COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value ($000): $279,582 (100.0% shares, 0.0% debt)

Holdings (26)

GLD SPDR GOLD TRUST 15.3%

Value ($000) $42,870 Shares 300,000 Est. Cost $120.26 Unrealized —

— WELLCARE HEALTH PLANS INC 12.8%

Value ($000) $35,742 Shares 108,241 Est. Cost $292.01 Unrealized —

— ALLERGAN PLC 10.1%

Value ($000) $28,159 Shares 147,300 Est. Cost $172.86 Unrealized —

NRG NRG ENERGY INC 8.8%

Value ($000) $24,645 Shares 620,000 Est. Cost $28.46 Unrealized +15.8%

AER AERCAP HOLDINGS NV 7.7%

Value ($000) $21,515 Shares 350,000 Est. Cost $47.30 Unrealized +22.4%

— TEEKAY LNG PARTNERS L P 4.6%

Value ($000) $12,888 Shares 828,293 Est. Cost $14.95 Unrealized —

META FACEBOOK INC 4.0%

Value ($000) $11,289 Shares 55,000 Est. Cost $187.95 Unrealized +2.3%

DAL DELTA AIR LINES INC DEL 3.5%

Value ($000) $9,918 Shares 169,600 Est. Cost $50.28 Unrealized +7.6%

NXST NEXSTAR MEDIA GROUP INC 3.5%

Value ($000) $9,912 Shares 84,540 Est. Cost $86.40 Unrealized 0.0%

— TEEKAY CORPORATION 3.2%

Value ($000) $8,864 Shares 10,076,000 Est. Cost $0.80 Unrealized —

— TEEKAY TANKERS LTD 2.9%

Value ($000) $8,022 Shares 334,661 Est. Cost $23.97 Unrealized —

CMBT EURONAV NV ANTWERPEN 2.8%

Value ($000) $7,900 Shares 630,000 Est. Cost $5.45 Unrealized 0.0%

VLO VALERO ENERGY CORP NEW 2.5%

Value ($000) $7,024 Shares 75,000 Est. Cost $70.74 Unrealized +4.1%

UAL UNITED AIRLINES HLDGS INC 2.5%

Value ($000) $7,012 Shares 79,600 Est. Cost $88.14 Unrealized +1.8%

FANG DIAMONDBACK ENERGY INC 2.5%

Value ($000) $6,965 Shares 75,000 Est. Cost $64.81 Unrealized 0.0%

GOOG ALPHABET INC 2.4%

Value ($000) $6,685 Shares 5,000 Est. Cost $58.73 Unrealized +9.1%

BABA ALIBABA GROUP HLDG LTD 2.1%

Value ($000) $5,833 Shares 27,500 Est. Cost $212.11 Unrealized —

— NOBLE ENERGY INC 2.1%

Value ($000) $5,830 Shares 234,722 Est. Cost $22.42 Unrealized —

HUM HUMANA INC 1.2%

Value ($000) $3,482 Shares 9,500 Est. Cost $239.24 Unrealized +25.6%

DXC DXC TECHNOLOGY CO 1.2%

Value ($000) $3,285 Shares 87,400 Est. Cost $34.03 Unrealized -6.4%

DSSI DIAMOND S SHIPPING INC 1.1%

Value ($000) $3,125 Shares 186,706 Est. Cost $16.74 Unrealized —

— GS ACQUISITION HLDGS CORP 0.8%

Value ($000) $2,206 Shares 200,000 Est. Cost $11.03 Unrealized —

TDAY GANNETT CO INC NEW 0.7%

Value ($000) $1,914 Shares 300,000 Est. Cost $7.33 Unrealized 0.0%

— BROADMARK RLTY CAP INC 0.6%

Value ($000) $1,785 Shares 140,000 Est. Cost $12.75 Unrealized —

CI CIGNA CORP NEW 0.6%

Value ($000) $1,636 Shares 8,000 Est. Cost $167.70 Unrealized 0.0%

MU MICRON TECHNOLOGY INC 0.4%

Value ($000) $1,076 Shares 20,000 Est. Cost $45.35 Unrealized +2.7%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	300,000	$42,870	15.3%	$120.26	—	GOLD SHS	78463V107
—	WELLCARE HEALTH PLANS INC	108,241	$35,742	12.8%	$292.01	—	COM	94946T106
—	ALLERGAN PLC	147,300	$28,159	10.1%	$172.86	—	SHS	G0177J108
NRG	NRG ENERGY INC	620,000	$24,645	8.8%	$28.46	+15.8%	COM NEW	629377508
AER	AERCAP HOLDINGS NV	350,000	$21,515	7.7%	$47.30	+22.4%	SHS	N00985106
—	TEEKAY LNG PARTNERS L P	828,293	$12,888	4.6%	$14.95	—	PRTNRSP UNITS	Y8564M105
META	FACEBOOK INC	55,000	$11,289	4.0%	$187.95	+2.3%	CL A	30303M102
DAL	DELTA AIR LINES INC DEL	169,600	$9,918	3.5%	$50.28	+7.6%	COM NEW	247361702
NXST	NEXSTAR MEDIA GROUP INC	84,540	$9,912	3.5%	$86.40	0.0%	CL A	65336K103
—	TEEKAY CORPORATION	10,076,000	$8,864	3.2%	$0.80	—	NOTE 5.000% 1/1	87900YAE3
—	TEEKAY TANKERS LTD	334,661	$8,022	2.9%	$23.97	—	CL A	Y8565N300
CMBT	EURONAV NV ANTWERPEN	630,000	$7,900	2.8%	$5.45	0.0%	SHS	B38564108
VLO	VALERO ENERGY CORP NEW	75,000	$7,024	2.5%	$70.74	+4.1%	COM	91913Y100
UAL	UNITED AIRLINES HLDGS INC	79,600	$7,012	2.5%	$88.14	+1.8%	COM	910047109
FANG	DIAMONDBACK ENERGY INC	75,000	$6,965	2.5%	$64.81	0.0%	COM	25278X109
GOOG	ALPHABET INC	5,000	$6,685	2.4%	$58.73	+9.1%	CAP STK CL C	02079K107
BABA	ALIBABA GROUP HLDG LTD	27,500	$5,833	2.1%	$212.11	—	SPONSORED ADS	01609W102
—	NOBLE ENERGY INC	234,722	$5,830	2.1%	$22.42	—	COM	655044105
HUM	HUMANA INC	9,500	$3,482	1.2%	$239.24	+25.6%	COM	444859102
DXC	DXC TECHNOLOGY CO	87,400	$3,285	1.2%	$34.03	-6.4%	COM	23355L106
DSSI	DIAMOND S SHIPPING INC	186,706	$3,125	1.1%	$16.74	—	COM	Y20676105
—	GS ACQUISITION HLDGS CORP	200,000	$2,206	0.8%	$11.03	—	COM CL A	36255F102
TDAY	GANNETT CO INC NEW	300,000	$1,914	0.7%	$7.33	0.0%	COM	36472T109
—	BROADMARK RLTY CAP INC	140,000	$1,785	0.6%	$12.75	—	COM	11135B100
CI	CIGNA CORP NEW	8,000	$1,636	0.6%	$167.70	0.0%	COM	125523100
MU	MICRON TECHNOLOGY INC	20,000	$1,076	0.4%	$45.35	+2.7%	COM	595112103