COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 10, 2022

Total Value ($000): $246,940 (100.0% shares, 0.0% debt)

Holdings (28)

EXE CHESAPEAKE ENERGY CORP 17.2%

Value ($000) $42,395 Shares 450,000 Est. Cost $59.93 Unrealized +35.4%

GLD SPDR GOLD TR 16.9%

Value ($000) $41,761 Shares 270,000 Est. Cost $140.60 Unrealized —

AL AIR LEASE CORP 8.7%

Value ($000) $21,397 Shares 690,000 Est. Cost $35.10 Unrealized -4.3%

AR ANTERO RESOURCES CORP 8.7%

Value ($000) $21,371 Shares 700,000 Est. Cost $22.45 Unrealized +64.4%

— MR COOPER GROUP INC 7.9%

Value ($000) $19,440 Shares 480,000 Est. Cost $37.49 Unrealized —

GLNG GOLAR LNG LTD 6.5%

Value ($000) $16,073 Shares 645,000 Est. Cost $12.85 Unrealized +76.2%

DAL DELTA AIR LINES INC DEL 5.1%

Value ($000) $12,627 Shares 450,000 Est. Cost $36.62 Unrealized -15.6%

HTZ HERTZ GLOBAL HLDGS INC 4.0%

Value ($000) $9,768 Shares 600,000 Est. Cost $24.01 Unrealized -21.9%

ALB ALBEMARLE CORP 2.1%

Value ($000) $5,289 Shares 20,000 Est. Cost $242.56 Unrealized 0.0%

RRC RANGE RES CORP 2.0%

Value ($000) $5,052 Shares 200,000 Est. Cost $30.25 Unrealized 0.0%

NTR NUTRIEN LTD 2.0%

Value ($000) $5,003 Shares 60,000 Est. Cost $81.61 Unrealized -5.6%

— BOA ACQUISITION CORP 2.0%

Value ($000) $4,970 Shares 500,000 Est. Cost $9.94 Unrealized —

LAD LITHIA MTRS INC 2.0%

Value ($000) $4,939 Shares 23,020 Est. Cost $325.54 Unrealized -19.7%

VET VERMILION ENERGY INC 2.0%

Value ($000) $4,820 Shares 225,000 Est. Cost $23.47 Unrealized 0.0%

HP HELMERICH & PAYNE INC 1.9%

Value ($000) $4,621 Shares 125,000 Est. Cost $42.07 Unrealized 0.0%

AEM AGNICO EAGLE MINES LTD 1.5%

Value ($000) $3,801 Shares 90,000 Est. Cost $39.44 Unrealized 0.0%

SQM SOCIEDAD QUIMICA Y MINERA DE 1.5%

Value ($000) $3,630 Shares 40,000 Est. Cost $90.75 Unrealized —

APO APOLLO GLOBAL MGMT INC 1.3%

Value ($000) $3,255 Shares 70,000 Est. Cost $61.02 Unrealized -15.3%

THC TENET HEALTHCARE CORP 1.3%

Value ($000) $3,095 Shares 60,000 Est. Cost $59.35 Unrealized 0.0%

GOOG ALPHABET INC 1.2%

Value ($000) $2,981 Shares 31,000 Est. Cost $112.39 Unrealized -1.4%

FANG DIAMONDBACK ENERGY INC 1.0%

Value ($000) $2,409 Shares 20,000 Est. Cost $115.34 Unrealized -6.8%

WSC WILLSCOT MOBIL MINI HLDNG CO 0.8%

Value ($000) $2,017 Shares 50,000 Est. Cost $35.95 Unrealized +8.5%

XPO XPO LOGISTICS INC 0.8%

Value ($000) $1,959 Shares 44,000 Est. Cost $40.57 Unrealized -23.2%

MP MP MATERIALS CORP 0.8%

Value ($000) $1,911 Shares 70,000 Est. Cost $32.69 Unrealized 0.0%

FCX FREEPORT-MCMORAN INC 0.6%

Value ($000) $1,367 Shares 50,000 Est. Cost $27.89 Unrealized 0.0%

— NEW RELIC INC 0.2%

Value ($000) $574 Shares 10,000 Est. Cost $57.40 Unrealized —

R RYDER SYS INC 0.2%

Value ($000) $377 Shares 5,000 Est. Cost $76.08 Unrealized 0.0%

— BOA ACQUISITION CORP 0.0%

Value ($000) $38 Shares 166,666 Est. Cost $0.23 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EXE	CHESAPEAKE ENERGY CORP	450,000	$42,395	17.2%	$59.93	+35.4%	COM	165167735
GLD	SPDR GOLD TR	270,000	$41,761	16.9%	$140.60	—	GOLD SHS	78463V107
AL	AIR LEASE CORP	690,000	$21,397	8.7%	$35.10	-4.3%	CL A	00912X302
AR	ANTERO RESOURCES CORP	700,000	$21,371	8.7%	$22.45	+64.4%	COM	03674X106
—	MR COOPER GROUP INC	480,000	$19,440	7.9%	$37.49	—	COM	62482R107
GLNG	GOLAR LNG LTD	645,000	$16,073	6.5%	$12.85	+76.2%	SHS	G9456A100
DAL	DELTA AIR LINES INC DEL	450,000	$12,627	5.1%	$36.62	-15.6%	COM NEW	247361702
HTZ	HERTZ GLOBAL HLDGS INC	600,000	$9,768	4.0%	$24.01	-21.9%	COM NEW	42806J700
ALB	ALBEMARLE CORP	20,000	$5,289	2.1%	$242.56	0.0%	COM	012653101
RRC	RANGE RES CORP	200,000	$5,052	2.0%	$30.25	0.0%	COM	75281A109
NTR	NUTRIEN LTD	60,000	$5,003	2.0%	$81.61	-5.6%	COM	67077M108
—	BOA ACQUISITION CORP	500,000	$4,970	2.0%	$9.94	—	COM CL A	05601A109
LAD	LITHIA MTRS INC	23,020	$4,939	2.0%	$325.54	-19.7%	COM	536797103
VET	VERMILION ENERGY INC	225,000	$4,820	2.0%	$23.47	0.0%	COM	923725105
HP	HELMERICH & PAYNE INC	125,000	$4,621	1.9%	$42.07	0.0%	COM	423452101
AEM	AGNICO EAGLE MINES LTD	90,000	$3,801	1.5%	$39.44	0.0%	COM	008474108
SQM	SOCIEDAD QUIMICA Y MINERA DE	40,000	$3,630	1.5%	$90.75	—	SPON ADR SER B	833635105
APO	APOLLO GLOBAL MGMT INC	70,000	$3,255	1.3%	$61.02	-15.3%	COM	03769M106
THC	TENET HEALTHCARE CORP	60,000	$3,095	1.3%	$59.35	0.0%	COM NEW	88033G407
GOOG	ALPHABET INC	31,000	$2,981	1.2%	$112.39	-1.4%	CAP STK CL C	02079K107
FANG	DIAMONDBACK ENERGY INC	20,000	$2,409	1.0%	$115.34	-6.8%	COM	25278X109
WSC	WILLSCOT MOBIL MINI HLDNG CO	50,000	$2,017	0.8%	$35.95	+8.5%	COM CL A	971378104
XPO	XPO LOGISTICS INC	44,000	$1,959	0.8%	$40.57	-23.2%	COM	983793100
MP	MP MATERIALS CORP	70,000	$1,911	0.8%	$32.69	0.0%	COM CL A	553368101
FCX	FREEPORT-MCMORAN INC	50,000	$1,367	0.6%	$27.89	0.0%	CL B	35671D857
—	NEW RELIC INC	10,000	$574	0.2%	$57.40	—	COM	64829B100
R	RYDER SYS INC	5,000	$377	0.2%	$76.08	0.0%	COM	783549108
—	BOA ACQUISITION CORP	166,666	$38	0.0%	$0.23	—	*W EXP 02/22/202	05601A117