COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 16, 2022

Total Value ($000): $331,055 (100.0% shares, 0.0% debt)

Holdings (40)

GLD SPDR GOLD TR 10.9%

Value ($000) $36,130 Shares 200,000 Est. Cost $135.68 Unrealized —

AR ANTERO RESOURCES CORP 8.4%

Value ($000) $27,782 Shares 910,000 Est. Cost $22.45 Unrealized 0.0%

APO APOLLO GLOBAL MGMT INC 7.5%

Value ($000) $24,796 Shares 400,000 Est. Cost $61.02 Unrealized 0.0%

EXE CHESAPEAKE ENERGY CORP 7.1%

Value ($000) $23,490 Shares 270,000 Est. Cost $47.75 Unrealized +25.8%

— MR COOPER GROUP INC 6.2%

Value ($000) $20,552 Shares 450,000 Est. Cost $37.46 Unrealized —

GLNG GOLAR LNG LTD 6.0%

Value ($000) $19,824 Shares 800,000 Est. Cost $12.85 Unrealized +16.6%

GOOG ALPHABET INC 4.2%

Value ($000) $13,965 Shares 5,000 Est. Cost $134.94 Unrealized 0.0%

HTZ HERTZ GLOBAL HLDGS INC 4.0%

Value ($000) $13,290 Shares 600,000 Est. Cost $24.36 Unrealized -13.8%

TOL TOLL BROTHERS INC 3.6%

Value ($000) $11,755 Shares 250,000 Est. Cost $59.27 Unrealized -5.5%

CZR CAESARS ENTERTAINMENT INC NE 3.5%

Value ($000) $11,604 Shares 150,000 Est. Cost $93.08 Unrealized -13.7%

EQT EQT CORP 3.1%

Value ($000) $10,323 Shares 300,000 Est. Cost $18.76 Unrealized +22.6%

CI CIGNA CORP NEW 3.1%

Value ($000) $10,303 Shares 43,000 Est. Cost $218.34 Unrealized 0.0%

KBH KB HOME 2.7%

Value ($000) $9,040 Shares 279,200 Est. Cost $36.90 Unrealized 0.0%

GXO GXO LOGISTICS INCORPORATED 2.5%

Value ($000) $8,204 Shares 115,000 Est. Cost $77.71 Unrealized +2.8%

CLVT CLARIVATE PLC 2.4%

Value ($000) $7,969 Shares 475,500 Est. Cost $22.13 Unrealized -25.1%

BLDR BUILDERS FIRSTSOURCE INC 2.0%

Value ($000) $6,777 Shares 105,000 Est. Cost $72.59 Unrealized 0.0%

UBER UBER TECHNOLOGIES INC 1.9%

Value ($000) $6,422 Shares 180,000 Est. Cost $43.11 Unrealized -16.6%

DAL DELTA AIR LINES INC DEL 1.8%

Value ($000) $5,936 Shares 150,000 Est. Cost $37.88 Unrealized 0.0%

— ARCH RESOURCES INC 1.7%

Value ($000) $5,770 Shares 42,000 Est. Cost $92.75 Unrealized —

LEN LENNAR CORP 1.7%

Value ($000) $5,682 Shares 70,000 Est. Cost $86.54 Unrealized -1.8%

IBM INTERNATIONAL BUSINESS MACHS 1.6%

Value ($000) $5,201 Shares 40,000 Est. Cost $107.89 Unrealized +3.9%

— BOA ACQUISITION CORP 1.5%

Value ($000) $4,985 Shares 500,000 Est. Cost $9.91 Unrealized —

— BERRY GLOBAL GROUP INC 1.2%

Value ($000) $4,057 Shares 70,000 Est. Cost $57.96 Unrealized —

LAD LITHIA MTRS INC 1.2%

Value ($000) $4,052 Shares 13,500 Est. Cost $352.03 Unrealized -11.3%

GPK GRAPHIC PACKAGING HLDG CO 1.2%

Value ($000) $4,008 Shares 200,000 Est. Cost $19.26 Unrealized +0.9%

XPO XPO LOGISTICS INC 1.1%

Value ($000) $3,640 Shares 50,000 Est. Cost $44.07 Unrealized -5.1%

MU MICRON TECHNOLOGY INC 1.1%

Value ($000) $3,505 Shares 45,000 Est. Cost $83.39 Unrealized 0.0%

AMAT APPLIED MATLS INC 1.0%

Value ($000) $3,295 Shares 25,000 Est. Cost $115.32 Unrealized +15.2%

GS GOLDMAN SACHS GROUP INC 0.7%

Value ($000) $2,476 Shares 7,500 Est. Cost $319.80 Unrealized 0.0%

— ARCHAEA ENERGY INC 0.7%

Value ($000) $2,412 Shares 110,000 Est. Cost $19.75 Unrealized —

JBI JANUS INTERNATIONAL GROUP IN 0.7%

Value ($000) $2,250 Shares 250,000 Est. Cost $13.62 Unrealized -25.4%

DVN DEVON ENERGY CORP NEW 0.6%

Value ($000) $1,951 Shares 33,000 Est. Cost $13.63 Unrealized +226.9%

— ACTIVISION BLIZZARD INC 0.6%

Value ($000) $1,843 Shares 23,000 Est. Cost $80.13 Unrealized —

HOOD ROBINHOOD MKTS INC 0.6%

Value ($000) $1,824 Shares 135,000 Est. Cost $13.37 Unrealized 0.0%

NTR NUTRIEN LTD 0.5%

Value ($000) $1,560 Shares 15,000 Est. Cost $73.42 Unrealized 0.0%

— SPIRIT AIRLS INC 0.5%

Value ($000) $1,528 Shares 69,887 Est. Cost $21.86 Unrealized —

WSC WILLSCOT MOBIL MINI HLDNG CO 0.4%

Value ($000) $1,174 Shares 30,000 Est. Cost $37.59 Unrealized 0.0%

MTG MGIC INVT CORP WIS 0.2%

Value ($000) $813 Shares 60,000 Est. Cost $15.07 Unrealized -0.5%

FCNCA FIRST CTZNS BANCSHARES INC N 0.2%

Value ($000) $666 Shares 1,000 Est. Cost $768.01 Unrealized 0.0%

— BLUE APRON HLDGS INC 0.1%

Value ($000) $201 Shares 49,644 Est. Cost $4.05 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	200,000	$36,130	10.9%	$135.68	—	GOLD SHS	78463V107
AR	ANTERO RESOURCES CORP	910,000	$27,782	8.4%	$22.45	0.0%	COM	03674X106
APO	APOLLO GLOBAL MGMT INC	400,000	$24,796	7.5%	$61.02	0.0%	COM	03769M106
EXE	CHESAPEAKE ENERGY CORP	270,000	$23,490	7.1%	$47.75	+25.8%	COM	165167735
—	MR COOPER GROUP INC	450,000	$20,552	6.2%	$37.46	—	COM	62482R107
GLNG	GOLAR LNG LTD	800,000	$19,824	6.0%	$12.85	+16.6%	SHS	G9456A100
GOOG	ALPHABET INC	5,000	$13,965	4.2%	$134.94	0.0%	CAP STK CL C	02079K107
HTZ	HERTZ GLOBAL HLDGS INC	600,000	$13,290	4.0%	$24.36	-13.8%	COM NEW	42806J700
TOL	TOLL BROTHERS INC	250,000	$11,755	3.6%	$59.27	-5.5%	COM	889478103
CZR	CAESARS ENTERTAINMENT INC NE	150,000	$11,604	3.5%	$93.08	-13.7%	COM	12769G100
EQT	EQT CORP	300,000	$10,323	3.1%	$18.76	+22.6%	COM	26884L109
CI	CIGNA CORP NEW	43,000	$10,303	3.1%	$218.34	0.0%	COM	125523100
KBH	KB HOME	279,200	$9,040	2.7%	$36.90	0.0%	COM	48666K109
GXO	GXO LOGISTICS INCORPORATED	115,000	$8,204	2.5%	$77.71	+2.8%	COMMON STOCK	36262G101
CLVT	CLARIVATE PLC	475,500	$7,969	2.4%	$22.13	-25.1%	ORD SHS	G21810109
BLDR	BUILDERS FIRSTSOURCE INC	105,000	$6,777	2.0%	$72.59	0.0%	COM	12008R107
UBER	UBER TECHNOLOGIES INC	180,000	$6,422	1.9%	$43.11	-16.6%	COM	90353T100
DAL	DELTA AIR LINES INC DEL	150,000	$5,936	1.8%	$37.88	0.0%	COM NEW	247361702
—	ARCH RESOURCES INC	42,000	$5,770	1.7%	$92.75	—	CL A	03940R107
LEN	LENNAR CORP	70,000	$5,682	1.7%	$86.54	-1.8%	CL A	526057104
IBM	INTERNATIONAL BUSINESS MACHS	40,000	$5,201	1.6%	$107.89	+3.9%	COM	459200101
—	BOA ACQUISITION CORP	500,000	$4,985	1.5%	$9.91	—	UNIT 99/99/9999	05601A208
—	BERRY GLOBAL GROUP INC	70,000	$4,057	1.2%	$57.96	—	COM	08579W103
LAD	LITHIA MTRS INC	13,500	$4,052	1.2%	$352.03	-11.3%	COM	536797103
GPK	GRAPHIC PACKAGING HLDG CO	200,000	$4,008	1.2%	$19.26	+0.9%	COM	388689101
XPO	XPO LOGISTICS INC	50,000	$3,640	1.1%	$44.07	-5.1%	COM	983793100
MU	MICRON TECHNOLOGY INC	45,000	$3,505	1.1%	$83.39	0.0%	COM	595112103
AMAT	APPLIED MATLS INC	25,000	$3,295	1.0%	$115.32	+15.2%	COM	038222105
GS	GOLDMAN SACHS GROUP INC	7,500	$2,476	0.7%	$319.80	0.0%	COM	38141G104
—	ARCHAEA ENERGY INC	110,000	$2,412	0.7%	$19.75	—	COM CL A	03940F103
JBI	JANUS INTERNATIONAL GROUP IN	250,000	$2,250	0.7%	$13.62	-25.4%	COMMON STOCK	47103N106
DVN	DEVON ENERGY CORP NEW	33,000	$1,951	0.6%	$13.63	+226.9%	COM	25179M103
—	ACTIVISION BLIZZARD INC	23,000	$1,843	0.6%	$80.13	—	COM	00507V109
HOOD	ROBINHOOD MKTS INC	135,000	$1,824	0.6%	$13.37	0.0%	COM CL A	770700102
NTR	NUTRIEN LTD	15,000	$1,560	0.5%	$73.42	0.0%	COM	67077M108
—	SPIRIT AIRLS INC	69,887	$1,528	0.5%	$21.86	—	COM	848577102
WSC	WILLSCOT MOBIL MINI HLDNG CO	30,000	$1,174	0.4%	$37.59	0.0%	COM CL A	971378104
MTG	MGIC INVT CORP WIS	60,000	$813	0.2%	$15.07	-0.5%	COM	552848103
FCNCA	FIRST CTZNS BANCSHARES INC N	1,000	$666	0.2%	$768.01	0.0%	CL A	31946M103
—	BLUE APRON HLDGS INC	49,644	$201	0.1%	$4.05	—	CL A NEW	09523Q200