COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 14, 2019

Total Value ($000): $346,820 (100.0% shares, 0.0% debt)

Holdings (37)

GLD SPDR GOLD TRUST 10.7%

Value ($000) $36,981 Shares 305,000 Est. Cost $119.53 Unrealized —

DAL DELTA AIR LINES INC DEL 8.9%

Value ($000) $30,938 Shares 620,000 Est. Cost $50.18 Unrealized +1.8%

AER AERCAP HOLDINGS NV 8.3%

Value ($000) $28,908 Shares 730,000 Est. Cost $47.30 Unrealized +4.2%

NRG NRG ENERGY INC 6.3%

Value ($000) $21,780 Shares 550,000 Est. Cost $24.17 Unrealized +31.6%

NXST NEXSTAR MEDIA GROUP INC 5.9%

Value ($000) $20,446 Shares 260,000 Est. Cost $58.11 Unrealized +10.4%

MPC MARATHON PETE CORP 5.4%

Value ($000) $18,883 Shares 320,000 Est. Cost $54.25 Unrealized 0.0%

STWD STARWOOD PPTY TR INC 5.1%

Value ($000) $17,568 Shares 891,334 Est. Cost $21.93 Unrealized —

GOOG ALPHABET INC 3.8%

Value ($000) $13,152 Shares 12,700 Est. Cost $53.13 Unrealized 0.0%

BA BOEING CO 3.7%

Value ($000) $12,965 Shares 40,200 Est. Cost $333.84 Unrealized +0.3%

KMI KINDER MORGAN INC DEL 3.2%

Value ($000) $11,104 Shares 722,000 Est. Cost $11.40 Unrealized -1.8%

CCK CROWN HOLDINGS INC 3.0%

Value ($000) $10,393 Shares 250,000 Est. Cost $43.79 Unrealized +0.3%

— CIMAREX ENERGY CO 2.8%

Value ($000) $9,864 Shares 160,000 Est. Cost $61.65 Unrealized —

DXC DXC TECHNOLOGY CO 2.6%

Value ($000) $8,933 Shares 168,000 Est. Cost $66.27 Unrealized 0.0%

— MR COOPER GROUP INC 2.6%

Value ($000) $8,869 Shares 760,000 Est. Cost $11.67 Unrealized —

— LAM RESEARCH CORP 2.6%

Value ($000) $8,851 Shares 65,000 Est. Cost $136.17 Unrealized —

— GRAFTECH INTL LTD 2.5%

Value ($000) $8,803 Shares 769,457 Est. Cost $17.00 Unrealized —

— BARRICK GOLD CORP 2.2%

Value ($000) $7,609 Shares 562,000 Est. Cost $13.54 Unrealized —

GLNG GOLAR LNG LTD BERMUDA 2.1%

Value ($000) $7,181 Shares 330,000 Est. Cost $23.29 Unrealized -1.3%

URI UNITED RENTALS INC 2.1%

Value ($000) $7,177 Shares 70,000 Est. Cost $141.24 Unrealized -17.4%

UAL UNITED CONTL HLDGS INC 1.9%

Value ($000) $6,657 Shares 79,500 Est. Cost $64.25 Unrealized +36.7%

CVS CVS HEALTH CORP 1.9%

Value ($000) $6,552 Shares 100,000 Est. Cost $59.39 Unrealized 0.0%

— WYNDHAM DESTINATIONS INC 1.8%

Value ($000) $6,093 Shares 170,000 Est. Cost $35.84 Unrealized —

TLT ISHARES TR 1.4%

Value ($000) $4,860 Shares 40,000 Est. Cost $120.45 Unrealized —

CAR AVIS BUDGET GROUP 1.3%

Value ($000) $4,496 Shares 200,000 Est. Cost $31.96 Unrealized -13.7%

KNX KNIGHT SWIFT TRANSN HLDGS IN 1.2%

Value ($000) $4,262 Shares 170,000 Est. Cost $28.84 Unrealized 0.0%

— NEWFIELD EXPL CO 1.2%

Value ($000) $4,105 Shares 280,000 Est. Cost $14.66 Unrealized —

AL AIR LEASE CORP 0.9%

Value ($000) $3,021 Shares 100,000 Est. Cost $35.82 Unrealized -6.7%

BTU PEABODY ENERGY CORP NEW 0.8%

Value ($000) $2,896 Shares 95,000 Est. Cost $29.49 Unrealized 0.0%

CC CHEMOURS CO 0.6%

Value ($000) $1,975 Shares 70,000 Est. Cost $23.57 Unrealized 0.0%

MU MICRON TECHNOLOGY INC 0.6%

Value ($000) $1,961 Shares 61,792 Est. Cost $32.85 Unrealized +12.6%

— SPIRIT AIRLS INC 0.5%

Value ($000) $1,844 Shares 31,838 Est. Cost $57.92 Unrealized —

INTC INTEL CORP 0.5%

Value ($000) $1,769 Shares 37,700 Est. Cost $40.19 Unrealized 0.0%

— TIVITY HEALTH INC 0.4%

Value ($000) $1,466 Shares 59,088 Est. Cost $24.81 Unrealized —

RITM NEW RESIDENTIAL INVT CORP 0.4%

Value ($000) $1,445 Shares 101,661 Est. Cost $15.88 Unrealized —

GS GOLDMAN SACHS GROUP INC 0.3%

Value ($000) $1,136 Shares 6,800 Est. Cost $170.89 Unrealized 0.0%

AR ANTERO RES CORP 0.3%

Value ($000) $1,127 Shares 120,000 Est. Cost $19.36 Unrealized -23.7%

— NOBLE ENERGY INC 0.2%

Value ($000) $750 Shares 40,000 Est. Cost $25.80 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	305,000	$36,981	10.7%	$119.53	—	GOLD SHS	78463V107
DAL	DELTA AIR LINES INC DEL	620,000	$30,938	8.9%	$50.18	+1.8%	COM NEW	247361702
AER	AERCAP HOLDINGS NV	730,000	$28,908	8.3%	$47.30	+4.2%	SHS	N00985106
NRG	NRG ENERGY INC	550,000	$21,780	6.3%	$24.17	+31.6%	COM NEW	629377508
NXST	NEXSTAR MEDIA GROUP INC	260,000	$20,446	5.9%	$58.11	+10.4%	CL A	65336K103
MPC	MARATHON PETE CORP	320,000	$18,883	5.4%	$54.25	0.0%	COM	56585A102
STWD	STARWOOD PPTY TR INC	891,334	$17,568	5.1%	$21.93	—	COM	85571B105
GOOG	ALPHABET INC	12,700	$13,152	3.8%	$53.13	0.0%	CAP STK CL C	02079K107
BA	BOEING CO	40,200	$12,965	3.7%	$333.84	+0.3%	COM	097023105
KMI	KINDER MORGAN INC DEL	722,000	$11,104	3.2%	$11.40	-1.8%	COM	49456B101
CCK	CROWN HOLDINGS INC	250,000	$10,393	3.0%	$43.79	+0.3%	COM	228368106
—	CIMAREX ENERGY CO	160,000	$9,864	2.8%	$61.65	—	COM	171798101
DXC	DXC TECHNOLOGY CO	168,000	$8,933	2.6%	$66.27	0.0%	COM	23355L106
—	MR COOPER GROUP INC	760,000	$8,869	2.6%	$11.67	—	COM	62482R107
—	LAM RESEARCH CORP	65,000	$8,851	2.6%	$136.17	—	COM	512807108
—	GRAFTECH INTL LTD	769,457	$8,803	2.5%	$17.00	—	COM	384313508
—	BARRICK GOLD CORP	562,000	$7,609	2.2%	$13.54	—	COM	067901108
GLNG	GOLAR LNG LTD BERMUDA	330,000	$7,181	2.1%	$23.29	-1.3%	SHS	G9456A100
URI	UNITED RENTALS INC	70,000	$7,177	2.1%	$141.24	-17.4%	COM	911363109
UAL	UNITED CONTL HLDGS INC	79,500	$6,657	1.9%	$64.25	+36.7%	COM	910047109
CVS	CVS HEALTH CORP	100,000	$6,552	1.9%	$59.39	0.0%	COM	126650100
—	WYNDHAM DESTINATIONS INC	170,000	$6,093	1.8%	$35.84	—	COM	98310W108
TLT	ISHARES TR	40,000	$4,860	1.4%	$120.45	—	20 YR TR BD ETF	464287432
CAR	AVIS BUDGET GROUP	200,000	$4,496	1.3%	$31.96	-13.7%	COM	053774105
KNX	KNIGHT SWIFT TRANSN HLDGS IN	170,000	$4,262	1.2%	$28.84	0.0%	CL A	499049104
—	NEWFIELD EXPL CO	280,000	$4,105	1.2%	$14.66	—	COM	651290108
AL	AIR LEASE CORP	100,000	$3,021	0.9%	$35.82	-6.7%	CL A	00912X302
BTU	PEABODY ENERGY CORP NEW	95,000	$2,896	0.8%	$29.49	0.0%	COM	704551100
CC	CHEMOURS CO	70,000	$1,975	0.6%	$23.57	0.0%	COM	163851108
MU	MICRON TECHNOLOGY INC	61,792	$1,961	0.6%	$32.85	+12.6%	COM	595112103
—	SPIRIT AIRLS INC	31,838	$1,844	0.5%	$57.92	—	COM	848577102
INTC	INTEL CORP	37,700	$1,769	0.5%	$40.19	0.0%	COM	458140100
—	TIVITY HEALTH INC	59,088	$1,466	0.4%	$24.81	—	COM	88870R102
RITM	NEW RESIDENTIAL INVT CORP	101,661	$1,445	0.4%	$15.88	—	COM NEW	64828T201
GS	GOLDMAN SACHS GROUP INC	6,800	$1,136	0.3%	$170.89	0.0%	COM	38141G104
AR	ANTERO RES CORP	120,000	$1,127	0.3%	$19.36	-23.7%	COM	03674X106
—	NOBLE ENERGY INC	40,000	$750	0.2%	$25.80	—	COM	655044105