COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 14, 2019

Total Value ($000): $284,219 (100.0% shares, 0.0% debt)

Holdings (38)

GLD SPDR GOLD TRUST 14.8%

Value ($000) $41,958 Shares 315,000 Est. Cost $119.96 Unrealized —

AER AERCAP HOLDINGS NV 9.1%

Value ($000) $26,005 Shares 500,000 Est. Cost $47.30 Unrealized +2.0%

DAL DELTA AIR LINES INC DEL 6.8%

Value ($000) $19,295 Shares 340,000 Est. Cost $50.28 Unrealized +6.0%

URI UNITED RENTALS INC 5.6%

Value ($000) $15,916 Shares 120,000 Est. Cost $122.93 Unrealized 0.0%

— TEEKAY LNG PARTNERS L P 5.1%

Value ($000) $14,417 Shares 1,022,509 Est. Cost $14.94 Unrealized —

NRG NRG ENERGY INC 4.7%

Value ($000) $13,275 Shares 378,000 Est. Cost $26.50 Unrealized +18.4%

FANG DIAMONDBACK ENERGY INC 4.5%

Value ($000) $12,899 Shares 118,373 Est. Cost $81.14 Unrealized 0.0%

HUM HUMANA INC 4.2%

Value ($000) $11,939 Shares 45,000 Est. Cost $239.24 Unrealized 0.0%

— WELLCARE HEALTH PLANS INC 4.0%

Value ($000) $11,403 Shares 40,000 Est. Cost $281.38 Unrealized —

STWD STARWOOD PPTY TR INC 3.4%

Value ($000) $9,542 Shares 420,000 Est. Cost $21.93 Unrealized —

— FIRST DATA CORP NEW 3.3%

Value ($000) $9,475 Shares 350,000 Est. Cost $26.27 Unrealized —

VLO VALERO ENERGY CORP NEW 3.1%

Value ($000) $8,681 Shares 101,400 Est. Cost $62.82 Unrealized +0.3%

NXST NEXSTAR MEDIA GROUP INC 2.6%

Value ($000) $7,272 Shares 72,000 Est. Cost $58.11 Unrealized +51.3%

MPC MARATHON PETE CORP 2.6%

Value ($000) $7,264 Shares 130,000 Est. Cost $52.14 Unrealized -15.1%

— NOBLE ENERGY INC 2.0%

Value ($000) $5,622 Shares 251,000 Est. Cost $22.40 Unrealized —

UAL UNITED CONTL HLDGS INC 2.0%

Value ($000) $5,603 Shares 64,000 Est. Cost $84.63 Unrealized 0.0%

PBF PBF ENERGY INC 1.9%

Value ($000) $5,510 Shares 176,027 Est. Cost $29.84 Unrealized 0.0%

DVN DEVON ENERGY CORP NEW 1.9%

Value ($000) $5,390 Shares 189,000 Est. Cost $21.37 Unrealized 0.0%

— TEEKAY CORPORATION 1.9%

Value ($000) $5,378 Shares 6,824,000 Est. Cost $0.79 Unrealized —

GS GOLDMAN SACHS GROUP INC 1.9%

Value ($000) $5,340 Shares 26,100 Est. Cost $169.10 Unrealized 0.0%

— BARRICK GOLD CORPORATION 1.8%

Value ($000) $5,207 Shares 330,200 Est. Cost $15.77 Unrealized —

— WYNDHAM DESTINATIONS INC 1.5%

Value ($000) $4,390 Shares 100,000 Est. Cost $37.16 Unrealized —

AAL AMERICAN AIRLS GROUP INC 1.5%

Value ($000) $4,272 Shares 131,000 Est. Cost $31.92 Unrealized 0.0%

CVS CVS HEALTH CORP 1.5%

Value ($000) $4,141 Shares 76,000 Est. Cost $43.57 Unrealized 0.0%

BTU PEABODY ENERGY CORP NEW 1.2%

Value ($000) $3,416 Shares 141,728 Est. Cost $24.79 Unrealized 0.0%

— GRAFTECH INTL LTD 0.9%

Value ($000) $2,645 Shares 230,000 Est. Cost $17.00 Unrealized —

— ALLERGAN PLC 0.9%

Value ($000) $2,511 Shares 15,000 Est. Cost $167.40 Unrealized —

TRN TRINITY INDS INC 0.8%

Value ($000) $2,283 Shares 110,000 Est. Cost $16.45 Unrealized 0.0%

VST VISTRA ENERGY CORP 0.8%

Value ($000) $2,264 Shares 100,000 Est. Cost $21.56 Unrealized 0.0%

META FACEBOOK INC 0.7%

Value ($000) $1,930 Shares 10,000 Est. Cost $181.44 Unrealized 0.0%

EQT EQT CORP 0.6%

Value ($000) $1,692 Shares 106,993 Est. Cost $17.81 Unrealized 0.0%

STNG SCORPIO TANKERS INC 0.5%

Value ($000) $1,476 Shares 50,000 Est. Cost $29.52 Unrealized —

KMI KINDER MORGAN INC DEL 0.4%

Value ($000) $1,253 Shares 60,000 Est. Cost $11.40 Unrealized +19.9%

AL AIR LEASE CORP 0.4%

Value ($000) $1,116 Shares 27,000 Est. Cost $33.69 Unrealized 0.0%

AR ANTERO RES CORP 0.4%

Value ($000) $1,034 Shares 187,000 Est. Cost $15.60 Unrealized -53.8%

— SUMMIT MATLS INC 0.3%

Value ($000) $963 Shares 50,000 Est. Cost $19.26 Unrealized —

ASH ASHLAND GLOBAL HLDGS INC 0.3%

Value ($000) $804 Shares 10,056 Est. Cost $68.84 Unrealized 0.0%

— TEEKAY TANKERS LTD 0.2%

Value ($000) $638 Shares 498,105 Est. Cost $1.28 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	315,000	$41,958	14.8%	$119.96	—	GOLD SHS	78463V107
AER	AERCAP HOLDINGS NV	500,000	$26,005	9.1%	$47.30	+2.0%	SHS	N00985106
DAL	DELTA AIR LINES INC DEL	340,000	$19,295	6.8%	$50.28	+6.0%	COM NEW	247361702
URI	UNITED RENTALS INC	120,000	$15,916	5.6%	$122.93	0.0%	COM	911363109
—	TEEKAY LNG PARTNERS L P	1,022,509	$14,417	5.1%	$14.94	—	PRTNRSP UNITS	Y8564M105
NRG	NRG ENERGY INC	378,000	$13,275	4.7%	$26.50	+18.4%	COM NEW	629377508
FANG	DIAMONDBACK ENERGY INC	118,373	$12,899	4.5%	$81.14	0.0%	COM	25278X109
HUM	HUMANA INC	45,000	$11,939	4.2%	$239.24	0.0%	COM	444859102
—	WELLCARE HEALTH PLANS INC	40,000	$11,403	4.0%	$281.38	—	COM	94946T106
STWD	STARWOOD PPTY TR INC	420,000	$9,542	3.4%	$21.93	—	COM	85571B105
—	FIRST DATA CORP NEW	350,000	$9,475	3.3%	$26.27	—	COM CL A	32008D106
VLO	VALERO ENERGY CORP NEW	101,400	$8,681	3.1%	$62.82	+0.3%	COM	91913Y100
NXST	NEXSTAR MEDIA GROUP INC	72,000	$7,272	2.6%	$58.11	+51.3%	CL A	65336K103
MPC	MARATHON PETE CORP	130,000	$7,264	2.6%	$52.14	-15.1%	COM	56585A102
—	NOBLE ENERGY INC	251,000	$5,622	2.0%	$22.40	—	COM	655044105
UAL	UNITED CONTL HLDGS INC	64,000	$5,603	2.0%	$84.63	0.0%	COM	910047109
PBF	PBF ENERGY INC	176,027	$5,510	1.9%	$29.84	0.0%	CL A	69318G106
DVN	DEVON ENERGY CORP NEW	189,000	$5,390	1.9%	$21.37	0.0%	COM	25179M103
—	TEEKAY CORPORATION	6,824,000	$5,378	1.9%	$0.79	—	NOTE 5.000% 1/1	87900YAE3
GS	GOLDMAN SACHS GROUP INC	26,100	$5,340	1.9%	$169.10	0.0%	COM	38141G104
—	BARRICK GOLD CORPORATION	330,200	$5,207	1.8%	$15.77	—	COM	067901108
—	WYNDHAM DESTINATIONS INC	100,000	$4,390	1.5%	$37.16	—	COM	98310W108
AAL	AMERICAN AIRLS GROUP INC	131,000	$4,272	1.5%	$31.92	0.0%	COM	02376R102
CVS	CVS HEALTH CORP	76,000	$4,141	1.5%	$43.57	0.0%	COM	126650100
BTU	PEABODY ENERGY CORP NEW	141,728	$3,416	1.2%	$24.79	0.0%	COM	704551100
—	GRAFTECH INTL LTD	230,000	$2,645	0.9%	$17.00	—	COM	384313508
—	ALLERGAN PLC	15,000	$2,511	0.9%	$167.40	—	SHS	G0177J108
TRN	TRINITY INDS INC	110,000	$2,283	0.8%	$16.45	0.0%	COM	896522109
VST	VISTRA ENERGY CORP	100,000	$2,264	0.8%	$21.56	0.0%	COM	92840M102
META	FACEBOOK INC	10,000	$1,930	0.7%	$181.44	0.0%	CL A	30303M102
EQT	EQT CORP	106,993	$1,692	0.6%	$17.81	0.0%	COM	26884L109
STNG	SCORPIO TANKERS INC	50,000	$1,476	0.5%	$29.52	—	SHS	Y7542C130
KMI	KINDER MORGAN INC DEL	60,000	$1,253	0.4%	$11.40	+19.9%	COM	49456B101
AL	AIR LEASE CORP	27,000	$1,116	0.4%	$33.69	0.0%	CL A	00912X302
AR	ANTERO RES CORP	187,000	$1,034	0.4%	$15.60	-53.8%	COM	03674X106
—	SUMMIT MATLS INC	50,000	$963	0.3%	$19.26	—	CL A	86614U100
ASH	ASHLAND GLOBAL HLDGS INC	10,056	$804	0.3%	$68.84	0.0%	COM	044186104
—	TEEKAY TANKERS LTD	498,105	$638	0.2%	$1.28	—	CL A	Y8565N102