COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 14, 2023

Total Value ($000): $259,871 (100.0% shares, 0.0% debt)

Holdings (29)

GLD SPDR GOLD TR 17.1%

Value ($000) $44,568 Shares 250,000 Est. Cost $145.88 Unrealized —

AL AIR LEASE CORP 14.6%

Value ($000) $37,919 Shares 906,080 Est. Cost $35.97 Unrealized +5.1%

DAL DELTA AIR LINES INC DEL 7.3%

Value ($000) $19,016 Shares 400,000 Est. Cost $36.26 Unrealized -1.0%

GLNG GOLAR LNG LTD 6.2%

Value ($000) $16,136 Shares 800,000 Est. Cost $15.27 Unrealized +28.1%

CAR AVIS BUDGET GROUP 5.8%

Value ($000) $15,092 Shares 66,000 Est. Cost $184.73 Unrealized -5.8%

IGSB ISHARES TR 4.6%

Value ($000) $12,041 Shares 240,000 Est. Cost $50.17 Unrealized —

VST VISTRA CORP 4.2%

Value ($000) $11,025 Shares 420,000 Est. Cost $23.28 Unrealized +1.4%

GPI GROUP 1 AUTOMOTIVE INC 4.0%

Value ($000) $10,324 Shares 40,000 Est. Cost $218.77 Unrealized +5.1%

AN AUTONATION INC 3.8%

Value ($000) $9,877 Shares 60,000 Est. Cost $110.58 Unrealized +25.5%

DVN DEVON ENERGY CORP NEW 3.7%

Value ($000) $9,668 Shares 200,000 Est. Cost $45.45 Unrealized 0.0%

CB CHUBB LIMITED 3.0%

Value ($000) $7,702 Shares 40,000 Est. Cost $189.85 Unrealized 0.0%

VET VERMILION ENERGY INC 2.9%

Value ($000) $7,470 Shares 600,000 Est. Cost $13.11 Unrealized -5.9%

FTAI FTAI AVIATION LTD 2.7%

Value ($000) $7,017 Shares 221,638 Est. Cost $23.49 Unrealized +15.5%

APO APOLLO GLOBAL MGMT INC 2.7%

Value ($000) $7,014 Shares 91,313 Est. Cost $63.77 Unrealized +0.5%

— MR COOPER GROUP INC 2.5%

Value ($000) $6,583 Shares 130,000 Est. Cost $37.96 Unrealized —

LNG CHENIERE ENERGY INC 2.3%

Value ($000) $6,094 Shares 40,000 Est. Cost $148.05 Unrealized 0.0%

XPO XPO INC 1.7%

Value ($000) $4,425 Shares 75,000 Est. Cost $45.28 Unrealized 0.0%

TOL TOLL BROTHERS INC 1.5%

Value ($000) $3,954 Shares 50,000 Est. Cost $62.38 Unrealized +7.6%

UBER UBER TECHNOLOGIES INC 1.5%

Value ($000) $3,885 Shares 90,000 Est. Cost $37.17 Unrealized 0.0%

QQQ INVESCO QQQ TR 1.4%

Value ($000) $3,694 Shares 10,000 Est. Cost $369.42 Unrealized —

THC TENET HEALTHCARE CORP 1.4%

Value ($000) $3,662 Shares 45,000 Est. Cost $71.19 Unrealized 0.0%

— ARCH RESOURCES INC 1.0%

Value ($000) $2,481 Shares 22,000 Est. Cost $112.76 Unrealized —

UAL UNITED AIRLS HLDGS INC 1.0%

Value ($000) $2,469 Shares 45,000 Est. Cost $47.92 Unrealized -1.5%

NFLX NETFLIX INC 0.8%

Value ($000) $2,202 Shares 5,000 Est. Cost $36.83 Unrealized 0.0%

CSTM CONSTELLIUM SE 0.7%

Value ($000) $1,947 Shares 113,179 Est. Cost $15.34 Unrealized 0.0%

USFD US FOODS HLDG CORP 0.7%

Value ($000) $1,760 Shares 40,000 Est. Cost $39.68 Unrealized 0.0%

SM SM ENERGY CO 0.5%

Value ($000) $1,265 Shares 40,000 Est. Cost $26.41 Unrealized 0.0%

CZR CAESARS ENTERTAINMENT INC NE 0.2%

Value ($000) $510 Shares 10,000 Est. Cost $49.01 Unrealized -7.4%

ASTL ALGOMA STL GROUP INC 0.0%

Value ($000) $71 Shares 10,000 Est. Cost $7.00 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	250,000	$44,568	17.1%	$145.88	—	GOLD SHS	78463V107
AL	AIR LEASE CORP	906,080	$37,919	14.6%	$35.97	+5.1%	CL A	00912X302
DAL	DELTA AIR LINES INC DEL	400,000	$19,016	7.3%	$36.26	-1.0%	COM NEW	247361702
GLNG	GOLAR LNG LTD	800,000	$16,136	6.2%	$15.27	+28.1%	SHS	G9456A100
CAR	AVIS BUDGET GROUP	66,000	$15,092	5.8%	$184.73	-5.8%	COM	053774105
IGSB	ISHARES TR	240,000	$12,041	4.6%	$50.17	—	ISHS 1-5YR INVS	464288646
VST	VISTRA CORP	420,000	$11,025	4.2%	$23.28	+1.4%	COM	92840M102
GPI	GROUP 1 AUTOMOTIVE INC	40,000	$10,324	4.0%	$218.77	+5.1%	COM	398905109
AN	AUTONATION INC	60,000	$9,877	3.8%	$110.58	+25.5%	COM	05329W102
DVN	DEVON ENERGY CORP NEW	200,000	$9,668	3.7%	$45.45	0.0%	COM	25179M103
CB	CHUBB LIMITED	40,000	$7,702	3.0%	$189.85	0.0%	COM	H1467J104
VET	VERMILION ENERGY INC	600,000	$7,470	2.9%	$13.11	-5.9%	COM	923725105
FTAI	FTAI AVIATION LTD	221,638	$7,017	2.7%	$23.49	+15.5%	SHS	G3730V105
APO	APOLLO GLOBAL MGMT INC	91,313	$7,014	2.7%	$63.77	+0.5%	COM	03769M106
—	MR COOPER GROUP INC	130,000	$6,583	2.5%	$37.96	—	COM	62482R107
LNG	CHENIERE ENERGY INC	40,000	$6,094	2.3%	$148.05	0.0%	COM NEW	16411R208
XPO	XPO INC	75,000	$4,425	1.7%	$45.28	0.0%	COM	983793100
TOL	TOLL BROTHERS INC	50,000	$3,954	1.5%	$62.38	+7.6%	COM	889478103
UBER	UBER TECHNOLOGIES INC	90,000	$3,885	1.5%	$37.17	0.0%	COM	90353T100
QQQ	INVESCO QQQ TR	10,000	$3,694	1.4%	$369.42	—	UNIT SER 1	46090E103
THC	TENET HEALTHCARE CORP	45,000	$3,662	1.4%	$71.19	0.0%	COM NEW	88033G407
—	ARCH RESOURCES INC	22,000	$2,481	1.0%	$112.76	—	CL A	03940R107
UAL	UNITED AIRLS HLDGS INC	45,000	$2,469	1.0%	$47.92	-1.5%	COM	910047109
NFLX	NETFLIX INC	5,000	$2,202	0.8%	$36.83	0.0%	COM	64110L106
CSTM	CONSTELLIUM SE	113,179	$1,947	0.7%	$15.34	0.0%	CL A SHS	F21107101
USFD	US FOODS HLDG CORP	40,000	$1,760	0.7%	$39.68	0.0%	COM	912008109
SM	SM ENERGY CO	40,000	$1,265	0.5%	$26.41	0.0%	COM	78454L100
CZR	CAESARS ENTERTAINMENT INC NE	10,000	$510	0.2%	$49.01	-7.4%	COM	12769G100
ASTL	ALGOMA STL GROUP INC	10,000	$71	0.0%	$7.00	0.0%	COM	015658107