COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

Location: Short Hills, NJ

CIK: 0001086762 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value: $175M (93.1% shares, 6.9% debt)

Holdings (24)

GLD SPDR GOLD TR 27.8%

Value $48.54M Shares 290,000 Est. Cost — Unrealized —

LOW LOWES COS INC 7.2%

Value $12.66M Shares 93,707 Est. Cost — Unrealized —

EXP EAGLE MATERIALS INC 7.2%

Value $12.64M Shares 180,000 Est. Cost — Unrealized —

— TEEKAY CORPORATION 6.9%

Value $12.09M Shares 14,702,000 Est. Cost — Unrealized —

GS GOLDMAN SACHS GROUP INC 6.2%

Value $10.87M Shares 55,000 Est. Cost — Unrealized —

SBAC SBA COMMUNICATIONS CORP NEW 6.0%

Value $10.48M Shares 35,165 Est. Cost — Unrealized —

CNX CNX RESOURCES CORPORATION 5.4%

Value $9.515M Shares 1,100,000 Est. Cost — Unrealized —

ABBV ABBVIE INC 5.1%

Value $8.836M Shares 90,000 Est. Cost — Unrealized —

MCK MCKESSON CORP 4.9%

Value $8.499M Shares 55,400 Est. Cost — Unrealized —

KMI KINDER MORGAN INC DEL 4.7%

Value $8.301M Shares 547,200 Est. Cost — Unrealized —

— JUNIPER INDL HLDGS INC 2.9%

Value $5.15M Shares 500,000 Est. Cost — Unrealized —

— WPX ENERGY INC 2.7%

Value $4.785M Shares 750,000 Est. Cost — Unrealized —

CF CF INDS HLDGS INC 2.4%

Value $4.235M Shares 150,500 Est. Cost — Unrealized —

META FACEBOOK INC 2.1%

Value $3.633M Shares 16,000 Est. Cost — Unrealized —

PEP PEPSICO INC 1.8%

Value $3.068M Shares 23,200 Est. Cost — Unrealized —

GPN GLOBAL PMTS INC 1.7%

Value $3.033M Shares 17,880 Est. Cost — Unrealized —

MPC MARATHON PETE CORP 1.0%

Value $1.781M Shares 47,656 Est. Cost — Unrealized —

TSN TYSON FOODS INC 0.7%

Value $1.194M Shares 20,000 Est. Cost — Unrealized —

MOS MOSAIC CO NEW 0.6%

Value $1.045M Shares 83,500 Est. Cost — Unrealized —

JWS/U JAWS ACQUISITION CORP 0.6%

Value $1.043M Shares 100,000 Est. Cost — Unrealized —

MU MICRON TECHNOLOGY INC 0.6%

Value $1.03M Shares 20,000 Est. Cost — Unrealized —

BHF BRIGHTHOUSE FINL INC 0.5%

Value $892K Shares 32,049 Est. Cost — Unrealized —

— TEEKAY LNG PARTNERS L P 0.5%

Value $875K Shares 75,000 Est. Cost — Unrealized —

— FOLEY TRASIMENE ACQUISTN COR 0.3%

Value $574K Shares 53,770 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	290,000	$48.54M	27.8%	—	—	GOLD SHS	78463V107
LOW	LOWES COS INC	93,707	$12.66M	7.2%	—	—	COM	548661107
EXP	EAGLE MATERIALS INC	180,000	$12.64M	7.2%	—	—	COM	26969P108
—	TEEKAY CORPORATION	14,702,000	$12.09M	6.9%	—	—	NOTE 5.000% 1/1	87900YAE3
GS	GOLDMAN SACHS GROUP INC	55,000	$10.87M	6.2%	—	—	COM	38141G104
SBAC	SBA COMMUNICATIONS CORP NEW	35,165	$10.48M	6.0%	—	—	CL A	78410G104
CNX	CNX RESOURCES CORPORATION	1,100,000	$9.515M	5.4%	—	—	COM	12653C108
ABBV	ABBVIE INC	90,000	$8.836M	5.1%	—	—	COM	00287Y109
MCK	MCKESSON CORP	55,400	$8.499M	4.9%	—	—	COM	58155Q103
KMI	KINDER MORGAN INC DEL	547,200	$8.301M	4.7%	—	—	COM	49456B101
—	JUNIPER INDL HLDGS INC	500,000	$5.15M	2.9%	—	—	UNIT 11/13/2026	48205G205
—	WPX ENERGY INC	750,000	$4.785M	2.7%	—	—	COM	98212B103
CF	CF INDS HLDGS INC	150,500	$4.235M	2.4%	—	—	COM	125269100
META	FACEBOOK INC	16,000	$3.633M	2.1%	—	—	CL A	30303M102
PEP	PEPSICO INC	23,200	$3.068M	1.8%	—	—	COM	713448108
GPN	GLOBAL PMTS INC	17,880	$3.033M	1.7%	—	—	COM	37940X102
MPC	MARATHON PETE CORP	47,656	$1.781M	1.0%	—	—	COM	56585A102
TSN	TYSON FOODS INC	20,000	$1.194M	0.7%	—	—	CL A	902494103
MOS	MOSAIC CO NEW	83,500	$1.045M	0.6%	—	—	COM	61945C103
JWS/U	JAWS ACQUISITION CORP	100,000	$1.043M	0.6%	—	—	UNIT 99/99/9999	G50744120
MU	MICRON TECHNOLOGY INC	20,000	$1.03M	0.6%	—	—	COM	595112103
BHF	BRIGHTHOUSE FINL INC	32,049	$892K	0.5%	—	—	COM	10922N103
—	TEEKAY LNG PARTNERS L P	75,000	$875K	0.5%	—	—	PRTNRSP UNITS	Y8564M105
—	FOLEY TRASIMENE ACQUISTN COR	53,770	$574K	0.3%	—	—	UNIT 99/99/9999	34431F203