COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 15, 2023

Total Value ($000): $274,948 (100.0% shares, 0.0% debt)

Holdings (27)

GLD SPDR GOLD TR 18.0%

Value ($000) $49,469 Shares 270,000 Est. Cost $145.88 Unrealized —

AL AIR LEASE CORP 12.3%

Value ($000) $33,777 Shares 857,936 Est. Cost $35.86 Unrealized +10.7%

MPC MARATHON PETE CORP 9.1%

Value ($000) $24,944 Shares 185,000 Est. Cost $111.25 Unrealized +5.7%

GLNG GOLAR LNG LTD 6.9%

Value ($000) $19,008 Shares 880,000 Est. Cost $15.27 Unrealized +33.2%

— MR COOPER GROUP INC 6.7%

Value ($000) $18,437 Shares 450,000 Est. Cost $37.96 Unrealized —

DAL DELTA AIR LINES INC DEL 6.4%

Value ($000) $17,460 Shares 500,000 Est. Cost $36.26 Unrealized -0.5%

AN AUTONATION INC 4.9%

Value ($000) $13,436 Shares 100,000 Est. Cost $110.58 Unrealized +16.1%

NTR NUTRIEN LTD 4.3%

Value ($000) $11,816 Shares 160,000 Est. Cost $74.72 Unrealized -6.4%

APO APOLLO GLOBAL MGMT INC 3.2%

Value ($000) $8,842 Shares 140,000 Est. Cost $63.77 Unrealized 0.0%

ALB ALBEMARLE CORP 3.2%

Value ($000) $8,842 Shares 40,000 Est. Cost $235.72 Unrealized 0.0%

CAR AVIS BUDGET GROUP 3.0%

Value ($000) $8,279 Shares 42,500 Est. Cost $190.60 Unrealized +0.1%

UAL UNITED AIRLS HLDGS INC 2.8%

Value ($000) $7,744 Shares 175,000 Est. Cost $47.92 Unrealized 0.0%

EXE CHESAPEAKE ENERGY CORP 2.8%

Value ($000) $7,604 Shares 100,000 Est. Cost $59.93 Unrealized +24.3%

— WALGREENS BOOTS ALLIANCE INC 2.3%

Value ($000) $6,224 Shares 180,000 Est. Cost $34.58 Unrealized —

GPI GROUP 1 AUTOMOTIVE INC 2.1%

Value ($000) $5,661 Shares 25,000 Est. Cost $212.10 Unrealized 0.0%

KRE SPDR SER TR 1.9%

Value ($000) $5,263 Shares 120,000 Est. Cost $43.86 Unrealized —

CRM SALESFORCE INC 1.5%

Value ($000) $4,195 Shares 21,000 Est. Cost $166.88 Unrealized 0.0%

FTAI FTAI AVIATION LTD 1.3%

Value ($000) $3,495 Shares 125,000 Est. Cost $20.69 Unrealized +7.7%

VET VERMILION ENERGY INC 1.3%

Value ($000) $3,437 Shares 265,000 Est. Cost $14.09 Unrealized 0.0%

AEM AGNICO EAGLE MINES LTD 1.1%

Value ($000) $3,058 Shares 60,000 Est. Cost $39.44 Unrealized +21.9%

JPM JPMORGAN CHASE & CO 0.9%

Value ($000) $2,559 Shares 19,638 Est. Cost $128.16 Unrealized 0.0%

CZR CAESARS ENTERTAINMENT INC NE 0.9%

Value ($000) $2,441 Shares 50,000 Est. Cost $49.01 Unrealized 0.0%

VST VISTRA CORP 0.9%

Value ($000) $2,400 Shares 100,000 Est. Cost $22.22 Unrealized 0.0%

BIO BIO RAD LABS INC 0.9%

Value ($000) $2,395 Shares 5,000 Est. Cost $468.12 Unrealized 0.0%

EQT EQT CORP 0.8%

Value ($000) $2,234 Shares 70,000 Est. Cost $30.69 Unrealized 0.0%

TOL TOLL BROTHERS INC 0.5%

Value ($000) $1,501 Shares 25,000 Est. Cost $57.66 Unrealized 0.0%

— ACTIVISION BLIZZARD INC 0.2%

Value ($000) $428 Shares 5,000 Est. Cost $85.59 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	270,000	$49,469	18.0%	$145.88	—	GOLD SHS	78463V107
AL	AIR LEASE CORP	857,936	$33,777	12.3%	$35.86	+10.7%	CL A	00912X302
MPC	MARATHON PETE CORP	185,000	$24,944	9.1%	$111.25	+5.7%	COM	56585A102
GLNG	GOLAR LNG LTD	880,000	$19,008	6.9%	$15.27	+33.2%	SHS	G9456A100
—	MR COOPER GROUP INC	450,000	$18,437	6.7%	$37.96	—	COM	62482R107
DAL	DELTA AIR LINES INC DEL	500,000	$17,460	6.4%	$36.26	-0.5%	COM NEW	247361702
AN	AUTONATION INC	100,000	$13,436	4.9%	$110.58	+16.1%	COM	05329W102
NTR	NUTRIEN LTD	160,000	$11,816	4.3%	$74.72	-6.4%	COM	67077M108
APO	APOLLO GLOBAL MGMT INC	140,000	$8,842	3.2%	$63.77	0.0%	COM	03769M106
ALB	ALBEMARLE CORP	40,000	$8,842	3.2%	$235.72	0.0%	COM	012653101
CAR	AVIS BUDGET GROUP	42,500	$8,279	3.0%	$190.60	+0.1%	COM	053774105
UAL	UNITED AIRLS HLDGS INC	175,000	$7,744	2.8%	$47.92	0.0%	COM	910047109
EXE	CHESAPEAKE ENERGY CORP	100,000	$7,604	2.8%	$59.93	+24.3%	COM	165167735
—	WALGREENS BOOTS ALLIANCE INC	180,000	$6,224	2.3%	$34.58	—	COM	931427108
GPI	GROUP 1 AUTOMOTIVE INC	25,000	$5,661	2.1%	$212.10	0.0%	COM	398905109
KRE	SPDR SER TR	120,000	$5,263	1.9%	$43.86	—	S&P REGL BKG	78464A698
CRM	SALESFORCE INC	21,000	$4,195	1.5%	$166.88	0.0%	COM	79466L302
FTAI	FTAI AVIATION LTD	125,000	$3,495	1.3%	$20.69	+7.7%	SHS	G3730V105
VET	VERMILION ENERGY INC	265,000	$3,437	1.3%	$14.09	0.0%	COM	923725105
AEM	AGNICO EAGLE MINES LTD	60,000	$3,058	1.1%	$39.44	+21.9%	COM	008474108
JPM	JPMORGAN CHASE & CO	19,638	$2,559	0.9%	$128.16	0.0%	COM	46625H100
CZR	CAESARS ENTERTAINMENT INC NE	50,000	$2,441	0.9%	$49.01	0.0%	COM	12769G100
VST	VISTRA CORP	100,000	$2,400	0.9%	$22.22	0.0%	COM	92840M102
BIO	BIO RAD LABS INC	5,000	$2,395	0.9%	$468.12	0.0%	CL A	090572207
EQT	EQT CORP	70,000	$2,234	0.8%	$30.69	0.0%	COM	26884L109
TOL	TOLL BROTHERS INC	25,000	$1,501	0.5%	$57.66	0.0%	COM	889478103
—	ACTIVISION BLIZZARD INC	5,000	$428	0.2%	$85.59	—	COM	00507V109