COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 14, 2024

Total Value ($000): $287,232 (100.0% shares, 0.0% debt)

Holdings (26)

GLD SPDR GOLD TR 20.0%

Value ($000) $57,351 Shares 300,000 Est. Cost $150.14 Unrealized —

AL AIR LEASE CORP 18.6%

Value ($000) $53,337 Shares 1,271,757 Est. Cost $36.71 Unrealized -0.7%

AER AERCAP HOLDINGS NV 9.9%

Value ($000) $28,510 Shares 383,614 Est. Cost $63.27 Unrealized +2.7%

LNG CHENIERE ENERGY INC 5.9%

Value ($000) $17,071 Shares 100,000 Est. Cost $158.12 Unrealized +8.7%

VST VISTRA CORP 5.4%

Value ($000) $15,408 Shares 400,000 Est. Cost $23.28 Unrealized +46.4%

CRH CRH PLC 5.3%

Value ($000) $15,215 Shares 220,000 Est. Cost $55.73 Unrealized +4.3%

FTAI FTAI AVIATION LTD 4.8%

Value ($000) $13,920 Shares 300,000 Est. Cost $26.31 Unrealized +47.7%

KKR KKR & CO INC 4.3%

Value ($000) $12,428 Shares 150,000 Est. Cost $64.95 Unrealized +2.9%

GLNG GOLAR LNG LTD 4.2%

Value ($000) $12,070 Shares 525,000 Est. Cost $15.27 Unrealized +36.9%

LEA LEAR CORP 3.7%

Value ($000) $10,591 Shares 75,000 Est. Cost $126.11 Unrealized 0.0%

PR PERMIAN RESOURCES CORP 3.5%

Value ($000) $10,132 Shares 745,000 Est. Cost $13.39 Unrealized +2.2%

UAL UNITED AIRLS HLDGS INC 2.9%

Value ($000) $8,252 Shares 200,000 Est. Cost $47.15 Unrealized -16.6%

GM GENERAL MTRS CO 1.6%

Value ($000) $4,490 Shares 125,000 Est. Cost $30.24 Unrealized 0.0%

BAC BANK AMERICA CORP 1.2%

Value ($000) $3,367 Shares 100,000 Est. Cost $27.61 Unrealized 0.0%

PCRX PACIRA BIOSCIENCES INC 1.1%

Value ($000) $3,037 Shares 90,000 Est. Cost $29.26 Unrealized 0.0%

NVDA NVIDIA CORPORATION 1.0%

Value ($000) $2,971 Shares 6,000 Est. Cost $45.29 Unrealized +2.3%

SDRL SEADRILL 2021 LTD 1.0%

Value ($000) $2,837 Shares 60,000 Est. Cost $42.40 Unrealized 0.0%

CAR AVIS BUDGET GROUP 0.9%

Value ($000) $2,659 Shares 15,000 Est. Cost $184.73 Unrealized -5.4%

CI THE CIGNA GROUP 0.8%

Value ($000) $2,396 Shares 8,000 Est. Cost $280.77 Unrealized 0.0%

HUM HUMANA INC 0.8%

Value ($000) $2,289 Shares 5,000 Est. Cost $479.75 Unrealized 0.0%

AN AUTONATION INC 0.8%

Value ($000) $2,253 Shares 15,000 Est. Cost $122.82 Unrealized +12.4%

NTR NUTRIEN LTD 0.6%

Value ($000) $1,690 Shares 30,000 Est. Cost $52.51 Unrealized 0.0%

— SUMMIT MATLS INC 0.5%

Value ($000) $1,538 Shares 40,000 Est. Cost $38.46 Unrealized —

VET VERMILION ENERGY INC 0.5%

Value ($000) $1,447 Shares 120,000 Est. Cost $13.23 Unrealized 0.0%

— MR COOPER GROUP INC 0.4%

Value ($000) $1,042 Shares 16,000 Est. Cost $37.96 Unrealized —

APO APOLLO GLOBAL MGMT INC 0.3%

Value ($000) $932 Shares 10,000 Est. Cost $85.57 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	300,000	$57,351	20.0%	$150.14	—	GOLD SHS	78463V107
AL	AIR LEASE CORP	1,271,757	$53,337	18.6%	$36.71	-0.7%	CL A	00912X302
AER	AERCAP HOLDINGS NV	383,614	$28,510	9.9%	$63.27	+2.7%	SHS	N00985106
LNG	CHENIERE ENERGY INC	100,000	$17,071	5.9%	$158.12	+8.7%	COM NEW	16411R208
VST	VISTRA CORP	400,000	$15,408	5.4%	$23.28	+46.4%	COM	92840M102
CRH	CRH PLC	220,000	$15,215	5.3%	$55.73	+4.3%	ORD	G25508105
FTAI	FTAI AVIATION LTD	300,000	$13,920	4.8%	$26.31	+47.7%	SHS	G3730V105
KKR	KKR & CO INC	150,000	$12,428	4.3%	$64.95	+2.9%	COM	48251W104
GLNG	GOLAR LNG LTD	525,000	$12,070	4.2%	$15.27	+36.9%	SHS	G9456A100
LEA	LEAR CORP	75,000	$10,591	3.7%	$126.11	0.0%	COM NEW	521865204
PR	PERMIAN RESOURCES CORP	745,000	$10,132	3.5%	$13.39	+2.2%	CLASS A COM	71424F105
UAL	UNITED AIRLS HLDGS INC	200,000	$8,252	2.9%	$47.15	-16.6%	COM	910047109
GM	GENERAL MTRS CO	125,000	$4,490	1.6%	$30.24	0.0%	COM	37045V100
BAC	BANK AMERICA CORP	100,000	$3,367	1.2%	$27.61	0.0%	COM	060505104
PCRX	PACIRA BIOSCIENCES INC	90,000	$3,037	1.1%	$29.26	0.0%	COM	695127100
NVDA	NVIDIA CORPORATION	6,000	$2,971	1.0%	$45.29	+2.3%	COM	67066G104
SDRL	SEADRILL 2021 LTD	60,000	$2,837	1.0%	$42.40	0.0%	COM	G7997W102
CAR	AVIS BUDGET GROUP	15,000	$2,659	0.9%	$184.73	-5.4%	COM	053774105
CI	THE CIGNA GROUP	8,000	$2,396	0.8%	$280.77	0.0%	COM	125523100
HUM	HUMANA INC	5,000	$2,289	0.8%	$479.75	0.0%	COM	444859102
AN	AUTONATION INC	15,000	$2,253	0.8%	$122.82	+12.4%	COM	05329W102
NTR	NUTRIEN LTD	30,000	$1,690	0.6%	$52.51	0.0%	COM	67077M108
—	SUMMIT MATLS INC	40,000	$1,538	0.5%	$38.46	—	CL A	86614U100
VET	VERMILION ENERGY INC	120,000	$1,447	0.5%	$13.23	0.0%	COM	923725105
—	MR COOPER GROUP INC	16,000	$1,042	0.4%	$37.96	—	COM	62482R107
APO	APOLLO GLOBAL MGMT INC	10,000	$932	0.3%	$85.57	0.0%	COM	03769M106