COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 12, 2022

Total Value ($000): $299,966 (100.0% shares, 0.0% debt)

Holdings (33)

EXE CHESAPEAKE ENERGY CORP 12.8%

Value ($000) $38,523 Shares 475,000 Est. Cost $59.93 Unrealized +26.8%

GLD SPDR GOLD TR 11.2%

Value ($000) $33,692 Shares 200,000 Est. Cost $135.68 Unrealized —

AR ANTERO RESOURCES CORP 9.3%

Value ($000) $28,045 Shares 915,000 Est. Cost $22.45 Unrealized +62.9%

AL AIR LEASE CORP 6.4%

Value ($000) $19,055 Shares 570,000 Est. Cost $35.42 Unrealized 0.0%

GLNG GOLAR LNG LTD 6.1%

Value ($000) $18,200 Shares 800,000 Est. Cost $12.85 Unrealized +68.9%

— MR COOPER GROUP INC 5.8%

Value ($000) $17,268 Shares 470,000 Est. Cost $37.43 Unrealized —

APO APOLLO GLOBAL MGMT INC 4.8%

Value ($000) $14,544 Shares 300,000 Est. Cost $61.02 Unrealized -16.7%

DAL DELTA AIR LINES INC DEL 3.8%

Value ($000) $11,492 Shares 396,700 Est. Cost $37.39 Unrealized -0.8%

— BERRY GLOBAL GROUP INC 3.8%

Value ($000) $11,474 Shares 210,000 Est. Cost $55.74 Unrealized —

CCK CROWN HLDGS INC 3.7%

Value ($000) $11,060 Shares 120,000 Est. Cost $102.67 Unrealized 0.0%

HTZ HERTZ GLOBAL HLDGS INC 3.4%

Value ($000) $10,296 Shares 650,000 Est. Cost $24.01 Unrealized -17.8%

KBH KB HOME 2.8%

Value ($000) $8,538 Shares 300,000 Est. Cost $36.42 Unrealized -17.5%

GS GOLDMAN SACHS GROUP INC 2.6%

Value ($000) $7,723 Shares 26,000 Est. Cost $294.02 Unrealized -3.6%

CZR CAESARS ENTERTAINMENT INC NE 2.2%

Value ($000) $6,645 Shares 173,500 Est. Cost $88.02 Unrealized -36.7%

LAD LITHIA MTRS INC 2.2%

Value ($000) $6,601 Shares 24,020 Est. Cost $325.54 Unrealized -10.4%

UAL UNITED AIRLS HLDGS INC 1.8%

Value ($000) $5,313 Shares 150,000 Est. Cost $43.89 Unrealized 0.0%

— BOA ACQUISITION CORP 1.6%

Value ($000) $4,905 Shares 500,000 Est. Cost $9.91 Unrealized —

CAR AVIS BUDGET GROUP 1.5%

Value ($000) $4,412 Shares 30,000 Est. Cost $208.37 Unrealized 0.0%

GOOG ALPHABET INC 1.5%

Value ($000) $4,375 Shares 2,000 Est. Cost $134.94 Unrealized -13.1%

USFD US FOODS HLDG CORP 1.4%

Value ($000) $4,295 Shares 140,000 Est. Cost $33.82 Unrealized 0.0%

— ARCH RESOURCES INC 1.4%

Value ($000) $4,150 Shares 29,000 Est. Cost $92.75 Unrealized —

NTR NUTRIEN LTD 1.3%

Value ($000) $3,985 Shares 50,000 Est. Cost $82.53 Unrealized +4.7%

WSC WILLSCOT MOBIL MINI HLDNG CO 1.3%

Value ($000) $3,890 Shares 120,000 Est. Cost $35.95 Unrealized -1.5%

XPO XPO LOGISTICS INC 1.1%

Value ($000) $3,371 Shares 70,000 Est. Cost $40.57 Unrealized -21.6%

ORCL ORACLE CORP 1.0%

Value ($000) $3,144 Shares 45,000 Est. Cost $69.84 Unrealized 0.0%

MTG MGIC INVT CORP WIS 0.9%

Value ($000) $2,772 Shares 220,000 Est. Cost $13.68 Unrealized -3.8%

BLDR BUILDERS FIRSTSOURCE INC 0.9%

Value ($000) $2,685 Shares 50,000 Est. Cost $72.59 Unrealized -15.5%

CF CF INDS HLDGS INC 0.9%

Value ($000) $2,572 Shares 30,000 Est. Cost $89.74 Unrealized 0.0%

FANG DIAMONDBACK ENERGY INC 0.8%

Value ($000) $2,423 Shares 20,000 Est. Cost $115.34 Unrealized 0.0%

— ACTIVISION BLIZZARD INC 0.6%

Value ($000) $1,791 Shares 23,000 Est. Cost $80.13 Unrealized —

SIG SIGNET JEWELERS LIMITED 0.4%

Value ($000) $1,337 Shares 25,000 Est. Cost $62.31 Unrealized 0.0%

VLO VALERO ENERGY CORP 0.4%

Value ($000) $1,063 Shares 10,000 Est. Cost $105.92 Unrealized 0.0%

GBTG GLOBAL BUSINESS TRAVEL GROUP 0.1%

Value ($000) $327 Shares 51,826 Est. Cost $6.31 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EXE	CHESAPEAKE ENERGY CORP	475,000	$38,523	12.8%	$59.93	+26.8%	COM	165167735
GLD	SPDR GOLD TR	200,000	$33,692	11.2%	$135.68	—	GOLD SHS	78463V107
AR	ANTERO RESOURCES CORP	915,000	$28,045	9.3%	$22.45	+62.9%	COM	03674X106
AL	AIR LEASE CORP	570,000	$19,055	6.4%	$35.42	0.0%	CL A	00912X302
GLNG	GOLAR LNG LTD	800,000	$18,200	6.1%	$12.85	+68.9%	SHS	G9456A100
—	MR COOPER GROUP INC	470,000	$17,268	5.8%	$37.43	—	COM	62482R107
APO	APOLLO GLOBAL MGMT INC	300,000	$14,544	4.8%	$61.02	-16.7%	COM	03769M106
DAL	DELTA AIR LINES INC DEL	396,700	$11,492	3.8%	$37.39	-0.8%	COM NEW	247361702
—	BERRY GLOBAL GROUP INC	210,000	$11,474	3.8%	$55.74	—	COM	08579W103
CCK	CROWN HLDGS INC	120,000	$11,060	3.7%	$102.67	0.0%	COM	228368106
HTZ	HERTZ GLOBAL HLDGS INC	650,000	$10,296	3.4%	$24.01	-17.8%	COM NEW	42806J700
KBH	KB HOME	300,000	$8,538	2.8%	$36.42	-17.5%	COM	48666K109
GS	GOLDMAN SACHS GROUP INC	26,000	$7,723	2.6%	$294.02	-3.6%	COM	38141G104
CZR	CAESARS ENTERTAINMENT INC NE	173,500	$6,645	2.2%	$88.02	-36.7%	COM	12769G100
LAD	LITHIA MTRS INC	24,020	$6,601	2.2%	$325.54	-10.4%	COM	536797103
UAL	UNITED AIRLS HLDGS INC	150,000	$5,313	1.8%	$43.89	0.0%	COM	910047109
—	BOA ACQUISITION CORP	500,000	$4,905	1.6%	$9.91	—	UNIT 99/99/9999	05601A208
CAR	AVIS BUDGET GROUP	30,000	$4,412	1.5%	$208.37	0.0%	COM	053774105
GOOG	ALPHABET INC	2,000	$4,375	1.5%	$134.94	-13.1%	CAP STK CL C	02079K107
USFD	US FOODS HLDG CORP	140,000	$4,295	1.4%	$33.82	0.0%	COM	912008109
—	ARCH RESOURCES INC	29,000	$4,150	1.4%	$92.75	—	CL A	03940R107
NTR	NUTRIEN LTD	50,000	$3,985	1.3%	$82.53	+4.7%	COM	67077M108
WSC	WILLSCOT MOBIL MINI HLDNG CO	120,000	$3,890	1.3%	$35.95	-1.5%	COM CL A	971378104
XPO	XPO LOGISTICS INC	70,000	$3,371	1.1%	$40.57	-21.6%	COM	983793100
ORCL	ORACLE CORP	45,000	$3,144	1.0%	$69.84	0.0%	COM	68389X105
MTG	MGIC INVT CORP WIS	220,000	$2,772	0.9%	$13.68	-3.8%	COM	552848103
BLDR	BUILDERS FIRSTSOURCE INC	50,000	$2,685	0.9%	$72.59	-15.5%	COM	12008R107
CF	CF INDS HLDGS INC	30,000	$2,572	0.9%	$89.74	0.0%	COM	125269100
FANG	DIAMONDBACK ENERGY INC	20,000	$2,423	0.8%	$115.34	0.0%	COM	25278X109
—	ACTIVISION BLIZZARD INC	23,000	$1,791	0.6%	$80.13	—	COM	00507V109
SIG	SIGNET JEWELERS LIMITED	25,000	$1,337	0.4%	$62.31	0.0%	SHS	G81276100
VLO	VALERO ENERGY CORP	10,000	$1,063	0.4%	$105.92	0.0%	COM	91913Y100
GBTG	GLOBAL BUSINESS TRAVEL GROUP	51,826	$327	0.1%	$6.31	—	COM CL A	37890B100