COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 16, 2021

Total Value ($000): $285,248 (100.0% shares, 0.0% debt)

Holdings (31)

GLD SPDR GOLD TR 11.6%

Value ($000) $33,126 Shares 200,000 Est. Cost $128.54 Unrealized —

— ATHENE HOLDING LTD 9.5%

Value ($000) $27,000 Shares 400,000 Est. Cost $52.54 Unrealized —

DVN DEVON ENERGY CORP NEW 7.2%

Value ($000) $20,433 Shares 700,000 Est. Cost $13.63 Unrealized +48.6%

XPO XPO LOGISTICS INC 6.9%

Value ($000) $19,585 Shares 140,000 Est. Cost $42.99 Unrealized +13.6%

AER AERCAP HOLDINGS NV 6.5%

Value ($000) $18,436 Shares 360,000 Est. Cost $44.89 Unrealized +26.6%

— TEEKAY CORPORATION 5.2%

Value ($000) $14,974 Shares 15,384,000 Est. Cost $0.81 Unrealized —

BHC BAUSCH HEALTH COS INC 5.1%

Value ($000) $14,660 Shares 500,000 Est. Cost $22.69 Unrealized +33.5%

BLDR BUILDERS FIRSTSOURCE INC 4.5%

Value ($000) $12,798 Shares 300,000 Est. Cost $29.49 Unrealized +57.2%

GOOG ALPHABET INC 4.1%

Value ($000) $11,780 Shares 4,700 Est. Cost $100.18 Unrealized +18.1%

AMAT APPLIED MATLS INC 3.5%

Value ($000) $9,968 Shares 70,000 Est. Cost $115.32 Unrealized +11.7%

CCK CROWN HLDGS INC 3.0%

Value ($000) $8,688 Shares 85,000 Est. Cost $91.62 Unrealized +9.7%

— MR COOPER GROUP INC 3.0%

Value ($000) $8,596 Shares 260,000 Est. Cost $34.04 Unrealized —

— TEEKAY LNG PARTNERS L P 2.8%

Value ($000) $7,998 Shares 530,000 Est. Cost $11.41 Unrealized —

CB CHUBB LIMITED 2.8%

Value ($000) $7,947 Shares 50,000 Est. Cost $155.25 Unrealized 0.0%

NRG NRG ENERGY INC 2.8%

Value ($000) $7,935 Shares 196,901 Est. Cost $31.74 Unrealized 0.0%

GPI GROUP 1 AUTOMOTIVE INC 2.5%

Value ($000) $7,088 Shares 45,900 Est. Cost $160.60 Unrealized 0.0%

— FINANCE OF AMERICA COMPANY INC 2.1%

Value ($000) $6,104 Shares 800,000 Est. Cost $7.63 Unrealized —

CLVT CLARIVATE PLC 2.1%

Value ($000) $5,919 Shares 215,000 Est. Cost $27.49 Unrealized 0.0%

EXE CHESAPEAKE ENERGY CORP 1.8%

Value ($000) $5,192 Shares 100,000 Est. Cost $35.05 Unrealized +13.6%

— BOA ACQUISITION CORP 1.7%

Value ($000) $4,955 Shares 500,000 Est. Cost $9.91 Unrealized —

— NUANCE COMMUNICATIONS INC 1.7%

Value ($000) $4,900 Shares 90,000 Est. Cost $54.44 Unrealized —

— CANO HEALTH INC 1.6%

Value ($000) $4,698 Shares 388,251 Est. Cost $12.10 Unrealized —

EQT EQT CORP 1.5%

Value ($000) $4,252 Shares 191,000 Est. Cost $18.97 Unrealized 0.0%

AZO AUTOZONE INC 1.5%

Value ($000) $4,178 Shares 2,800 Est. Cost $1449.65 Unrealized 0.0%

FCX FREEPORT-MCMORAN INC 1.3%

Value ($000) $3,711 Shares 100,000 Est. Cost $21.16 Unrealized +72.6%

LAD LITHIA MTRS INC 1.2%

Value ($000) $3,436 Shares 10,000 Est. Cost $361.63 Unrealized 0.0%

CF CF INDS HLDGS INC 1.1%

Value ($000) $3,087 Shares 60,000 Est. Cost $29.47 Unrealized +56.2%

— BERRY GLOBAL GROUP INC 0.5%

Value ($000) $1,304 Shares 20,000 Est. Cost $48.32 Unrealized —

CNX CNX RES CORP 0.3%

Value ($000) $956 Shares 70,000 Est. Cost $10.09 Unrealized +38.5%

KBH KB HOME 0.3%

Value ($000) $926 Shares 22,747 Est. Cost $38.18 Unrealized +12.0%

NE1USD NOBLE CORP NEW 0.2%

Value ($000) $618 Shares 25,000 Est. Cost $24.72 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	200,000	$33,126	11.6%	$128.54	—	GOLD SHS	78463V107
—	ATHENE HOLDING LTD	400,000	$27,000	9.5%	$52.54	—	CL A	G0684D107
DVN	DEVON ENERGY CORP NEW	700,000	$20,433	7.2%	$13.63	+48.6%	COM	25179M103
XPO	XPO LOGISTICS INC	140,000	$19,585	6.9%	$42.99	+13.6%	COM	983793100
AER	AERCAP HOLDINGS NV	360,000	$18,436	6.5%	$44.89	+26.6%	SHS	N00985106
—	TEEKAY CORPORATION	15,384,000	$14,974	5.2%	$0.81	—	NOTE 5.000% 1/1	87900YAE3
BHC	BAUSCH HEALTH COS INC	500,000	$14,660	5.1%	$22.69	+33.5%	COM	071734107
BLDR	BUILDERS FIRSTSOURCE INC	300,000	$12,798	4.5%	$29.49	+57.2%	COM	12008R107
GOOG	ALPHABET INC	4,700	$11,780	4.1%	$100.18	+18.1%	CAP STK CL C	02079K107
AMAT	APPLIED MATLS INC	70,000	$9,968	3.5%	$115.32	+11.7%	COM	038222105
CCK	CROWN HLDGS INC	85,000	$8,688	3.0%	$91.62	+9.7%	COM	228368106
—	MR COOPER GROUP INC	260,000	$8,596	3.0%	$34.04	—	COM	62482R107
—	TEEKAY LNG PARTNERS L P	530,000	$7,998	2.8%	$11.41	—	PRTNRSP UNITS	Y8564M105
CB	CHUBB LIMITED	50,000	$7,947	2.8%	$155.25	0.0%	COM	H1467J104
NRG	NRG ENERGY INC	196,901	$7,935	2.8%	$31.74	0.0%	COM NEW	629377508
GPI	GROUP 1 AUTOMOTIVE INC	45,900	$7,088	2.5%	$160.60	0.0%	COM	398905109
—	FINANCE OF AMERICA COMPANY INC	800,000	$6,104	2.1%	$7.63	—	COM CL A	31738L107
CLVT	CLARIVATE PLC	215,000	$5,919	2.1%	$27.49	0.0%	ORD SHS	G21810109
EXE	CHESAPEAKE ENERGY CORP	100,000	$5,192	1.8%	$35.05	+13.6%	COM	165167735
—	BOA ACQUISITION CORP	500,000	$4,955	1.7%	$9.91	—	UNIT 99/99/9999	05601A208
—	NUANCE COMMUNICATIONS INC	90,000	$4,900	1.7%	$54.44	—	COM	67020Y100
—	CANO HEALTH INC	388,251	$4,698	1.6%	$12.10	—	COM CL A	13781Y103
EQT	EQT CORP	191,000	$4,252	1.5%	$18.97	0.0%	COM	26884L109
AZO	AUTOZONE INC	2,800	$4,178	1.5%	$1449.65	0.0%	COM	053332102
FCX	FREEPORT-MCMORAN INC	100,000	$3,711	1.3%	$21.16	+72.6%	CL B	35671D857
LAD	LITHIA MTRS INC	10,000	$3,436	1.2%	$361.63	0.0%	COM	536797103
CF	CF INDS HLDGS INC	60,000	$3,087	1.1%	$29.47	+56.2%	COM	125269100
—	BERRY GLOBAL GROUP INC	20,000	$1,304	0.5%	$48.32	—	COM	08579W103
CNX	CNX RES CORP	70,000	$956	0.3%	$10.09	+38.5%	COM	12653C108
KBH	KB HOME	22,747	$926	0.3%	$38.18	+12.0%	COM	48666K109
NE1USD	NOBLE CORP NEW	25,000	$618	0.2%	$24.72	—	SHS	G6610J209