COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 14, 2014

Total Value ($000): $1,011,491 (99.3% shares, 0.7% debt)

Holdings (55)

GULFPORT ENERGY CORP 6.5%
Value ($000) $65,685 Shares 1,040,467 Est. Cost $63.13 Unrealized
HIG HARTFORD FINL SVCS GROUP INC 5.9%
Value ($000) $59,644 Shares 1,646,255 Est. Cost $22.20 Unrealized +20.4%
TMO THERMO FISHER SCIENTIFIC INC 4.9%
Value ($000) $49,376 Shares 443,429 Est. Cost $83.72 Unrealized +14.2%
LYB LYONDELLBASELL INDUSTRIES N 4.8%
Value ($000) $48,126 Shares 599,473 Est. Cost $36.75 Unrealized +11.7%
DAL DELTA AIR LINES INC DEL 4.4%
Value ($000) $44,990 Shares 1,637,781 Est. Cost $14.99 Unrealized +55.6%
SLB SCHLUMBERGER LTD 4.4%
Value ($000) $44,650 Shares 495,500 Est. Cost $60.05 Unrealized +8.3%
MET METLIFE INC 4.4%
Value ($000) $44,376 Shares 823,000 Est. Cost $30.05 Unrealized +0.3%
TRW AUTOMOTIVE HLDGS CORP 4.2%
Value ($000) $42,216 Shares 567,500 Est. Cost $70.99 Unrealized
EOG EOG RES INC 3.7%
Value ($000) $36,942 Shares 220,100 Est. Cost $56.38 Unrealized +10.5%
GLD SPDR GOLD TRUST 3.3%
Value ($000) $32,932 Shares 283,600 Est. Cost $119.11 Unrealized
EMN EASTMAN CHEM CO 3.2%
Value ($000) $31,933 Shares 395,700 Est. Cost $52.71 Unrealized +1.9%
NXST NEXSTAR BROADCASTING GROUP I 2.9%
Value ($000) $29,057 Shares 521,393 Est. Cost $34.31 Unrealized +3.4%
VC VISTEON CORP 2.8%
Value ($000) $28,662 Shares 350,000 Est. Cost $40.07 Unrealized +11.1%
DXJ WISDOMTREE TR 2.7%
Value ($000) $27,108 Shares 533,200 Est. Cost $46.72 Unrealized
COBALT INTL ENERGY INC 2.5%
Value ($000) $25,461 Shares 1,547,800 Est. Cost $18.08 Unrealized
JPM JPMORGAN CHASE & CO 2.1%
Value ($000) $21,521 Shares 368,000 Est. Cost $39.63 Unrealized 0.0%
ALL ALLSTATE CORP 2.1%
Value ($000) $21,271 Shares 390,000 Est. Cost $41.10 Unrealized 0.0%
AMERICAN RLTY CAP PPTYS INC 2.0%
Value ($000) $20,621 Shares 1,604,600 Est. Cost $12.44 Unrealized
AAL AMERICAN AIRLS GROUP INC 2.0%
Value ($000) $20,352 Shares 806,000 Est. Cost $21.78 Unrealized 0.0%
MU MICRON TECHNOLOGY INC 2.0%
Value ($000) $20,173 Shares 927,500 Est. Cost $18.97 Unrealized 0.0%
TBT PROSHARES TR 2.0%
Value ($000) $19,784 Shares 249,800 Est. Cost $74.26 Unrealized
ALSN ALLISON TRANSMISSION HLDGS I 1.7%
Value ($000) $17,568 Shares 636,300 Est. Cost $21.10 Unrealized 0.0%
SUNEDISON INC 1.5%
Value ($000) $15,347 Shares 1,176,000 Est. Cost $13.05 Unrealized
ICE INTERCONTINENTALEXCHANGE GRO 1.5%
Value ($000) $15,284 Shares 67,952 Est. Cost $35.28 Unrealized 0.0%
MPC MARATHON PETE CORP 1.5%
Value ($000) $15,163 Shares 165,296 Est. Cost $26.17 Unrealized +2.5%
QCOM QUALCOMM INC 1.5%
Value ($000) $14,850 Shares 200,000 Est. Cost $50.36 Unrealized 0.0%
ADSK AUTODESK INC 1.4%
Value ($000) $14,019 Shares 278,600 Est. Cost $43.82 Unrealized 0.0%
CTRA CABOT OIL & GAS CORP 1.3%
Value ($000) $12,868 Shares 332,000 Est. Cost $25.81 Unrealized 0.0%
ENERGEN CORP 1.1%
Value ($000) $11,094 Shares 156,800 Est. Cost $70.75 Unrealized
NEWFIELD EXPL CO 1.1%
Value ($000) $11,084 Shares 450,000 Est. Cost $27.37 Unrealized
MTG MGIC INVT CORP WIS 1.1%
Value ($000) $10,961 Shares 1,298,694 Est. Cost $7.63 Unrealized +4.6%
SPRINT CORP 1.0%
Value ($000) $10,266 Shares 955,000 Est. Cost $10.75 Unrealized
UAL UNITED CONTL HLDGS INC 1.0%
Value ($000) $9,798 Shares 259,000 Est. Cost $35.03 Unrealized 0.0%
LEA LEAR CORP 0.9%
Value ($000) $9,304 Shares 114,910 Est. Cost $56.05 Unrealized +14.0%
GPK GRAPHIC PACKAGING HLDG CO 0.9%
Value ($000) $8,774 Shares 914,000 Est. Cost $8.76 Unrealized 0.0%
PIONEER NAT RES CO 0.8%
Value ($000) $8,344 Shares 45,329 Est. Cost $144.75 Unrealized
PPG PPG INDS INC 0.7%
Value ($000) $7,586 Shares 40,000 Est. Cost $73.04 Unrealized 0.0%
GLPI GAMING & LEISURE PPTYS INC 0.7%
Value ($000) $7,205 Shares 141,800 Est. Cost $50.81 Unrealized
ALPHA NATURAL RESOURCES INC 0.7%
Value ($000) $6,953 Shares 6,964,000 Est. Cost $0.91 Unrealized
WHITING PETE CORP NEW 0.7%
Value ($000) $6,620 Shares 107,000 Est. Cost $47.12 Unrealized
E TRADE FINANCIAL CORP 0.6%
Value ($000) $6,481 Shares 330,000 Est. Cost $19.64 Unrealized
WESTERN REFNG INC 0.6%
Value ($000) $6,362 Shares 150,000 Est. Cost $28.07 Unrealized
CVX CHEVRON CORP NEW 0.6%
Value ($000) $6,246 Shares 50,000 Est. Cost $72.49 Unrealized 0.0%
GM GENERAL MTRS CO 0.6%
Value ($000) $5,763 Shares 141,000 Est. Cost $26.74 Unrealized +5.4%
LEN LENNAR CORP 0.6%
Value ($000) $5,701 Shares 144,098 Est. Cost $34.18 Unrealized -10.9%
COLE REAL ESTATE INVTS INC 0.6%
Value ($000) $5,616 Shares 400,000 Est. Cost $14.04 Unrealized
ROCK-TENN CO 0.5%
Value ($000) $5,040 Shares 48,000 Est. Cost $105.00 Unrealized
VLO VALERO ENERGY CORP NEW 0.5%
Value ($000) $5,040 Shares 100,000 Est. Cost $26.85 Unrealized 0.0%
MERITOR INC 0.5%
Value ($000) $4,641 Shares 445,000 Est. Cost $10.43 Unrealized
IP INTL PAPER CO 0.4%
Value ($000) $4,364 Shares 89,000 Est. Cost $26.03 Unrealized 0.0%
STWD STARWOOD PPTY TR INC 0.3%
Value ($000) $2,770 Shares 100,000 Est. Cost $27.70 Unrealized
HOSPIRA INC 0.2%
Value ($000) $2,105 Shares 51,000 Est. Cost $41.27 Unrealized
HERTZ GLOBAL HOLDINGS INC 0.2%
Value ($000) $1,538 Shares 53,741 Est. Cost $28.11 Unrealized
CHIMERA INVT CORP 0.1%
Value ($000) $1,240 Shares 400,000 Est. Cost $3.10 Unrealized
ROCKWOOD HLDGS INC 0.1%
Value ($000) $616 Shares 8,568 Est. Cost $71.90 Unrealized