COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $174,767 (93.1% shares, 6.9% debt)

Holdings (24)

GLD SPDR GOLD TR 27.8%

Value ($000) $48,537 Shares 290,000 Est. Cost $121.07 Unrealized —

LOW LOWES COS INC 7.2%

Value ($000) $12,662 Shares 93,707 Est. Cost $103.31 Unrealized 0.0%

EXP EAGLE MATERIALS INC 7.2%

Value ($000) $12,640 Shares 180,000 Est. Cost $61.17 Unrealized 0.0%

— TEEKAY CORPORATION 6.9%

Value ($000) $12,094 Shares 14,702,000 Est. Cost $0.81 Unrealized —

GS GOLDMAN SACHS GROUP INC 6.2%

Value ($000) $10,869 Shares 55,000 Est. Cost $164.18 Unrealized 0.0%

SBAC SBA COMMUNICATIONS CORP NEW 6.0%

Value ($000) $10,476 Shares 35,165 Est. Cost $274.07 Unrealized 0.0%

CNX CNX RESOURCES CORPORATION 5.4%

Value ($000) $9,515 Shares 1,100,000 Est. Cost $10.06 Unrealized 0.0%

ABBV ABBVIE INC 5.1%

Value ($000) $8,836 Shares 90,000 Est. Cost $70.50 Unrealized 0.0%

MCK MCKESSON CORP 4.9%

Value ($000) $8,499 Shares 55,400 Est. Cost $140.83 Unrealized -1.1%

KMI KINDER MORGAN INC DEL 4.7%

Value ($000) $8,301 Shares 547,200 Est. Cost $10.85 Unrealized 0.0%

— JUNIPER INDL HLDGS INC 2.9%

Value ($000) $5,150 Shares 500,000 Est. Cost $10.16 Unrealized —

— WPX ENERGY INC 2.7%

Value ($000) $4,785 Shares 750,000 Est. Cost $6.38 Unrealized —

CF CF INDS HLDGS INC 2.4%

Value ($000) $4,235 Shares 150,500 Est. Cost $25.86 Unrealized -3.7%

META FACEBOOK INC 2.1%

Value ($000) $3,633 Shares 16,000 Est. Cost $187.95 Unrealized +10.3%

PEP PEPSICO INC 1.8%

Value ($000) $3,068 Shares 23,200 Est. Cost $112.76 Unrealized -1.8%

GPN GLOBAL PMTS INC 1.7%

Value ($000) $3,033 Shares 17,880 Est. Cost $158.88 Unrealized 0.0%

MPC MARATHON PETE CORP 1.0%

Value ($000) $1,781 Shares 47,656 Est. Cost $27.17 Unrealized 0.0%

TSN TYSON FOODS INC 0.7%

Value ($000) $1,194 Shares 20,000 Est. Cost $62.67 Unrealized -18.3%

MOS MOSAIC CO NEW 0.6%

Value ($000) $1,045 Shares 83,500 Est. Cost $10.71 Unrealized 0.0%

JWS/U JAWS ACQUISITION CORP 0.6%

Value ($000) $1,043 Shares 100,000 Est. Cost $10.43 Unrealized —

MU MICRON TECHNOLOGY INC 0.6%

Value ($000) $1,030 Shares 20,000 Est. Cost $46.01 Unrealized 0.0%

BHF BRIGHTHOUSE FINL INC 0.5%

Value ($000) $892 Shares 32,049 Est. Cost $27.57 Unrealized 0.0%

— TEEKAY LNG PARTNERS L P 0.5%

Value ($000) $875 Shares 75,000 Est. Cost $14.95 Unrealized —

— FOLEY TRASIMENE ACQUISTN COR 0.3%

Value ($000) $574 Shares 53,770 Est. Cost $10.68 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	290,000	$48,537	27.8%	$121.07	—	GOLD SHS	78463V107
LOW	LOWES COS INC	93,707	$12,662	7.2%	$103.31	0.0%	COM	548661107
EXP	EAGLE MATERIALS INC	180,000	$12,640	7.2%	$61.17	0.0%	COM	26969P108
—	TEEKAY CORPORATION	14,702,000	$12,094	6.9%	$0.81	—	NOTE 5.000% 1/1	87900YAE3
GS	GOLDMAN SACHS GROUP INC	55,000	$10,869	6.2%	$164.18	0.0%	COM	38141G104
SBAC	SBA COMMUNICATIONS CORP NEW	35,165	$10,476	6.0%	$274.07	0.0%	CL A	78410G104
CNX	CNX RESOURCES CORPORATION	1,100,000	$9,515	5.4%	$10.06	0.0%	COM	12653C108
ABBV	ABBVIE INC	90,000	$8,836	5.1%	$70.50	0.0%	COM	00287Y109
MCK	MCKESSON CORP	55,400	$8,499	4.9%	$140.83	-1.1%	COM	58155Q103
KMI	KINDER MORGAN INC DEL	547,200	$8,301	4.7%	$10.85	0.0%	COM	49456B101
—	JUNIPER INDL HLDGS INC	500,000	$5,150	2.9%	$10.16	—	UNIT 11/13/2026	48205G205
—	WPX ENERGY INC	750,000	$4,785	2.7%	$6.38	—	COM	98212B103
CF	CF INDS HLDGS INC	150,500	$4,235	2.4%	$25.86	-3.7%	COM	125269100
META	FACEBOOK INC	16,000	$3,633	2.1%	$187.95	+10.3%	CL A	30303M102
PEP	PEPSICO INC	23,200	$3,068	1.8%	$112.76	-1.8%	COM	713448108
GPN	GLOBAL PMTS INC	17,880	$3,033	1.7%	$158.88	0.0%	COM	37940X102
MPC	MARATHON PETE CORP	47,656	$1,781	1.0%	$27.17	0.0%	COM	56585A102
TSN	TYSON FOODS INC	20,000	$1,194	0.7%	$62.67	-18.3%	CL A	902494103
MOS	MOSAIC CO NEW	83,500	$1,045	0.6%	$10.71	0.0%	COM	61945C103
JWS/U	JAWS ACQUISITION CORP	100,000	$1,043	0.6%	$10.43	—	UNIT 99/99/9999	G50744120
MU	MICRON TECHNOLOGY INC	20,000	$1,030	0.6%	$46.01	0.0%	COM	595112103
BHF	BRIGHTHOUSE FINL INC	32,049	$892	0.5%	$27.57	0.0%	COM	10922N103
—	TEEKAY LNG PARTNERS L P	75,000	$875	0.5%	$14.95	—	PRTNRSP UNITS	Y8564M105
—	FOLEY TRASIMENE ACQUISTN COR	53,770	$574	0.3%	$10.68	—	UNIT 99/99/9999	34431F203