COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 16, 2021

Total Value ($000): $292,527 (95.2% shares, 4.8% debt)

Holdings (30)

GLD SPDR GOLD TR 14.0%

Value ($000) $41,023 Shares 230,000 Est. Cost $128.54 Unrealized —

— BUNGE LIMITED 6.9%

Value ($000) $20,330 Shares 310,000 Est. Cost $65.58 Unrealized —

IWM ISHARES TR 5.7%

Value ($000) $16,665 Shares 85,000 Est. Cost $196.06 Unrealized —

CNX CNX RES CORP 4.9%

Value ($000) $14,240 Shares 1,318,511 Est. Cost $10.09 Unrealized -0.2%

— TEEKAY CORPORATION 4.8%

Value ($000) $14,114 Shares 16,184,000 Est. Cost $0.81 Unrealized —

BLDR BUILDERS FIRSTSOURCE INC 4.8%

Value ($000) $14,079 Shares 345,000 Est. Cost $29.49 Unrealized +20.1%

NRG NRG ENERGY INC 4.5%

Value ($000) $13,198 Shares 351,466 Est. Cost $28.35 Unrealized 0.0%

XPO XPO LOGISTICS INC 4.3%

Value ($000) $12,607 Shares 105,761 Est. Cost $36.23 Unrealized 0.0%

FLEX FLEX LTD 4.3%

Value ($000) $12,586 Shares 700,000 Est. Cost $11.55 Unrealized 0.0%

CF CF INDS HLDGS INC 3.8%

Value ($000) $11,214 Shares 289,700 Est. Cost $29.47 Unrealized 0.0%

FISV FISERV INC 3.8%

Value ($000) $11,090 Shares 97,400 Est. Cost $107.76 Unrealized 0.0%

AER AERCAP HOLDINGS NV 3.7%

Value ($000) $10,898 Shares 239,100 Est. Cost $34.36 Unrealized 0.0%

— BERRY GLOBAL GROUP INC 3.6%

Value ($000) $10,676 Shares 190,000 Est. Cost $48.32 Unrealized —

CCI CROWN CASTLE INTL CORP NEW 3.5%

Value ($000) $10,347 Shares 65,000 Est. Cost $128.38 Unrealized -0.5%

— TEEKAY LNG PARTNERS L P 3.2%

Value ($000) $9,395 Shares 819,780 Est. Cost $11.41 Unrealized —

VRT VERTIV HOLDINGS CO 3.0%

Value ($000) $8,868 Shares 475,000 Est. Cost $18.31 Unrealized 0.0%

— CIT GROUP INC 2.4%

Value ($000) $7,164 Shares 199,548 Est. Cost $35.90 Unrealized —

FCX FREEPORT-MCMORAN INC 2.4%

Value ($000) $7,156 Shares 275,000 Est. Cost $19.45 Unrealized 0.0%

ASH ASHLAND GLOBAL HLDGS INC 2.3%

Value ($000) $6,733 Shares 85,016 Est. Cost $68.89 Unrealized 0.0%

BHC BAUSCH HEALTH COS INC 2.3%

Value ($000) $6,604 Shares 317,500 Est. Cost $18.65 Unrealized 0.0%

NEM NEWMONT CORP 2.0%

Value ($000) $5,929 Shares 99,000 Est. Cost $52.35 Unrealized 0.0%

LOW LOWES COS INC 1.9%

Value ($000) $5,618 Shares 35,000 Est. Cost $103.31 Unrealized +43.3%

GOOG ALPHABET INC 1.8%

Value ($000) $5,256 Shares 3,000 Est. Cost $75.72 Unrealized +10.6%

DVN DEVON ENERGY CORP NEW 1.7%

Value ($000) $5,024 Shares 317,800 Est. Cost $8.48 Unrealized +12.2%

JWS/U JAWS ACQUISITION CORP 1.3%

Value ($000) $3,688 Shares 275,000 Est. Cost $13.41 Unrealized —

CTVA CORTEVA INC 1.0%

Value ($000) $3,025 Shares 78,114 Est. Cost $33.76 Unrealized 0.0%

MPC MARATHON PETE CORP 0.8%

Value ($000) $2,275 Shares 55,000 Est. Cost $31.29 Unrealized 0.0%

RIO RIO TINTO PLC 0.4%

Value ($000) $1,128 Shares 15,000 Est. Cost $75.20 Unrealized —

NTR NUTRIEN LTD 0.3%

Value ($000) $963 Shares 20,000 Est. Cost $30.69 Unrealized +22.8%

TDAY GANNETT CO INC 0.2%

Value ($000) $634 Shares 188,597 Est. Cost $2.06 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	230,000	$41,023	14.0%	$128.54	—	GOLD SHS	78463V107
—	BUNGE LIMITED	310,000	$20,330	6.9%	$65.58	—	COM	G16962105
IWM	ISHARES TR	85,000	$16,665	5.7%	$196.06	—	RUSSELL 2000 ETF	464287655
CNX	CNX RES CORP	1,318,511	$14,240	4.9%	$10.09	-0.2%	COM	12653C108
—	TEEKAY CORPORATION	16,184,000	$14,114	4.8%	$0.81	—	NOTE 5.000% 1/1	87900YAE3
BLDR	BUILDERS FIRSTSOURCE INC	345,000	$14,079	4.8%	$29.49	+20.1%	COM	12008R107
NRG	NRG ENERGY INC	351,466	$13,198	4.5%	$28.35	0.0%	COM NEW	629377508
XPO	XPO LOGISTICS INC	105,761	$12,607	4.3%	$36.23	0.0%	COM	983793100
FLEX	FLEX LTD	700,000	$12,586	4.3%	$11.55	0.0%	ORD	Y2573F102
CF	CF INDS HLDGS INC	289,700	$11,214	3.8%	$29.47	0.0%	COM	125269100
FISV	FISERV INC	97,400	$11,090	3.8%	$107.76	0.0%	COM	337738108
AER	AERCAP HOLDINGS NV	239,100	$10,898	3.7%	$34.36	0.0%	SHS	N00985106
—	BERRY GLOBAL GROUP INC	190,000	$10,676	3.6%	$48.32	—	COM	08579W103
CCI	CROWN CASTLE INTL CORP NEW	65,000	$10,347	3.5%	$128.38	-0.5%	COM	22822V101
—	TEEKAY LNG PARTNERS L P	819,780	$9,395	3.2%	$11.41	—	PRTNRSP UNITS	Y8564M105
VRT	VERTIV HOLDINGS CO	475,000	$8,868	3.0%	$18.31	0.0%	COM CL A	92537N108
—	CIT GROUP INC	199,548	$7,164	2.4%	$35.90	—	COM NEW	125581801
FCX	FREEPORT-MCMORAN INC	275,000	$7,156	2.4%	$19.45	0.0%	CL B	35671D857
ASH	ASHLAND GLOBAL HLDGS INC	85,016	$6,733	2.3%	$68.89	0.0%	COM	044186104
BHC	BAUSCH HEALTH COS INC	317,500	$6,604	2.3%	$18.65	0.0%	COM	071734107
NEM	NEWMONT CORP	99,000	$5,929	2.0%	$52.35	0.0%	COM	651639106
LOW	LOWES COS INC	35,000	$5,618	1.9%	$103.31	+43.3%	COM	548661107
GOOG	ALPHABET INC	3,000	$5,256	1.8%	$75.72	+10.6%	CAP STK CL C	02079K107
DVN	DEVON ENERGY CORP NEW	317,800	$5,024	1.7%	$8.48	+12.2%	COM	25179M103
JWS/U	JAWS ACQUISITION CORP	275,000	$3,688	1.3%	$13.41	—	UNIT 99/99/9999	G50744120
CTVA	CORTEVA INC	78,114	$3,025	1.0%	$33.76	0.0%	COM	22052L104
MPC	MARATHON PETE CORP	55,000	$2,275	0.8%	$31.29	0.0%	COM	56585A102
RIO	RIO TINTO PLC	15,000	$1,128	0.4%	$75.20	—	SPONSORED ADR	767204100
NTR	NUTRIEN LTD	20,000	$963	0.3%	$30.69	+22.8%	COM	67077M108
TDAY	GANNETT CO INC	188,597	$634	0.2%	$2.06	0.0%	COM	36472T109