. Cost $17.69 Unrealized —

MU MICRON TECHNOLOGY INC 0.8%

Value ($000) $3,111 Shares 68,792 Est. Cost $32.85 Unrealized +49.8%

AR ANTERO RES CORP 0.7%

Value ($000) $2,828 Shares 159,674 Est. Cost $19.36 Unrealized 0.0%

AL AIR LEASE CORP 0.5%

Value ($000) $1,973 Shares 43,000 Est. Cost $38.98 Unrealized 0.0%

RITM NEW RESIDENTIAL INVT CORP 0.4%

Value ($000) $1,812 Shares 101,661 Est. Cost $15.88 Unrealized —

LEN LENNAR CORP 0.3%

Value ($000) $1,401 Shares 30,000 Est. Cost $53.38 Unrealized -13.4%

TLT ISHARES TR 0.3%

Value ($000) $1,173 Shares 10,000 Est. Cost $117.30 Unrealized —

CCK CROWN HOLDINGS INC 0.2%

Value ($000) $1,008 Shares 21,000 Est. Cost $42.22 Unrealized 0.0%

— TRIBUNE MEDIA CO 0.2%

Value ($000) $769 Shares 20,000 Est. Cost $38.45 Unrealized —

— NOBLE ENERGY INC 0.2%

Value ($000) $678 Shares 21,741 Est. Cost $31.72 Unrealized —

MGM MGM RESORTS INTERNATIONAL 0.1%

Value ($000) $279 Shares 10,000 Est. Cost $28.01 Unrealized 0.0%

— TRONOX LTD 0.1%

Value ($000) $268 Shares 22,434 Est. Cost $19.29 Unrealized —

MGY MAGNOLIA OIL & GAS CORP 0.1%

Value ($000) $253 Shares 16,828 Est. Cost $13.05 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AER	AERCAP HOLDINGS NV	682,069	$39,233	9.7%	$47.16	+17.9%	SHS	N00985106
GLD	SPDR GOLD TRUST	271,500	$30,614	7.6%	$119.32	—	GOLD SHS	78463V107
NRG	NRG ENERGY INC	796,268	$29,780	7.3%	$24.17	+15.3%	COM NEW	629377508
DAL	DELTA AIR LINES INC DEL	512,862	$29,659	7.3%	$50.00	+2.8%	COM NEW	247361702
—	ANDEAVOR	149,667	$22,974	5.7%	$146.49	—	COM	03349M105
STWD	STARWOOD PPTY TR INC	894,316	$19,246	4.7%	$21.93	—	COM	85571B105
BA	BOEING CO	47,965	$17,838	4.4%	$333.84	+1.6%	COM	097023105
CAR	AVIS BUDGET GROUP	536,252	$17,235	4.3%	$31.96	-0.8%	COM	053774105
—	AETNA INC NEW	82,300	$16,695	4.1%	$189.64	—	COM	00817Y108
—	PENN VA CORP NEW	202,533	$16,312	4.0%	$84.27	—	COM	70788V102
DK	DELEK US HLDGS INC NEW	345,297	$14,651	3.6%	$32.40	+18.8%	COM	24665A103
UAL	UNITED CONTL HLDGS INC	163,000	$14,517	3.6%	$64.25	+28.4%	COM	910047109
GLNG	GOLAR LNG LTD BERMUDA	509,975	$14,177	3.5%	$23.29	+0.7%	SHS	G9456A100
C	CITIGROUP INC	192,000	$13,774	3.4%	$54.52	+0.5%	COM NEW	172967424
NXST	NEXSTAR MEDIA GROUP INC	157,600	$12,829	3.2%	$54.18	+17.1%	CL A	65336K103
—	GRAFTECH INTL LTD	591,255	$11,535	2.8%	$18.68	—	COM	384313508
—	WILDHORSE RESOURCE DEV CORP	454,858	$10,753	2.7%	$23.64	—	COM	96812T102
—	WMIH CORP	7,207,977	$10,019	2.5%	$1.39	—	COM	92936P100
URI	UNITED RENTALS INC	50,514	$8,264	2.0%	$150.73	0.0%	COM	911363109
VMC	VULCAN MATLS CO	64,319	$7,152	1.8%	$108.68	0.0%	COM	929160109
TMUS	T MOBILE US INC	95,000	$6,667	1.6%	$62.08	0.0%	COM	872590104
AMAT	APPLIED MATLS INC	157,414	$6,084	1.5%	$48.20	-15.6%	COM	038222105
NSC	NORFOLK SOUTHERN CORP	30,618	$5,527	1.4%	$125.28	+17.5%	COM	655844108
KMI	KINDER MORGAN INC DEL	296,000	$5,248	1.3%	$11.69	0.0%	COM	49456B101
RIG	TRANSOCEAN LTD	346,000	$4,827	1.2%	$12.42	0.0%	REG SHS	H8817H100
—	WPX ENERGY INC	210,000	$4,225	1.0%	$17.69	—	COM	98212B103
MU	MICRON TECHNOLOGY INC	68,792	$3,111	0.8%	$32.85	+49.8%	COM	595112103
AR	ANTERO RES CORP	159,674	$2,828	0.7%	$19.36	0.0%	COM	03674X106
AL	AIR LEASE CORP	43,000	$1,973	0.5%	$38.98	0.0%	CL A	00912X302
RITM	NEW RESIDENTIAL INVT CORP	101,661	$1,812	0.4%	$15.88	—	COM NEW	64828T201
LEN	LENNAR CORP	30,000	$1,401	0.3%	$53.38	-13.4%	CL A	526057104
TLT	ISHARES TR	10,000	$1,173	0.3%	$117.30	—	20 YR TR BD ETF	464287432
CCK	CROWN HOLDINGS INC	21,000	$1,008	0.2%	$42.22	0.0%	COM	228368106
—	TRIBUNE MEDIA CO	20,000	$769	0.2%	$38.45	—	CL A	896047503
—	NOBLE ENERGY INC	21,741	$678	0.2%	$31.72	—	COM	655044105
MGM	MGM RESORTS INTERNATIONAL	10,000	$279	0.1%	$28.01	0.0%	COM	552953101
—	TRONOX LTD	22,434	$268	0.1%	$19.29	—	SHS CL A	Q9235V101
MGY	MAGNOLIA OIL & GAS CORP	16,828	$253	0.1%	$13.05	0.0%	CL A	559663109