COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 17, 2021

Total Value ($000): $280,124 (100.0% shares, 0.0% debt)

Holdings (34)

GLD SPDR GOLD TR 11.4%

Value ($000) $31,992 Shares 200,000 Est. Cost $128.54 Unrealized —

— ATHENE HOLDING LTD 6.3%

Value ($000) $17,640 Shares 350,000 Est. Cost $50.40 Unrealized —

— TEEKAY CORPORATION 5.5%

Value ($000) $15,504 Shares 16,384,000 Est. Cost $0.81 Unrealized —

BLDR BUILDERS FIRSTSOURCE INC 5.0%

Value ($000) $13,911 Shares 300,000 Est. Cost $29.49 Unrealized +44.4%

BHC BAUSCH HEALTH COS INC 4.9%

Value ($000) $13,632 Shares 429,500 Est. Cost $21.44 Unrealized +36.8%

EXE CHESAPEAKE ENERGY CORP 4.7%

Value ($000) $13,036 Shares 300,439 Est. Cost $35.05 Unrealized 0.0%

SPY SPDR S&P 500 ETF TR 4.2%

Value ($000) $11,890 Shares 30,000 Est. Cost $396.33 Unrealized —

KBH KB HOME 4.2%

Value ($000) $11,633 Shares 250,000 Est. Cost $38.18 Unrealized 0.0%

DVN DEVON ENERGY CORP NEW 4.1%

Value ($000) $11,471 Shares 525,000 Est. Cost $11.42 Unrealized +39.5%

AER AERCAP HOLDINGS NV 4.0%

Value ($000) $11,231 Shares 191,200 Est. Cost $34.36 Unrealized +39.5%

— TEEKAY LNG PARTNERS L P 3.9%

Value ($000) $10,793 Shares 750,000 Est. Cost $11.41 Unrealized —

JWS/U JAWS ACQUISITION CORP 3.7%

Value ($000) $10,269 Shares 775,000 Est. Cost $13.31 Unrealized —

CCK CROWN HLDGS INC 3.6%

Value ($000) $9,947 Shares 102,500 Est. Cost $91.62 Unrealized 0.0%

XPO XPO LOGISTICS INC 2.9%

Value ($000) $8,015 Shares 65,000 Est. Cost $36.23 Unrealized +14.5%

ABG ASBURY AUTOMOTIVE GROUP INC 2.8%

Value ($000) $7,860 Shares 40,000 Est. Cost $168.58 Unrealized 0.0%

ORCL ORACLE CORP 2.8%

Value ($000) $7,719 Shares 110,000 Est. Cost $60.61 Unrealized 0.0%

CNC CENTENE CORP DEL 2.3%

Value ($000) $6,461 Shares 101,100 Est. Cost $61.92 Unrealized 0.0%

FIS FIDELITY NATL INFORMATION SV 2.3%

Value ($000) $6,327 Shares 45,000 Est. Cost $122.30 Unrealized 0.0%

NEM NEWMONT CORP 2.2%

Value ($000) $6,027 Shares 100,000 Est. Cost $52.34 Unrealized -2.1%

VST VISTRA CORP 2.0%

Value ($000) $5,658 Shares 320,000 Est. Cost $17.90 Unrealized 0.0%

AMAT APPLIED MATLS INC 2.0%

Value ($000) $5,464 Shares 40,900 Est. Cost $105.71 Unrealized 0.0%

— MR COOPER GROUP INC 1.8%

Value ($000) $5,176 Shares 148,900 Est. Cost $34.76 Unrealized —

EXC EXELON CORP 1.8%

Value ($000) $5,065 Shares 115,800 Est. Cost $25.25 Unrealized 0.0%

— BOA ACQUISITION CORP 1.8%

Value ($000) $4,955 Shares 500,000 Est. Cost $9.91 Unrealized —

CF CF INDS HLDGS INC 1.6%

Value ($000) $4,538 Shares 100,000 Est. Cost $29.47 Unrealized +38.0%

GOOG ALPHABET INC 1.5%

Value ($000) $4,137 Shares 2,000 Est. Cost $75.72 Unrealized +30.0%

— BERRY GLOBAL GROUP INC 1.3%

Value ($000) $3,684 Shares 60,000 Est. Cost $48.32 Unrealized —

CNX CNX RES CORP 1.3%

Value ($000) $3,675 Shares 250,000 Est. Cost $10.09 Unrealized +33.2%

LEN LENNAR CORP 1.1%

Value ($000) $3,037 Shares 30,000 Est. Cost $78.41 Unrealized 0.0%

FCX FREEPORT-MCMORAN INC 1.1%

Value ($000) $2,964 Shares 90,000 Est. Cost $19.45 Unrealized +56.0%

— APHRIA INC 0.8%

Value ($000) $2,149 Shares 116,971 Est. Cost $18.37 Unrealized —

TDAY GANNETT CO INC 0.7%

Value ($000) $1,914 Shares 355,728 Est. Cost $3.40 Unrealized +44.2%

RPLA/U REPLAY ACQUISITION CORP 0.5%

Value ($000) $1,320 Shares 138,223 Est. Cost $9.55 Unrealized —

— CIT GROUP INC 0.4%

Value ($000) $1,030 Shares 20,000 Est. Cost $35.90 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	200,000	$31,992	11.4%	$128.54	—	GOLD SHS	78463V107
—	ATHENE HOLDING LTD	350,000	$17,640	6.3%	$50.40	—	CL A	G0684D107
—	TEEKAY CORPORATION	16,384,000	$15,504	5.5%	$0.81	—	NOTE 5.000% 1/1	87900YAE3
BLDR	BUILDERS FIRSTSOURCE INC	300,000	$13,911	5.0%	$29.49	+44.4%	COM	12008R107
BHC	BAUSCH HEALTH COS INC	429,500	$13,632	4.9%	$21.44	+36.8%	COM	071734107
EXE	CHESAPEAKE ENERGY CORP	300,439	$13,036	4.7%	$35.05	0.0%	COM	165167735
SPY	SPDR S&P 500 ETF TR	30,000	$11,890	4.2%	$396.33	—	TR UNIT	78462F103
KBH	KB HOME	250,000	$11,633	4.2%	$38.18	0.0%	COM	48666K109
DVN	DEVON ENERGY CORP NEW	525,000	$11,471	4.1%	$11.42	+39.5%	COM	25179M103
AER	AERCAP HOLDINGS NV	191,200	$11,231	4.0%	$34.36	+39.5%	SHS	N00985106
—	TEEKAY LNG PARTNERS L P	750,000	$10,793	3.9%	$11.41	—	PRTNRSP UNITS	Y8564M105
JWS/U	JAWS ACQUISITION CORP	775,000	$10,269	3.7%	$13.31	—	UNIT 99/99/9999	G50744120
CCK	CROWN HLDGS INC	102,500	$9,947	3.6%	$91.62	0.0%	COM	228368106
XPO	XPO LOGISTICS INC	65,000	$8,015	2.9%	$36.23	+14.5%	COM	983793100
ABG	ASBURY AUTOMOTIVE GROUP INC	40,000	$7,860	2.8%	$168.58	0.0%	COM	043436104
ORCL	ORACLE CORP	110,000	$7,719	2.8%	$60.61	0.0%	COM	68389X105
CNC	CENTENE CORP DEL	101,100	$6,461	2.3%	$61.92	0.0%	COM	15135B101
FIS	FIDELITY NATL INFORMATION SV	45,000	$6,327	2.3%	$122.30	0.0%	COM	31620M106
NEM	NEWMONT CORP	100,000	$6,027	2.2%	$52.34	-2.1%	COM	651639106
VST	VISTRA CORP	320,000	$5,658	2.0%	$17.90	0.0%	COM	92840M102
AMAT	APPLIED MATLS INC	40,900	$5,464	2.0%	$105.71	0.0%	COM	038222105
—	MR COOPER GROUP INC	148,900	$5,176	1.8%	$34.76	—	COM	62482R107
EXC	EXELON CORP	115,800	$5,065	1.8%	$25.25	0.0%	COM	30161N101
—	BOA ACQUISITION CORP	500,000	$4,955	1.8%	$9.91	—	UNIT 99/99/9999	05601A208
CF	CF INDS HLDGS INC	100,000	$4,538	1.6%	$29.47	+38.0%	COM	125269100
GOOG	ALPHABET INC	2,000	$4,137	1.5%	$75.72	+30.0%	CAP STK CL C	02079K107
—	BERRY GLOBAL GROUP INC	60,000	$3,684	1.3%	$48.32	—	COM	08579W103
CNX	CNX RES CORP	250,000	$3,675	1.3%	$10.09	+33.2%	COM	12653C108
LEN	LENNAR CORP	30,000	$3,037	1.1%	$78.41	0.0%	CL A	526057104
FCX	FREEPORT-MCMORAN INC	90,000	$2,964	1.1%	$19.45	+56.0%	CL B	35671D857
—	APHRIA INC	116,971	$2,149	0.8%	$18.37	—	COM	03765K104
TDAY	GANNETT CO INC	355,728	$1,914	0.7%	$3.40	+44.2%	COM	36472T109
RPLA/U	REPLAY ACQUISITION CORP	138,223	$1,320	0.5%	$9.55	—	UNIT 03/01/2024	G75130123
—	CIT GROUP INC	20,000	$1,030	0.4%	$35.90	—	COM NEW	125581801