COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 14, 2022

Total Value ($000): $375,037 (97.3% shares, 2.7% debt)

Holdings (41)

— ATHENE HOLDING LTD 13.8%

Value ($000) $51,665 Shares 620,000 Est. Cost $64.95 Unrealized —

GLD SPDR GOLD TR 9.1%

Value ($000) $34,192 Shares 200,000 Est. Cost $135.68 Unrealized —

EQT EQT CORP 8.6%

Value ($000) $32,383 Shares 1,484,800 Est. Cost $18.76 Unrealized +4.7%

— MR COOPER GROUP INC 5.1%

Value ($000) $18,974 Shares 456,000 Est. Cost $37.46 Unrealized —

EXE CHESAPEAKE ENERGY CORP 4.1%

Value ($000) $15,485 Shares 240,000 Est. Cost $46.21 Unrealized +11.0%

MCK MCKESSON CORP 4.0%

Value ($000) $14,914 Shares 60,000 Est. Cost $196.42 Unrealized +9.3%

TOL TOLL BROTHERS INC 3.3%

Value ($000) $12,306 Shares 170,000 Est. Cost $60.80 Unrealized +5.7%

AIG AMERICAN INTL GROUP INC 3.3%

Value ($000) $12,225 Shares 215,000 Est. Cost $51.82 Unrealized 0.0%

HTZ HERTZ GLOBAL HLDGS INC 3.0%

Value ($000) $11,246 Shares 450,000 Est. Cost $25.48 Unrealized 0.0%

XPO XPO LOGISTICS INC 3.0%

Value ($000) $11,227 Shares 145,000 Est. Cost $44.07 Unrealized +5.5%

— TEEKAY CORPORATION 2.7%

Value ($000) $10,308 Shares 10,384,000 Est. Cost $0.81 Unrealized —

GPK GRAPHIC PACKAGING HLDG CO 2.7%

Value ($000) $9,945 Shares 510,000 Est. Cost $19.26 Unrealized +3.9%

CZR CAESARS ENTERTAINMENT INC NE 2.6%

Value ($000) $9,821 Shares 105,000 Est. Cost $98.55 Unrealized +2.9%

AER AERCAP HOLDINGS NV 2.6%

Value ($000) $9,813 Shares 150,000 Est. Cost $44.89 Unrealized +35.7%

CLVT CLARIVATE PLC 2.5%

Value ($000) $9,432 Shares 401,000 Est. Cost $23.16 Unrealized 0.0%

CCK CROWN HLDGS INC 2.4%

Value ($000) $8,850 Shares 80,000 Est. Cost $94.13 Unrealized +8.0%

UBER UBER TECHNOLOGIES INC 2.2%

Value ($000) $8,386 Shares 200,000 Est. Cost $43.11 Unrealized 0.0%

LAD LITHIA MTRS INC 2.1%

Value ($000) $8,018 Shares 27,000 Est. Cost $352.03 Unrealized -12.3%

DELL DELL TECHNOLOGIES INC 2.0%

Value ($000) $7,583 Shares 135,000 Est. Cost $50.48 Unrealized +1.3%

SPY SPDR S&P 500 ETF TR 1.9%

Value ($000) $7,124 Shares 15,000 Est. Cost $474.93 Unrealized —

BHC BAUSCH HEALTH COS INC 1.8%

Value ($000) $6,889 Shares 249,500 Est. Cost $22.69 Unrealized +18.0%

JBI JANUS INTERNATIONAL GROUP IN 1.8%

Value ($000) $6,758 Shares 539,778 Est. Cost $13.62 Unrealized -6.2%

— ARCH RESOURCES INC 1.7%

Value ($000) $6,392 Shares 70,000 Est. Cost $92.75 Unrealized —

AMAT APPLIED MATLS INC 1.7%

Value ($000) $6,294 Shares 40,000 Est. Cost $115.32 Unrealized +21.0%

GLNG GOLAR LNG LTD 1.7%

Value ($000) $6,195 Shares 500,000 Est. Cost $11.57 Unrealized 0.0%

GXO GXO LOGISTICS INCORPORATED 1.5%

Value ($000) $5,450 Shares 60,000 Est. Cost $75.70 Unrealized +18.7%

— BOA ACQUISITION CORP 1.3%

Value ($000) $5,010 Shares 500,000 Est. Cost $9.91 Unrealized —

DVN DEVON ENERGY CORP NEW 1.2%

Value ($000) $4,462 Shares 101,300 Est. Cost $13.63 Unrealized +146.6%

FCX FREEPORT-MCMORAN INC 1.1%

Value ($000) $4,172 Shares 99,970 Est. Cost $27.95 Unrealized +28.0%

IBM INTERNATIONAL BUSINESS MACHS 1.1%

Value ($000) $4,010 Shares 30,000 Est. Cost $106.49 Unrealized 0.0%

NFE NEW FORTRESS ENERGY INC 0.9%

Value ($000) $3,259 Shares 135,000 Est. Cost $27.70 Unrealized 0.0%

VST VISTRA CORP 0.6%

Value ($000) $2,334 Shares 102,501 Est. Cost $17.48 Unrealized +5.9%

CF CF INDS HLDGS INC 0.5%

Value ($000) $1,770 Shares 25,000 Est. Cost $36.88 Unrealized +55.5%

— TEEKAY LNG PARTNERS L P 0.5%

Value ($000) $1,693 Shares 100,000 Est. Cost $11.41 Unrealized —

FDX FEDEX CORP 0.3%

Value ($000) $1,293 Shares 5,000 Est. Cost $219.91 Unrealized 0.0%

— ARCHAEA ENERGY INC 0.3%

Value ($000) $1,202 Shares 65,759 Est. Cost $18.28 Unrealized —

LEN LENNAR CORP 0.3%

Value ($000) $1,162 Shares 10,000 Est. Cost $96.09 Unrealized 0.0%

— ARENA PHARMACEUTICALS INC 0.2%

Value ($000) $929 Shares 10,000 Est. Cost $92.90 Unrealized —

— PERIMETER SOLUTIONS SA 0.2%

Value ($000) $799 Shares 57,500 Est. Cost $13.90 Unrealized —

RDN RADIAN GROUP INC 0.2%

Value ($000) $634 Shares 30,000 Est. Cost $19.30 Unrealized 0.0%

MTG MGIC INVT CORP WIS 0.1%

Value ($000) $433 Shares 30,000 Est. Cost $15.15 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ATHENE HOLDING LTD	620,000	$51,665	13.8%	$64.95	—	CL A	G0684D107
GLD	SPDR GOLD TR	200,000	$34,192	9.1%	$135.68	—	GOLD SHS	78463V107
EQT	EQT CORP	1,484,800	$32,383	8.6%	$18.76	+4.7%	COM	26884L109
—	MR COOPER GROUP INC	456,000	$18,974	5.1%	$37.46	—	COM	62482R107
EXE	CHESAPEAKE ENERGY CORP	240,000	$15,485	4.1%	$46.21	+11.0%	COM	165167735
MCK	MCKESSON CORP	60,000	$14,914	4.0%	$196.42	+9.3%	COM	58155Q103
TOL	TOLL BROTHERS INC	170,000	$12,306	3.3%	$60.80	+5.7%	COM	889478103
AIG	AMERICAN INTL GROUP INC	215,000	$12,225	3.3%	$51.82	0.0%	COM NEW	026874784
HTZ	HERTZ GLOBAL HLDGS INC	450,000	$11,246	3.0%	$25.48	0.0%	COM NEW	42806J700
XPO	XPO LOGISTICS INC	145,000	$11,227	3.0%	$44.07	+5.5%	COM	983793100
—	TEEKAY CORPORATION	10,384,000	$10,308	2.7%	$0.81	—	NOTE 5.000% 1/1	87900YAE3
GPK	GRAPHIC PACKAGING HLDG CO	510,000	$9,945	2.7%	$19.26	+3.9%	COM	388689101
CZR	CAESARS ENTERTAINMENT INC NE	105,000	$9,821	2.6%	$98.55	+2.9%	COM	12769G100
AER	AERCAP HOLDINGS NV	150,000	$9,813	2.6%	$44.89	+35.7%	SHS	N00985106
CLVT	CLARIVATE PLC	401,000	$9,432	2.5%	$23.16	0.0%	ORD SHS	G21810109
CCK	CROWN HLDGS INC	80,000	$8,850	2.4%	$94.13	+8.0%	COM	228368106
UBER	UBER TECHNOLOGIES INC	200,000	$8,386	2.2%	$43.11	0.0%	COM	90353T100
LAD	LITHIA MTRS INC	27,000	$8,018	2.1%	$352.03	-12.3%	COM	536797103
DELL	DELL TECHNOLOGIES INC	135,000	$7,583	2.0%	$50.48	+1.3%	CL C	24703L202
SPY	SPDR S&P 500 ETF TR	15,000	$7,124	1.9%	$474.93	—	TR UNIT	78462F103
BHC	BAUSCH HEALTH COS INC	249,500	$6,889	1.8%	$22.69	+18.0%	COM	071734107
JBI	JANUS INTERNATIONAL GROUP IN	539,778	$6,758	1.8%	$13.62	-6.2%	COMMON STOCK	47103N106
—	ARCH RESOURCES INC	70,000	$6,392	1.7%	$92.75	—	CL A	03940R107
AMAT	APPLIED MATLS INC	40,000	$6,294	1.7%	$115.32	+21.0%	COM	038222105
GLNG	GOLAR LNG LTD	500,000	$6,195	1.7%	$11.57	0.0%	SHS	G9456A100
GXO	GXO LOGISTICS INCORPORATED	60,000	$5,450	1.5%	$75.70	+18.7%	COMMON STOCK	36262G101
—	BOA ACQUISITION CORP	500,000	$5,010	1.3%	$9.91	—	UNIT 99/99/9999	05601A208
DVN	DEVON ENERGY CORP NEW	101,300	$4,462	1.2%	$13.63	+146.6%	COM	25179M103
FCX	FREEPORT-MCMORAN INC	99,970	$4,172	1.1%	$27.95	+28.0%	CL B	35671D857
IBM	INTERNATIONAL BUSINESS MACHS	30,000	$4,010	1.1%	$106.49	0.0%	COM	459200101
NFE	NEW FORTRESS ENERGY INC	135,000	$3,259	0.9%	$27.70	0.0%	COM CL A	644393100
VST	VISTRA CORP	102,501	$2,334	0.6%	$17.48	+5.9%	COM	92840M102
CF	CF INDS HLDGS INC	25,000	$1,770	0.5%	$36.88	+55.5%	COM	125269100
—	TEEKAY LNG PARTNERS L P	100,000	$1,693	0.5%	$11.41	—	PRTNRSP UNITS	Y8564M105
FDX	FEDEX CORP	5,000	$1,293	0.3%	$219.91	0.0%	COM	31428X106
—	ARCHAEA ENERGY INC	65,759	$1,202	0.3%	$18.28	—	COM CL A	03940F103
LEN	LENNAR CORP	10,000	$1,162	0.3%	$96.09	0.0%	CL A	526057104
—	ARENA PHARMACEUTICALS INC	10,000	$929	0.2%	$92.90	—	COM NEW	040047607
—	PERIMETER SOLUTIONS SA	57,500	$799	0.2%	$13.90	—	COMMON STOCK	L7579L106
RDN	RADIAN GROUP INC	30,000	$634	0.2%	$19.30	0.0%	COM	750236101
MTG	MGIC INVT CORP WIS	30,000	$433	0.1%	$15.15	0.0%	COM	552848103