COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

Location: Short Hills, NJ

CIK: 0001086762 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 18, 2020

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

Holdings (26)

GLD SPDR GOLD TR 20.1%

Value $35.42M Shares 200,000 Est. Cost — Unrealized —

CNX CNX RES CORP 8.0%

Value $14.16M Shares 1,500,000 Est. Cost — Unrealized —

INTC INTEL CORP 7.5%

Value $13.17M Shares 254,300 Est. Cost — Unrealized —

— TEEKAY CORPORATION 7.2%

Value $12.75M Shares 15,702,000 Est. Cost — Unrealized —

LOW LOWES COS INC 5.8%

Value $10.2M Shares 61,500 Est. Cost — Unrealized —

— BERRY GLOBAL GROUP INC 5.7%

Value $10.13M Shares 209,655 Est. Cost — Unrealized —

— SUMMIT MATLS INC 4.7%

Value $8.27M Shares 500,000 Est. Cost — Unrealized —

BLDR BUILDERS FIRSTSOURCE INC 4.6%

Value $8.062M Shares 247,149 Est. Cost — Unrealized —

MCK MCKESSON CORP 4.4%

Value $7.685M Shares 51,600 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 3.8%

Value $6.698M Shares 20,000 Est. Cost — Unrealized —

BHF BRIGHTHOUSE FINL INC 3.5%

Value $6.133M Shares 227,900 Est. Cost — Unrealized —

GOOG ALPHABET INC 3.3%

Value $5.878M Shares 4,000 Est. Cost — Unrealized —

DOW DOW INC 3.3%

Value $5.75M Shares 122,200 Est. Cost — Unrealized —

CCI CROWN CASTLE INTL CORP NEW 2.8%

Value $4.995M Shares 30,000 Est. Cost — Unrealized —

— TEEKAY LNG PARTNERS L P 2.3%

Value $4.09M Shares 389,482 Est. Cost — Unrealized —

MHK MOHAWK INDS INC 2.2%

Value $3.904M Shares 40,000 Est. Cost — Unrealized —

NTR NUTRIEN LTD 2.1%

Value $3.778M Shares 96,300 Est. Cost — Unrealized —

META FACEBOOK INC 1.8%

Value $3.143M Shares 12,000 Est. Cost — Unrealized —

CI CIGNA CORP NEW 1.8%

Value $3.134M Shares 18,500 Est. Cost — Unrealized —

GS GOLDMAN SACHS GROUP INC 1.1%

Value $2.01M Shares 10,000 Est. Cost — Unrealized —

DVN DEVON ENERGY CORP NEW 1.1%

Value $1.933M Shares 204,300 Est. Cost — Unrealized —

— WPX ENERGY INC 1.0%

Value $1.687M Shares 344,353 Est. Cost — Unrealized —

— LIVONGO HEALTH INC 0.8%

Value $1.401M Shares 10,000 Est. Cost — Unrealized —

VST VISTRA CORP 0.7%

Value $1.197M Shares 63,494 Est. Cost — Unrealized —

GLNG GOLAR LNG LTD 0.3%

Value $533K Shares 87,962 Est. Cost — Unrealized —

— WHITING PETE CORP NEW 0.1%

Value $173K Shares 10,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	200,000	$35.42M	20.1%	—	—	GOLD SHS	78463V107
CNX	CNX RES CORP	1,500,000	$14.16M	8.0%	—	—	COM	12653C108
INTC	INTEL CORP	254,300	$13.17M	7.5%	—	—	COM	458140100
—	TEEKAY CORPORATION	15,702,000	$12.75M	7.2%	—	—	NOTE 5.000% 1/1	87900YAE3
LOW	LOWES COS INC	61,500	$10.2M	5.8%	—	—	COM	548661107
—	BERRY GLOBAL GROUP INC	209,655	$10.13M	5.7%	—	—	COM	08579W103
—	SUMMIT MATLS INC	500,000	$8.27M	4.7%	—	—	CL A	86614U100
BLDR	BUILDERS FIRSTSOURCE INC	247,149	$8.062M	4.6%	—	—	COM	12008R107
MCK	MCKESSON CORP	51,600	$7.685M	4.4%	—	—	COM	58155Q103
SPY	SPDR S&P 500 ETF TR	20,000	$6.698M	3.8%	—	—	TR UNIT	78462F103
BHF	BRIGHTHOUSE FINL INC	227,900	$6.133M	3.5%	—	—	COM	10922N103
GOOG	ALPHABET INC	4,000	$5.878M	3.3%	—	—	CAP STK CL C	02079K107
DOW	DOW INC	122,200	$5.75M	3.3%	—	—	COM	260557103
CCI	CROWN CASTLE INTL CORP NEW	30,000	$4.995M	2.8%	—	—	COM	22822V101
—	TEEKAY LNG PARTNERS L P	389,482	$4.09M	2.3%	—	—	PRTNRSP UNITS	Y8564M105
MHK	MOHAWK INDS INC	40,000	$3.904M	2.2%	—	—	COM	608190104
NTR	NUTRIEN LTD	96,300	$3.778M	2.1%	—	—	COM	67077M108
META	FACEBOOK INC	12,000	$3.143M	1.8%	—	—	CL A	30303M102
CI	CIGNA CORP NEW	18,500	$3.134M	1.8%	—	—	COM	125523100
GS	GOLDMAN SACHS GROUP INC	10,000	$2.01M	1.1%	—	—	COM	38141G104
DVN	DEVON ENERGY CORP NEW	204,300	$1.933M	1.1%	—	—	COM	25179M103
—	WPX ENERGY INC	344,353	$1.687M	1.0%	—	—	COM	98212B103
—	LIVONGO HEALTH INC	10,000	$1.401M	0.8%	—	—	COM	539183103
VST	VISTRA CORP	63,494	$1.197M	0.7%	—	—	COM	92840M102
GLNG	GOLAR LNG LTD	87,962	$533K	0.3%	—	—	SHS	G9456A100
—	WHITING PETE CORP NEW	10,000	$173K	0.1%	—	—	COM NEW	966387508