COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 15, 2019

Total Value ($000): $229,728 (100.0% shares, 0.0% debt)

Holdings (28)

GLD SPDR GOLD TRUST 16.2%

Value ($000) $37,213 Shares 305,000 Est. Cost $119.53 Unrealized —

AER AERCAP HOLDINGS NV 12.2%

Value ($000) $27,924 Shares 600,000 Est. Cost $47.30 Unrealized -6.0%

NXST NEXSTAR MEDIA GROUP INC 8.5%

Value ($000) $19,496 Shares 179,900 Est. Cost $58.11 Unrealized +29.5%

STWD STARWOOD PPTY TR INC 8.2%

Value ($000) $18,774 Shares 840,000 Est. Cost $21.93 Unrealized —

DAL DELTA AIR LINES INC DEL 7.4%

Value ($000) $17,045 Shares 330,000 Est. Cost $50.18 Unrealized -6.8%

— TEEKAY LNG PARTNERS L P 6.5%

Value ($000) $14,960 Shares 1,000,000 Est. Cost $14.96 Unrealized —

KMI KINDER MORGAN INC DEL 5.1%

Value ($000) $11,806 Shares 590,000 Est. Cost $11.40 Unrealized +9.6%

NRG NRG ENERGY INC 4.7%

Value ($000) $10,851 Shares 255,435 Est. Cost $24.17 Unrealized +42.4%

— FIRST DATA CORP NEW 4.6%

Value ($000) $10,666 Shares 406,000 Est. Cost $26.27 Unrealized —

— ENCANA CORP 4.5%

Value ($000) $10,418 Shares 1,439,000 Est. Cost $7.24 Unrealized —

— GRAFTECH INTL LTD 3.4%

Value ($000) $7,820 Shares 611,409 Est. Cost $17.00 Unrealized —

MPC MARATHON PETE CORP 2.7%

Value ($000) $6,135 Shares 102,508 Est. Cost $54.25 Unrealized -7.0%

TLT ISHARES TR 2.2%

Value ($000) $5,058 Shares 40,000 Est. Cost $120.45 Unrealized —

— SPIRIT AIRLS INC 1.9%

Value ($000) $4,400 Shares 83,242 Est. Cost $54.79 Unrealized —

NEM NEWMONT MNG CORP 1.7%

Value ($000) $3,812 Shares 106,556 Est. Cost $27.34 Unrealized 0.0%

— WYNDHAM DESTINATIONS INC 1.5%

Value ($000) $3,388 Shares 83,663 Est. Cost $35.84 Unrealized —

CCK CROWN HOLDINGS INC 1.2%

Value ($000) $2,729 Shares 50,000 Est. Cost $43.79 Unrealized +11.9%

— WELLCARE HEALTH PLANS INC 1.1%

Value ($000) $2,605 Shares 9,657 Est. Cost $269.75 Unrealized —

VLO VALERO ENERGY CORP NEW 1.1%

Value ($000) $2,545 Shares 30,000 Est. Cost $62.40 Unrealized 0.0%

— GOLDCORP INC NEW 1.1%

Value ($000) $2,543 Shares 222,302 Est. Cost $11.44 Unrealized —

— PIONEER NAT RES CO 0.8%

Value ($000) $1,827 Shares 12,000 Est. Cost $152.25 Unrealized —

AR ANTERO RES CORP 0.6%

Value ($000) $1,492 Shares 168,962 Est. Cost $16.49 Unrealized -42.7%

— PDC ENERGY INC 0.6%

Value ($000) $1,448 Shares 35,590 Est. Cost $40.69 Unrealized —

— MR COOPER GROUP INC 0.6%

Value ($000) $1,439 Shares 150,000 Est. Cost $11.67 Unrealized —

DXC DXC TECHNOLOGY CO 0.6%

Value ($000) $1,286 Shares 20,000 Est. Cost $66.27 Unrealized -7.2%

KNX KNIGHT SWIFT TRANSN HLDGS IN 0.4%

Value ($000) $980 Shares 30,000 Est. Cost $28.84 Unrealized +2.9%

GLNG GOLAR LNG LTD BERMUDA 0.4%

Value ($000) $844 Shares 40,000 Est. Cost $23.29 Unrealized -15.2%

— MAXWELL TECHNOLOGIES INC 0.1%

Value ($000) $224 Shares 50,000 Est. Cost $4.48 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	305,000	$37,213	16.2%	$119.53	—	GOLD SHS	78463V107
AER	AERCAP HOLDINGS NV	600,000	$27,924	12.2%	$47.30	-6.0%	SHS	N00985106
NXST	NEXSTAR MEDIA GROUP INC	179,900	$19,496	8.5%	$58.11	+29.5%	CL A	65336K103
STWD	STARWOOD PPTY TR INC	840,000	$18,774	8.2%	$21.93	—	COM	85571B105
DAL	DELTA AIR LINES INC DEL	330,000	$17,045	7.4%	$50.18	-6.8%	COM NEW	247361702
—	TEEKAY LNG PARTNERS L P	1,000,000	$14,960	6.5%	$14.96	—	PRTNRSP UNITS	Y8564M105
KMI	KINDER MORGAN INC DEL	590,000	$11,806	5.1%	$11.40	+9.6%	COM	49456B101
NRG	NRG ENERGY INC	255,435	$10,851	4.7%	$24.17	+42.4%	COM NEW	629377508
—	FIRST DATA CORP NEW	406,000	$10,666	4.6%	$26.27	—	COM CL A	32008D106
—	ENCANA CORP	1,439,000	$10,418	4.5%	$7.24	—	COM	292505104
—	GRAFTECH INTL LTD	611,409	$7,820	3.4%	$17.00	—	COM	384313508
MPC	MARATHON PETE CORP	102,508	$6,135	2.7%	$54.25	-7.0%	COM	56585A102
TLT	ISHARES TR	40,000	$5,058	2.2%	$120.45	—	20 YR TR BD ETF	464287432
—	SPIRIT AIRLS INC	83,242	$4,400	1.9%	$54.79	—	COM	848577102
NEM	NEWMONT MNG CORP	106,556	$3,812	1.7%	$27.34	0.0%	COM	651639106
—	WYNDHAM DESTINATIONS INC	83,663	$3,388	1.5%	$35.84	—	COM	98310W108
CCK	CROWN HOLDINGS INC	50,000	$2,729	1.2%	$43.79	+11.9%	COM	228368106
—	WELLCARE HEALTH PLANS INC	9,657	$2,605	1.1%	$269.75	—	COM	94946T106
VLO	VALERO ENERGY CORP NEW	30,000	$2,545	1.1%	$62.40	0.0%	COM	91913Y100
—	GOLDCORP INC NEW	222,302	$2,543	1.1%	$11.44	—	COM	380956409
—	PIONEER NAT RES CO	12,000	$1,827	0.8%	$152.25	—	COM	723787107
AR	ANTERO RES CORP	168,962	$1,492	0.6%	$16.49	-42.7%	COM	03674X106
—	PDC ENERGY INC	35,590	$1,448	0.6%	$40.69	—	COM	69327R101
—	MR COOPER GROUP INC	150,000	$1,439	0.6%	$11.67	—	COM	62482R107
DXC	DXC TECHNOLOGY CO	20,000	$1,286	0.6%	$66.27	-7.2%	COM	23355L106
KNX	KNIGHT SWIFT TRANSN HLDGS IN	30,000	$980	0.4%	$28.84	+2.9%	CL A	499049104
GLNG	GOLAR LNG LTD BERMUDA	40,000	$844	0.4%	$23.29	-15.2%	SHS	G9456A100
—	MAXWELL TECHNOLOGIES INC	50,000	$224	0.1%	$4.48	—	COM	577767106