COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 13, 2023

Total Value ($000): $239,776 (100.0% shares, 0.0% debt)

Holdings (22)

GLD SPDR GOLD TR 23.3%

Value ($000) $55,981 Shares 330,000 Est. Cost $145.88 Unrealized —

EXE CHESAPEAKE ENERGY CORP 12.2%

Value ($000) $29,255 Shares 310,000 Est. Cost $59.93 Unrealized +46.7%

AL AIR LEASE CORP 11.4%

Value ($000) $27,278 Shares 710,000 Est. Cost $35.07 Unrealized -3.2%

— MR COOPER GROUP INC 9.8%

Value ($000) $23,476 Shares 585,000 Est. Cost $37.96 Unrealized —

GLNG GOLAR LNG LTD 7.6%

Value ($000) $18,232 Shares 800,000 Est. Cost $14.77 Unrealized +53.9%

NTR NUTRIEN LTD 5.3%

Value ($000) $12,780 Shares 175,000 Est. Cost $74.72 Unrealized -4.8%

MPC MARATHON PETE CORP 5.1%

Value ($000) $12,221 Shares 105,000 Est. Cost $106.44 Unrealized 0.0%

AN AUTONATION INC 4.5%

Value ($000) $10,730 Shares 100,000 Est. Cost $110.58 Unrealized 0.0%

FANG DIAMONDBACK ENERGY INC 2.9%

Value ($000) $6,839 Shares 50,000 Est. Cost $122.93 Unrealized +4.1%

CAR AVIS BUDGET GROUP 2.5%

Value ($000) $5,910 Shares 36,053 Est. Cost $190.58 Unrealized 0.0%

NE NOBLE CORP PLC 2.4%

Value ($000) $5,657 Shares 150,000 Est. Cost $31.04 Unrealized 0.0%

DAL DELTA AIR LINES INC DEL 2.2%

Value ($000) $5,258 Shares 160,000 Est. Cost $36.62 Unrealized -12.0%

GOOG ALPHABET INC 1.9%

Value ($000) $4,437 Shares 50,000 Est. Cost $105.68 Unrealized -10.4%

RXO RXO INC 1.8%

Value ($000) $4,300 Shares 250,000 Est. Cost $17.74 Unrealized 0.0%

AEM AGNICO EAGLE MINES LTD 1.6%

Value ($000) $3,899 Shares 75,000 Est. Cost $39.44 Unrealized +11.1%

— DIAMOND OFFSHORE DRILLING IN 1.5%

Value ($000) $3,640 Shares 350,000 Est. Cost $10.40 Unrealized —

HTZ HERTZ GLOBAL HLDGS INC 1.4%

Value ($000) $3,386 Shares 220,000 Est. Cost $24.01 Unrealized -29.9%

HP HELMERICH & PAYNE INC 1.0%

Value ($000) $2,479 Shares 50,000 Est. Cost $42.07 Unrealized +13.2%

FIS FIDELITY NATL INFORMATION SV 0.8%

Value ($000) $2,036 Shares 30,000 Est. Cost $65.44 Unrealized 0.0%

GPN GLOBAL PMTS INC 0.4%

Value ($000) $993 Shares 10,000 Est. Cost $100.98 Unrealized 0.0%

FTAI FTAI AVIATION LTD 0.2%

Value ($000) $514 Shares 30,000 Est. Cost $15.67 Unrealized 0.0%

RDN RADIAN GROUP INC 0.2%

Value ($000) $477 Shares 25,000 Est. Cost $17.56 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	330,000	$55,981	23.3%	$145.88	—	GOLD SHS	78463V107
EXE	CHESAPEAKE ENERGY CORP	310,000	$29,255	12.2%	$59.93	+46.7%	COM	165167735
AL	AIR LEASE CORP	710,000	$27,278	11.4%	$35.07	-3.2%	CL A	00912X302
—	MR COOPER GROUP INC	585,000	$23,476	9.8%	$37.96	—	COM	62482R107
GLNG	GOLAR LNG LTD	800,000	$18,232	7.6%	$14.77	+53.9%	SHS	G9456A100
NTR	NUTRIEN LTD	175,000	$12,780	5.3%	$74.72	-4.8%	COM	67077M108
MPC	MARATHON PETE CORP	105,000	$12,221	5.1%	$106.44	0.0%	COM	56585A102
AN	AUTONATION INC	100,000	$10,730	4.5%	$110.58	0.0%	COM	05329W102
FANG	DIAMONDBACK ENERGY INC	50,000	$6,839	2.9%	$122.93	+4.1%	COM	25278X109
CAR	AVIS BUDGET GROUP	36,053	$5,910	2.5%	$190.58	0.0%	COM	053774105
NE	NOBLE CORP PLC	150,000	$5,657	2.4%	$31.04	0.0%	ORD SHS A	G65431127
DAL	DELTA AIR LINES INC DEL	160,000	$5,258	2.2%	$36.62	-12.0%	COM NEW	247361702
GOOG	ALPHABET INC	50,000	$4,437	1.9%	$105.68	-10.4%	CAP STK CL C	02079K107
RXO	RXO INC	250,000	$4,300	1.8%	$17.74	0.0%	COMMON STOCK	74982T103
AEM	AGNICO EAGLE MINES LTD	75,000	$3,899	1.6%	$39.44	+11.1%	COM	008474108
—	DIAMOND OFFSHORE DRILLING IN	350,000	$3,640	1.5%	$10.40	—	COM	25271C201
HTZ	HERTZ GLOBAL HLDGS INC	220,000	$3,386	1.4%	$24.01	-29.9%	COM NEW	42806J700
HP	HELMERICH & PAYNE INC	50,000	$2,479	1.0%	$42.07	+13.2%	COM	423452101
FIS	FIDELITY NATL INFORMATION SV	30,000	$2,036	0.8%	$65.44	0.0%	COM	31620M106
GPN	GLOBAL PMTS INC	10,000	$993	0.4%	$100.98	0.0%	COM	37940X102
FTAI	FTAI AVIATION LTD	30,000	$514	0.2%	$15.67	0.0%	SHS	G3730V105
RDN	RADIAN GROUP INC	25,000	$477	0.2%	$17.56	0.0%	COM	750236101