COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 15, 2021

Total Value ($000): $349,988 (95.9% shares, 4.1% debt)

Holdings (38)

GLD SPDR GOLD TR 11.7%

Value ($000) $41,055 Shares 250,000 Est. Cost $135.68 Unrealized —

— ATHENE HOLDING LTD 7.3%

Value ($000) $25,482 Shares 370,000 Est. Cost $52.54 Unrealized —

EQT EQT CORP 5.8%

Value ($000) $20,378 Shares 996,000 Est. Cost $18.32 Unrealized -0.8%

DVN DEVON ENERGY CORP NEW 5.4%

Value ($000) $18,820 Shares 530,000 Est. Cost $13.63 Unrealized +65.2%

AER AERCAP HOLDINGS NV 5.0%

Value ($000) $17,343 Shares 300,000 Est. Cost $44.89 Unrealized +17.5%

— TEEKAY CORPORATION 4.1%

Value ($000) $14,432 Shares 14,384,000 Est. Cost $0.81 Unrealized —

NRG NRG ENERGY INC 4.0%

Value ($000) $13,882 Shares 340,000 Est. Cost $34.20 Unrealized +9.9%

GPI GROUP 1 AUTOMOTIVE INC 3.5%

Value ($000) $12,193 Shares 64,900 Est. Cost $163.26 Unrealized +3.9%

CCK CROWN HLDGS INC 3.5%

Value ($000) $12,094 Shares 120,000 Est. Cost $94.13 Unrealized +6.5%

— ARCH RESOURCES INC 3.3%

Value ($000) $11,594 Shares 125,000 Est. Cost $92.75 Unrealized —

— CANO HEALTH INC 3.2%

Value ($000) $11,201 Shares 883,380 Est. Cost $12.43 Unrealized —

MCK MCKESSON CORP 3.2%

Value ($000) $11,165 Shares 56,000 Est. Cost $195.10 Unrealized 0.0%

LAD LITHIA MTRS INC 3.2%

Value ($000) $11,033 Shares 34,800 Est. Cost $352.03 Unrealized -1.1%

— MR COOPER GROUP INC 2.9%

Value ($000) $10,293 Shares 250,000 Est. Cost $34.04 Unrealized —

BHC BAUSCH HEALTH COS INC 2.7%

Value ($000) $9,455 Shares 339,500 Est. Cost $22.69 Unrealized +25.0%

CZR CAESARS ENTERTAINMENT INC NE 2.6%

Value ($000) $8,982 Shares 80,000 Est. Cost $97.67 Unrealized 0.0%

XPO XPO LOGISTICS INC 2.3%

Value ($000) $7,958 Shares 100,000 Est. Cost $42.99 Unrealized +16.6%

GXO GXO LOGISTICS INCORPORATED 2.2%

Value ($000) $7,844 Shares 100,000 Est. Cost $75.70 Unrealized 0.0%

— CIT GROUP INC 2.2%

Value ($000) $7,793 Shares 150,000 Est. Cost $51.95 Unrealized —

GPK GRAPHIC PACKAGING HLDG CO 2.2%

Value ($000) $7,740 Shares 406,500 Est. Cost $19.06 Unrealized 0.0%

AMAT APPLIED MATLS INC 2.2%

Value ($000) $7,724 Shares 60,000 Est. Cost $115.32 Unrealized +13.2%

FCX FREEPORT-MCMORAN INC 2.2%

Value ($000) $7,547 Shares 232,000 Est. Cost $27.95 Unrealized +18.4%

— TEEKAY LNG PARTNERS L P 2.1%

Value ($000) $7,464 Shares 480,000 Est. Cost $11.41 Unrealized —

CF CF INDS HLDGS INC 2.0%

Value ($000) $6,978 Shares 125,000 Est. Cost $36.88 Unrealized +18.6%

TOL TOLL BROTHERS INC 1.8%

Value ($000) $6,358 Shares 115,000 Est. Cost $59.14 Unrealized 0.0%

JBI JANUS INTERNATIONAL GROUP IN 1.8%

Value ($000) $6,301 Shares 514,778 Est. Cost $13.66 Unrealized 0.0%

— BOA ACQUISITION CORP 1.4%

Value ($000) $4,940 Shares 500,000 Est. Cost $9.91 Unrealized —

EXE CHESAPEAKE ENERGY CORP 1.3%

Value ($000) $4,619 Shares 75,000 Est. Cost $35.05 Unrealized +28.5%

FIS FIDELITY NATL INFORMATION SV 0.9%

Value ($000) $3,042 Shares 25,000 Est. Cost $120.76 Unrealized 0.0%

UAL UNITED AIRLS HLDGS INC 0.8%

Value ($000) $2,854 Shares 60,000 Est. Cost $47.12 Unrealized 0.0%

— JANUS INTERNATIONAL GROUP IN 0.7%

Value ($000) $2,618 Shares 750,000 Est. Cost $3.49 Unrealized —

AL AIR LEASE CORP 0.6%

Value ($000) $1,967 Shares 50,000 Est. Cost $37.54 Unrealized 0.0%

— FINANCE OF AMERICA COMPAN 0.5%

Value ($000) $1,778 Shares 359,206 Est. Cost $7.63 Unrealized —

DELL DELL TECHNOLOGIES INC 0.5%

Value ($000) $1,644 Shares 15,800 Est. Cost $45.70 Unrealized 0.0%

VST VISTRA CORP 0.3%

Value ($000) $1,129 Shares 66,000 Est. Cost $16.92 Unrealized 0.0%

CRK COMSTOCK RES INC 0.3%

Value ($000) $1,035 Shares 100,000 Est. Cost $6.42 Unrealized 0.0%

EXP EAGLE MATLS INC 0.2%

Value ($000) $656 Shares 5,000 Est. Cost $139.95 Unrealized 0.0%

TROX TRONOX HOLDINGS PLC 0.2%

Value ($000) $597 Shares 24,200 Est. Cost $20.54 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	250,000	$41,055	11.7%	$135.68	—	GOLD SHS	78463V107
—	ATHENE HOLDING LTD	370,000	$25,482	7.3%	$52.54	—	CL A	G0684D107
EQT	EQT CORP	996,000	$20,378	5.8%	$18.32	-0.8%	COM	26884L109
DVN	DEVON ENERGY CORP NEW	530,000	$18,820	5.4%	$13.63	+65.2%	COM	25179M103
AER	AERCAP HOLDINGS NV	300,000	$17,343	5.0%	$44.89	+17.5%	SHS	N00985106
—	TEEKAY CORPORATION	14,384,000	$14,432	4.1%	$0.81	—	NOTE 5.000% 1/1	87900YAE3
NRG	NRG ENERGY INC	340,000	$13,882	4.0%	$34.20	+9.9%	COM NEW	629377508
GPI	GROUP 1 AUTOMOTIVE INC	64,900	$12,193	3.5%	$163.26	+3.9%	COM	398905109
CCK	CROWN HLDGS INC	120,000	$12,094	3.5%	$94.13	+6.5%	COM	228368106
—	ARCH RESOURCES INC	125,000	$11,594	3.3%	$92.75	—	CL A	03940R107
—	CANO HEALTH INC	883,380	$11,201	3.2%	$12.43	—	COM CL A	13781Y103
MCK	MCKESSON CORP	56,000	$11,165	3.2%	$195.10	0.0%	COM	58155Q103
LAD	LITHIA MTRS INC	34,800	$11,033	3.2%	$352.03	-1.1%	COM	536797103
—	MR COOPER GROUP INC	250,000	$10,293	2.9%	$34.04	—	COM	62482R107
BHC	BAUSCH HEALTH COS INC	339,500	$9,455	2.7%	$22.69	+25.0%	COM	071734107
CZR	CAESARS ENTERTAINMENT INC NE	80,000	$8,982	2.6%	$97.67	0.0%	COM	12769G100
XPO	XPO LOGISTICS INC	100,000	$7,958	2.3%	$42.99	+16.6%	COM	983793100
GXO	GXO LOGISTICS INCORPORATED	100,000	$7,844	2.2%	$75.70	0.0%	COMMON STOCK	36262G101
—	CIT GROUP INC	150,000	$7,793	2.2%	$51.95	—	COM NEW	125581801
GPK	GRAPHIC PACKAGING HLDG CO	406,500	$7,740	2.2%	$19.06	0.0%	COM	388689101
AMAT	APPLIED MATLS INC	60,000	$7,724	2.2%	$115.32	+13.2%	COM	038222105
FCX	FREEPORT-MCMORAN INC	232,000	$7,547	2.2%	$27.95	+18.4%	CL B	35671D857
—	TEEKAY LNG PARTNERS L P	480,000	$7,464	2.1%	$11.41	—	PRTNRSP UNITS	Y8564M105
CF	CF INDS HLDGS INC	125,000	$6,978	2.0%	$36.88	+18.6%	COM	125269100
TOL	TOLL BROTHERS INC	115,000	$6,358	1.8%	$59.14	0.0%	COM	889478103
JBI	JANUS INTERNATIONAL GROUP IN	514,778	$6,301	1.8%	$13.66	0.0%	COMMON STOCK	47103N106
—	BOA ACQUISITION CORP	500,000	$4,940	1.4%	$9.91	—	UNIT 99/99/9999	05601A208
EXE	CHESAPEAKE ENERGY CORP	75,000	$4,619	1.3%	$35.05	+28.5%	COM	165167735
FIS	FIDELITY NATL INFORMATION SV	25,000	$3,042	0.9%	$120.76	0.0%	COM	31620M106
UAL	UNITED AIRLS HLDGS INC	60,000	$2,854	0.8%	$47.12	0.0%	COM	910047109
—	JANUS INTERNATIONAL GROUP IN	750,000	$2,618	0.7%	$3.49	—	*W EXP 06/07/202	47103N114
AL	AIR LEASE CORP	50,000	$1,967	0.6%	$37.54	0.0%	CL A	00912X302
—	FINANCE OF AMERICA COMPAN	359,206	$1,778	0.5%	$7.63	—	COM CL A	31738L107
DELL	DELL TECHNOLOGIES INC	15,800	$1,644	0.5%	$45.70	0.0%	CL C	24703L202
VST	VISTRA CORP	66,000	$1,129	0.3%	$16.92	0.0%	COM	92840M102
CRK	COMSTOCK RES INC	100,000	$1,035	0.3%	$6.42	0.0%	COM	205768302
EXP	EAGLE MATLS INC	5,000	$656	0.2%	$139.95	0.0%	COM	26969P108
TROX	TRONOX HOLDINGS PLC	24,200	$597	0.2%	$20.54	0.0%	SHS	G9087Q102