COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $251,665 (100.0% shares, 0.0% debt)

Holdings (31)

GLD SPDR GOLD TRUST 17.7%

Value ($000) $44,438 Shares 320,000 Est. Cost $120.26 Unrealized —

NRG NRG ENERGY INC 7.9%

Value ($000) $19,800 Shares 500,000 Est. Cost $27.38 Unrealized +10.0%

— ALLERGAN PLC 7.8%

Value ($000) $19,740 Shares 117,300 Est. Cost $168.17 Unrealized —

AER AERCAP HOLDINGS NV 7.6%

Value ($000) $19,107 Shares 348,984 Est. Cost $47.30 Unrealized +9.9%

— WELLCARE HEALTH PLANS INC 7.3%

Value ($000) $18,323 Shares 70,700 Est. Cost $271.73 Unrealized —

META FACEBOOK INC 6.4%

Value ($000) $16,187 Shares 90,900 Est. Cost $187.95 Unrealized +0.4%

DAL DELTA AIR LINES INC DEL 5.7%

Value ($000) $14,400 Shares 250,000 Est. Cost $50.28 Unrealized +12.8%

GOOG ALPHABET INC 5.5%

Value ($000) $13,897 Shares 11,400 Est. Cost $58.73 Unrealized 0.0%

— TEEKAY LNG PARTNERS L P 4.4%

Value ($000) $11,189 Shares 819,691 Est. Cost $14.94 Unrealized —

— NEW MEDIA INVT GROUP INC 3.3%

Value ($000) $8,388 Shares 952,062 Est. Cost $8.81 Unrealized —

— NOBLE ENERGY INC 3.1%

Value ($000) $7,861 Shares 350,000 Est. Cost $22.42 Unrealized —

— TEEKAY CORPORATION 2.9%

Value ($000) $7,376 Shares 9,076,000 Est. Cost $0.79 Unrealized —

HUM HUMANA INC 2.8%

Value ($000) $7,159 Shares 28,000 Est. Cost $239.24 Unrealized +10.8%

— HERTZ GLOBAL HLDGS INC 2.5%

Value ($000) $6,228 Shares 450,000 Est. Cost $13.84 Unrealized —

— WYNDHAM DESTINATIONS INC 2.3%

Value ($000) $5,748 Shares 124,900 Est. Cost $38.92 Unrealized —

VST VISTRA ENERGY CORP 1.6%

Value ($000) $4,026 Shares 150,605 Est. Cost $21.23 Unrealized -3.1%

— SPIRIT AIRLS INC 1.4%

Value ($000) $3,471 Shares 95,632 Est. Cost $36.30 Unrealized —

MGY MAGNOLIA OIL & GAS CORP 1.3%

Value ($000) $3,214 Shares 289,542 Est. Cost $10.73 Unrealized 0.0%

TSN TYSON FOODS INC 1.1%

Value ($000) $2,861 Shares 33,215 Est. Cost $70.68 Unrealized 0.0%

— WPX ENERGY INC 1.1%

Value ($000) $2,679 Shares 253,000 Est. Cost $10.59 Unrealized —

BA BOEING CO 1.1%

Value ($000) $2,663 Shares 7,000 Est. Cost $352.37 Unrealized 0.0%

— ARCH COAL INC 1.0%

Value ($000) $2,419 Shares 32,601 Est. Cost $74.20 Unrealized —

UAL UNITED AIRLINES HLDGS INC 0.9%

Value ($000) $2,210 Shares 25,000 Est. Cost $84.63 Unrealized +4.4%

CTRA CABOT OIL & GAS CORP 0.8%

Value ($000) $2,115 Shares 120,401 Est. Cost $14.36 Unrealized 0.0%

— PDC ENERGY INC 0.8%

Value ($000) $1,943 Shares 70,000 Est. Cost $27.76 Unrealized —

VLO VALERO ENERGY CORP NEW 0.7%

Value ($000) $1,705 Shares 20,000 Est. Cost $62.82 Unrealized -0.6%

— GANNETT CO INC 0.5%

Value ($000) $1,241 Shares 115,590 Est. Cost $10.74 Unrealized —

DXC DXC TECHNOLOGY CO 0.2%

Value ($000) $590 Shares 20,000 Est. Cost $41.34 Unrealized 0.0%

MU MICRON TECHNOLOGY INC 0.2%

Value ($000) $429 Shares 10,000 Est. Cost $44.12 Unrealized 0.0%

— PARSLEY ENERGY INC 0.1%

Value ($000) $168 Shares 10,000 Est. Cost $16.80 Unrealized —

— TEEKAY TANKERS LTD 0.0%

Value ($000) $90 Shares 69,000 Est. Cost $1.28 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	320,000	$44,438	17.7%	$120.26	—	GOLD SHS	78463V107
NRG	NRG ENERGY INC	500,000	$19,800	7.9%	$27.38	+10.0%	COM NEW	629377508
—	ALLERGAN PLC	117,300	$19,740	7.8%	$168.17	—	SHS	G0177J108
AER	AERCAP HOLDINGS NV	348,984	$19,107	7.6%	$47.30	+9.9%	SHS	N00985106
—	WELLCARE HEALTH PLANS INC	70,700	$18,323	7.3%	$271.73	—	COM	94946T106
META	FACEBOOK INC	90,900	$16,187	6.4%	$187.95	+0.4%	CL A	30303M102
DAL	DELTA AIR LINES INC DEL	250,000	$14,400	5.7%	$50.28	+12.8%	COM NEW	247361702
GOOG	ALPHABET INC	11,400	$13,897	5.5%	$58.73	0.0%	CAP STK CL C	02079K107
—	TEEKAY LNG PARTNERS L P	819,691	$11,189	4.4%	$14.94	—	PRTNRSP UNITS	Y8564M105
—	NEW MEDIA INVT GROUP INC	952,062	$8,388	3.3%	$8.81	—	COM	64704V106
—	NOBLE ENERGY INC	350,000	$7,861	3.1%	$22.42	—	COM	655044105
—	TEEKAY CORPORATION	9,076,000	$7,376	2.9%	$0.79	—	NOTE 5.000% 1/1	87900YAE3
HUM	HUMANA INC	28,000	$7,159	2.8%	$239.24	+10.8%	COM	444859102
—	HERTZ GLOBAL HLDGS INC	450,000	$6,228	2.5%	$13.84	—	COM	42806J106
—	WYNDHAM DESTINATIONS INC	124,900	$5,748	2.3%	$38.92	—	COM	98310W108
VST	VISTRA ENERGY CORP	150,605	$4,026	1.6%	$21.23	-3.1%	COM	92840M102
—	SPIRIT AIRLS INC	95,632	$3,471	1.4%	$36.30	—	COM	848577102
MGY	MAGNOLIA OIL & GAS CORP	289,542	$3,214	1.3%	$10.73	0.0%	CL A	559663109
TSN	TYSON FOODS INC	33,215	$2,861	1.1%	$70.68	0.0%	CL A	902494103
—	WPX ENERGY INC	253,000	$2,679	1.1%	$10.59	—	COM	98212B103
BA	BOEING CO	7,000	$2,663	1.1%	$352.37	0.0%	COM	097023105
—	ARCH COAL INC	32,601	$2,419	1.0%	$74.20	—	CL A	039380407
UAL	UNITED AIRLINES HLDGS INC	25,000	$2,210	0.9%	$84.63	+4.4%	COM	910047109
CTRA	CABOT OIL & GAS CORP	120,401	$2,115	0.8%	$14.36	0.0%	COM	127097103
—	PDC ENERGY INC	70,000	$1,943	0.8%	$27.76	—	COM	69327R101
VLO	VALERO ENERGY CORP NEW	20,000	$1,705	0.7%	$62.82	-0.6%	COM	91913Y100
—	GANNETT CO INC	115,590	$1,241	0.5%	$10.74	—	COM	36473H104
DXC	DXC TECHNOLOGY CO	20,000	$590	0.2%	$41.34	0.0%	COM	23355L106
MU	MICRON TECHNOLOGY INC	10,000	$429	0.2%	$44.12	0.0%	COM	595112103
—	PARSLEY ENERGY INC	10,000	$168	0.1%	$16.80	—	CL A	701877102
—	TEEKAY TANKERS LTD	69,000	$90	0.0%	$1.28	—	CL A	Y8565N102