COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 14, 2023

Total Value ($000): $262,171 (100.0% shares, 0.0% debt)

Holdings (25)

GLD SPDR GOLD TR 19.6%

Value ($000) $51,435 Shares 300,000 Est. Cost $150.14 Unrealized —

AL AIR LEASE CORP 17.5%

Value ($000) $45,961 Shares 1,166,230 Est. Cost $36.73 Unrealized +7.3%

GLNG GOLAR LNG LTD 6.3%

Value ($000) $16,497 Shares 680,000 Est. Cost $15.27 Unrealized +39.4%

AER AERCAP HOLDINGS NV 5.3%

Value ($000) $13,787 Shares 220,000 Est. Cost $61.98 Unrealized 0.0%

LNG CHENIERE ENERGY INC 5.1%

Value ($000) $13,277 Shares 80,000 Est. Cost $154.69 Unrealized +4.3%

VST VISTRA CORP 5.1%

Value ($000) $13,272 Shares 400,000 Est. Cost $23.28 Unrealized +25.6%

AN AUTONATION INC 4.6%

Value ($000) $12,112 Shares 80,000 Est. Cost $122.82 Unrealized +29.9%

LAD LITHIA MTRS INC 4.2%

Value ($000) $10,927 Shares 37,000 Est. Cost $304.77 Unrealized 0.0%

FTAI FTAI AVIATION LTD 3.9%

Value ($000) $10,132 Shares 285,000 Est. Cost $25.65 Unrealized +29.4%

VLO VALERO ENERGY CORP 3.8%

Value ($000) $9,920 Shares 70,000 Est. Cost $122.12 Unrealized 0.0%

SM SM ENERGY CO 3.0%

Value ($000) $7,930 Shares 200,000 Est. Cost $33.77 Unrealized +5.4%

CRH CRH PLC 2.9%

Value ($000) $7,662 Shares 140,000 Est. Cost $54.36 Unrealized 0.0%

CB CHUBB LIMITED 2.8%

Value ($000) $7,286 Shares 35,000 Est. Cost $189.85 Unrealized +3.7%

UAL UNITED AIRLS HLDGS INC 2.4%

Value ($000) $6,345 Shares 150,000 Est. Cost $49.77 Unrealized +1.6%

CAR AVIS BUDGET GROUP 2.1%

Value ($000) $5,579 Shares 31,050 Est. Cost $184.73 Unrealized +11.5%

TOL TOLL BROTHERS INC 2.0%

Value ($000) $5,325 Shares 72,000 Est. Cost $67.44 Unrealized +17.1%

GPK GRAPHIC PACKAGING HLDG CO 1.8%

Value ($000) $4,679 Shares 210,000 Est. Cost $22.94 Unrealized 0.0%

CSTM CONSTELLIUM SE 1.7%

Value ($000) $4,550 Shares 250,000 Est. Cost $16.60 Unrealized +6.3%

MPC MARATHON PETE CORP 1.2%

Value ($000) $3,027 Shares 20,000 Est. Cost $132.62 Unrealized 0.0%

PR PERMIAN RESOURCES CORP 1.1%

Value ($000) $2,792 Shares 200,000 Est. Cost $12.58 Unrealized 0.0%

KKR KKR & CO INC 0.9%

Value ($000) $2,464 Shares 40,000 Est. Cost $59.78 Unrealized 0.0%

THC TENET HEALTHCARE CORP 0.8%

Value ($000) $1,977 Shares 30,000 Est. Cost $71.19 Unrealized +5.0%

NFLX NETFLIX INC 0.7%

Value ($000) $1,888 Shares 5,000 Est. Cost $36.83 Unrealized +15.1%

NVDA NVIDIA CORPORATION 0.7%

Value ($000) $1,740 Shares 4,000 Est. Cost $44.77 Unrealized 0.0%

— MR COOPER GROUP INC 0.6%

Value ($000) $1,607 Shares 30,000 Est. Cost $37.96 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	300,000	$51,435	19.6%	$150.14	—	GOLD SHS	78463V107
AL	AIR LEASE CORP	1,166,230	$45,961	17.5%	$36.73	+7.3%	CL A	00912X302
GLNG	GOLAR LNG LTD	680,000	$16,497	6.3%	$15.27	+39.4%	SHS	G9456A100
AER	AERCAP HOLDINGS NV	220,000	$13,787	5.3%	$61.98	0.0%	SHS	N00985106
LNG	CHENIERE ENERGY INC	80,000	$13,277	5.1%	$154.69	+4.3%	COM NEW	16411R208
VST	VISTRA CORP	400,000	$13,272	5.1%	$23.28	+25.6%	COM	92840M102
AN	AUTONATION INC	80,000	$12,112	4.6%	$122.82	+29.9%	COM	05329W102
LAD	LITHIA MTRS INC	37,000	$10,927	4.2%	$304.77	0.0%	COM	536797103
FTAI	FTAI AVIATION LTD	285,000	$10,132	3.9%	$25.65	+29.4%	SHS	G3730V105
VLO	VALERO ENERGY CORP	70,000	$9,920	3.8%	$122.12	0.0%	COM	91913Y100
SM	SM ENERGY CO	200,000	$7,930	3.0%	$33.77	+5.4%	COM	78454L100
CRH	CRH PLC	140,000	$7,662	2.9%	$54.36	0.0%	ORD	G25508105
CB	CHUBB LIMITED	35,000	$7,286	2.8%	$189.85	+3.7%	COM	H1467J104
UAL	UNITED AIRLS HLDGS INC	150,000	$6,345	2.4%	$49.77	+1.6%	COM	910047109
CAR	AVIS BUDGET GROUP	31,050	$5,579	2.1%	$184.73	+11.5%	COM	053774105
TOL	TOLL BROTHERS INC	72,000	$5,325	2.0%	$67.44	+17.1%	COM	889478103
GPK	GRAPHIC PACKAGING HLDG CO	210,000	$4,679	1.8%	$22.94	0.0%	COM	388689101
CSTM	CONSTELLIUM SE	250,000	$4,550	1.7%	$16.60	+6.3%	CL A SHS	F21107101
MPC	MARATHON PETE CORP	20,000	$3,027	1.2%	$132.62	0.0%	COM	56585A102
PR	PERMIAN RESOURCES CORP	200,000	$2,792	1.1%	$12.58	0.0%	CLASS A COM	71424F105
KKR	KKR & CO INC	40,000	$2,464	0.9%	$59.78	0.0%	COM	48251W104
THC	TENET HEALTHCARE CORP	30,000	$1,977	0.8%	$71.19	+5.0%	COM NEW	88033G407
NFLX	NETFLIX INC	5,000	$1,888	0.7%	$36.83	+15.1%	COM	64110L106
NVDA	NVIDIA CORPORATION	4,000	$1,740	0.7%	$44.77	0.0%	COM	67066G104
—	MR COOPER GROUP INC	30,000	$1,607	0.6%	$37.96	—	COM	62482R107