COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 14, 2020

Total Value ($000): $192,643 (95.4% shares, 4.6% debt)

Holdings (34)

GLD SPDR GOLD TRUST 21.9%

Value ($000) $42,194 Shares 285,000 Est. Cost $120.26 Unrealized —

— ALLERGAN PLC 16.8%

Value ($000) $32,303 Shares 182,400 Est. Cost $173.67 Unrealized —

MCK MCKESSON CORP 5.6%

Value ($000) $10,730 Shares 79,332 Est. Cost $140.83 Unrealized 0.0%

CNC CENTENE CORP DEL 5.3%

Value ($000) $10,191 Shares 171,534 Est. Cost $60.68 Unrealized 0.0%

CI CIGNA CORP NEW 4.6%

Value ($000) $8,859 Shares 50,000 Est. Cost $175.88 Unrealized +0.9%

— TEEKAY CORPORATION 4.6%

Value ($000) $8,784 Shares 10,632,000 Est. Cost $0.80 Unrealized —

META FACEBOOK INC 4.3%

Value ($000) $8,340 Shares 50,000 Est. Cost $187.95 Unrealized +3.4%

BABA ALIBABA GROUP HLDG LTD 3.1%

Value ($000) $5,912 Shares 30,400 Est. Cost $210.43 Unrealized —

HPQ HP INC 2.7%

Value ($000) $5,208 Shares 300,000 Est. Cost $16.49 Unrealized 0.0%

— JUNIPER INDL HLDGS INC 2.6%

Value ($000) $5,080 Shares 500,000 Est. Cost $10.16 Unrealized —

— TEEKAY LNG PARTNERS L P 2.4%

Value ($000) $4,699 Shares 480,000 Est. Cost $14.95 Unrealized —

— TEEKAY TANKERS LTD 2.3%

Value ($000) $4,448 Shares 200,000 Est. Cost $23.97 Unrealized —

CMBT EURONAV NV ANTWERPEN 2.2%

Value ($000) $4,246 Shares 376,414 Est. Cost $5.45 Unrealized -6.8%

DGX QUEST DIAGNOSTICS INC 1.8%

Value ($000) $3,397 Shares 42,300 Est. Cost $92.18 Unrealized 0.0%

PEP PEPSICO INC 1.8%

Value ($000) $3,387 Shares 28,200 Est. Cost $112.76 Unrealized 0.0%

MLM MARTIN MARIETTA MATLS INC 1.5%

Value ($000) $2,838 Shares 15,000 Est. Cost $229.61 Unrealized 0.0%

VIRT VIRTU FINL INC 1.4%

Value ($000) $2,755 Shares 132,330 Est. Cost $18.47 Unrealized 0.0%

NRG NRG ENERGY INC 1.4%

Value ($000) $2,726 Shares 100,000 Est. Cost $28.46 Unrealized +1.4%

PG PROCTER & GAMBLE CO 1.4%

Value ($000) $2,673 Shares 24,300 Est. Cost $103.83 Unrealized 0.0%

JPM JPMORGAN CHASE & CO 1.4%

Value ($000) $2,611 Shares 29,000 Est. Cost $103.61 Unrealized 0.0%

CCK CROWN HLDGS INC 1.3%

Value ($000) $2,554 Shares 44,000 Est. Cost $66.14 Unrealized 0.0%

LEN LENNAR CORP 1.3%

Value ($000) $2,518 Shares 65,920 Est. Cost $52.24 Unrealized 0.0%

TSN TYSON FOODS INC 1.2%

Value ($000) $2,361 Shares 40,800 Est. Cost $62.67 Unrealized 0.0%

VMC VULCAN MATLS CO 1.2%

Value ($000) $2,324 Shares 21,500 Est. Cost $121.47 Unrealized 0.0%

ADBE ADOBE INC 1.0%

Value ($000) $1,909 Shares 6,000 Est. Cost $342.05 Unrealized 0.0%

NTR NUTRIEN LTD 0.9%

Value ($000) $1,812 Shares 53,400 Est. Cost $32.79 Unrealized 0.0%

— ETF MANAGERS TR 0.9%

Value ($000) $1,710 Shares 150,000 Est. Cost $11.40 Unrealized —

— KIRKLAND LAKE GOLD LTD 0.8%

Value ($000) $1,480 Shares 50,000 Est. Cost $29.60 Unrealized —

QCOM QUALCOMM INC 0.7%

Value ($000) $1,353 Shares 20,000 Est. Cost $71.93 Unrealized 0.0%

— ARCH COAL INC 0.6%

Value ($000) $1,098 Shares 38,000 Est. Cost $28.89 Unrealized —

— FRONTLINE LTD 0.5%

Value ($000) $985 Shares 102,530 Est. Cost $9.61 Unrealized —

CF CF INDS HLDGS INC 0.3%

Value ($000) $544 Shares 20,000 Est. Cost $32.16 Unrealized 0.0%

MTG MGIC INVT CORP WIS 0.2%

Value ($000) $386 Shares 60,713 Est. Cost $12.08 Unrealized 0.0%

AER AERCAP HOLDINGS NV 0.1%

Value ($000) $228 Shares 10,000 Est. Cost $47.30 Unrealized +2.7%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	285,000	$42,194	21.9%	$120.26	—	GOLD SHS	78463V107
—	ALLERGAN PLC	182,400	$32,303	16.8%	$173.67	—	SHS	G0177J108
MCK	MCKESSON CORP	79,332	$10,730	5.6%	$140.83	0.0%	COM	58155Q103
CNC	CENTENE CORP DEL	171,534	$10,191	5.3%	$60.68	0.0%	COM	15135B101
CI	CIGNA CORP NEW	50,000	$8,859	4.6%	$175.88	+0.9%	COM	125523100
—	TEEKAY CORPORATION	10,632,000	$8,784	4.6%	$0.80	—	NOTE 5.000% 1/1	87900YAE3
META	FACEBOOK INC	50,000	$8,340	4.3%	$187.95	+3.4%	CL A	30303M102
BABA	ALIBABA GROUP HLDG LTD	30,400	$5,912	3.1%	$210.43	—	SPONSORED ADS	01609W102
HPQ	HP INC	300,000	$5,208	2.7%	$16.49	0.0%	COM	40434L105
—	JUNIPER INDL HLDGS INC	500,000	$5,080	2.6%	$10.16	—	UNIT 11/13/2026	48205G205
—	TEEKAY LNG PARTNERS L P	480,000	$4,699	2.4%	$14.95	—	PRTNRSP UNITS	Y8564M105
—	TEEKAY TANKERS LTD	200,000	$4,448	2.3%	$23.97	—	CL A	Y8565N300
CMBT	EURONAV NV ANTWERPEN	376,414	$4,246	2.2%	$5.45	-6.8%	SHS	B38564108
DGX	QUEST DIAGNOSTICS INC	42,300	$3,397	1.8%	$92.18	0.0%	COM	74834L100
PEP	PEPSICO INC	28,200	$3,387	1.8%	$112.76	0.0%	COM	713448108
MLM	MARTIN MARIETTA MATLS INC	15,000	$2,838	1.5%	$229.61	0.0%	COM	573284106
VIRT	VIRTU FINL INC	132,330	$2,755	1.4%	$18.47	0.0%	CL A	928254101
NRG	NRG ENERGY INC	100,000	$2,726	1.4%	$28.46	+1.4%	COM NEW	629377508
PG	PROCTER & GAMBLE CO	24,300	$2,673	1.4%	$103.83	0.0%	COM	742718109
JPM	JPMORGAN CHASE & CO	29,000	$2,611	1.4%	$103.61	0.0%	COM	46625H100
CCK	CROWN HLDGS INC	44,000	$2,554	1.3%	$66.14	0.0%	COM	228368106
LEN	LENNAR CORP	65,920	$2,518	1.3%	$52.24	0.0%	CL A	526057104
TSN	TYSON FOODS INC	40,800	$2,361	1.2%	$62.67	0.0%	CL A	902494103
VMC	VULCAN MATLS CO	21,500	$2,324	1.2%	$121.47	0.0%	COM	929160109
ADBE	ADOBE INC	6,000	$1,909	1.0%	$342.05	0.0%	COM	00724F101
NTR	NUTRIEN LTD	53,400	$1,812	0.9%	$32.79	0.0%	COM	67077M108
—	ETF MANAGERS TR	150,000	$1,710	0.9%	$11.40	—	ETFMG ALTR HRVST	26924G508
—	KIRKLAND LAKE GOLD LTD	50,000	$1,480	0.8%	$29.60	—	COM	49741E100
QCOM	QUALCOMM INC	20,000	$1,353	0.7%	$71.93	0.0%	COM	747525103
—	ARCH COAL INC	38,000	$1,098	0.6%	$28.89	—	CL A	039380407
—	FRONTLINE LTD	102,530	$985	0.5%	$9.61	—	SHS NEW	G3682E192
CF	CF INDS HLDGS INC	20,000	$544	0.3%	$32.16	0.0%	COM	125269100
MTG	MGIC INVT CORP WIS	60,713	$386	0.2%	$12.08	0.0%	COM	552848103
AER	AERCAP HOLDINGS NV	10,000	$228	0.1%	$47.30	+2.7%	SHS	N00985106