COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 18, 2020

Total Value ($000): $176,288 (92.8% shares, 7.2% debt)

Holdings (26)

GLD SPDR GOLD TR 20.1%

Value ($000) $35,424 Shares 200,000 Est. Cost $121.07 Unrealized —

CNX CNX RES CORP 8.0%

Value ($000) $14,160 Shares 1,500,000 Est. Cost $10.09 Unrealized +1.0%

INTC INTEL CORP 7.5%

Value ($000) $13,168 Shares 254,300 Est. Cost $46.53 Unrealized 0.0%

— TEEKAY CORPORATION 7.2%

Value ($000) $12,751 Shares 15,702,000 Est. Cost $0.81 Unrealized —

LOW LOWES COS INC 5.8%

Value ($000) $10,200 Shares 61,500 Est. Cost $103.31 Unrealized +35.4%

— BERRY GLOBAL GROUP INC 5.7%

Value ($000) $10,131 Shares 209,655 Est. Cost $48.32 Unrealized —

— SUMMIT MATLS INC 4.7%

Value ($000) $8,270 Shares 500,000 Est. Cost $16.54 Unrealized —

BLDR BUILDERS FIRSTSOURCE INC 4.6%

Value ($000) $8,062 Shares 247,149 Est. Cost $27.14 Unrealized 0.0%

MCK MCKESSON CORP 4.4%

Value ($000) $7,685 Shares 51,600 Est. Cost $140.83 Unrealized +4.2%

SPY SPDR S&P 500 ETF TR 3.8%

Value ($000) $6,698 Shares 20,000 Est. Cost $334.90 Unrealized —

BHF BRIGHTHOUSE FINL INC 3.5%

Value ($000) $6,133 Shares 227,900 Est. Cost $28.83 Unrealized +0.7%

GOOG ALPHABET INC 3.3%

Value ($000) $5,878 Shares 4,000 Est. Cost $75.72 Unrealized 0.0%

DOW DOW INC 3.3%

Value ($000) $5,750 Shares 122,200 Est. Cost $33.48 Unrealized 0.0%

CCI CROWN CASTLE INTL CORP NEW 2.8%

Value ($000) $4,995 Shares 30,000 Est. Cost $129.05 Unrealized 0.0%

— TEEKAY LNG PARTNERS L P 2.3%

Value ($000) $4,090 Shares 389,482 Est. Cost $11.36 Unrealized —

MHK MOHAWK INDS INC 2.2%

Value ($000) $3,904 Shares 40,000 Est. Cost $89.92 Unrealized 0.0%

NTR NUTRIEN LTD 2.1%

Value ($000) $3,778 Shares 96,300 Est. Cost $30.69 Unrealized 0.0%

META FACEBOOK INC 1.8%

Value ($000) $3,143 Shares 12,000 Est. Cost $187.95 Unrealized +36.3%

CI CIGNA CORP NEW 1.8%

Value ($000) $3,134 Shares 18,500 Est. Cost $161.03 Unrealized 0.0%

GS GOLDMAN SACHS GROUP INC 1.1%

Value ($000) $2,010 Shares 10,000 Est. Cost $164.18 Unrealized +9.0%

DVN DEVON ENERGY CORP NEW 1.1%

Value ($000) $1,933 Shares 204,300 Est. Cost $7.91 Unrealized 0.0%

— WPX ENERGY INC 1.0%

Value ($000) $1,687 Shares 344,353 Est. Cost $6.38 Unrealized —

— LIVONGO HEALTH INC 0.8%

Value ($000) $1,401 Shares 10,000 Est. Cost $140.10 Unrealized —

VST VISTRA CORP 0.7%

Value ($000) $1,197 Shares 63,494 Est. Cost $16.72 Unrealized 0.0%

GLNG GOLAR LNG LTD 0.3%

Value ($000) $533 Shares 87,962 Est. Cost $8.12 Unrealized 0.0%

— WHITING PETE CORP NEW 0.1%

Value ($000) $173 Shares 10,000 Est. Cost $17.30 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	200,000	$35,424	20.1%	$121.07	—	GOLD SHS	78463V107
CNX	CNX RES CORP	1,500,000	$14,160	8.0%	$10.09	+1.0%	COM	12653C108
INTC	INTEL CORP	254,300	$13,168	7.5%	$46.53	0.0%	COM	458140100
—	TEEKAY CORPORATION	15,702,000	$12,751	7.2%	$0.81	—	NOTE 5.000% 1/1	87900YAE3
LOW	LOWES COS INC	61,500	$10,200	5.8%	$103.31	+35.4%	COM	548661107
—	BERRY GLOBAL GROUP INC	209,655	$10,131	5.7%	$48.32	—	COM	08579W103
—	SUMMIT MATLS INC	500,000	$8,270	4.7%	$16.54	—	CL A	86614U100
BLDR	BUILDERS FIRSTSOURCE INC	247,149	$8,062	4.6%	$27.14	0.0%	COM	12008R107
MCK	MCKESSON CORP	51,600	$7,685	4.4%	$140.83	+4.2%	COM	58155Q103
SPY	SPDR S&P 500 ETF TR	20,000	$6,698	3.8%	$334.90	—	TR UNIT	78462F103
BHF	BRIGHTHOUSE FINL INC	227,900	$6,133	3.5%	$28.83	+0.7%	COM	10922N103
GOOG	ALPHABET INC	4,000	$5,878	3.3%	$75.72	0.0%	CAP STK CL C	02079K107
DOW	DOW INC	122,200	$5,750	3.3%	$33.48	0.0%	COM	260557103
CCI	CROWN CASTLE INTL CORP NEW	30,000	$4,995	2.8%	$129.05	0.0%	COM	22822V101
—	TEEKAY LNG PARTNERS L P	389,482	$4,090	2.3%	$11.36	—	PRTNRSP UNITS	Y8564M105
MHK	MOHAWK INDS INC	40,000	$3,904	2.2%	$89.92	0.0%	COM	608190104
NTR	NUTRIEN LTD	96,300	$3,778	2.1%	$30.69	0.0%	COM	67077M108
META	FACEBOOK INC	12,000	$3,143	1.8%	$187.95	+36.3%	CL A	30303M102
CI	CIGNA CORP NEW	18,500	$3,134	1.8%	$161.03	0.0%	COM	125523100
GS	GOLDMAN SACHS GROUP INC	10,000	$2,010	1.1%	$164.18	+9.0%	COM	38141G104
DVN	DEVON ENERGY CORP NEW	204,300	$1,933	1.1%	$7.91	0.0%	COM	25179M103
—	WPX ENERGY INC	344,353	$1,687	1.0%	$6.38	—	COM	98212B103
—	LIVONGO HEALTH INC	10,000	$1,401	0.8%	$140.10	—	COM	539183103
VST	VISTRA CORP	63,494	$1,197	0.7%	$16.72	0.0%	COM	92840M102
GLNG	GOLAR LNG LTD	87,962	$533	0.3%	$8.12	0.0%	SHS	G9456A100
—	WHITING PETE CORP NEW	10,000	$173	0.1%	$17.30	—	COM NEW	966387508