COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 15, 2014

Total Value ($000): $1,191,544 (99.4% shares, 0.6% debt)

Holdings (59)

LYB LYONDELLBASELL INDUSTRIES N 5.0%
Value ($000) $59,397 Shares 667,835 Est. Cost $37.64 Unrealized +20.6%
GULFPORT ENERGY CORP 4.6%
Value ($000) $55,336 Shares 777,410 Est. Cost $63.13 Unrealized
DAL DELTA AIR LINES INC DEL 4.3%
Value ($000) $51,552 Shares 1,487,781 Est. Cost $14.99 Unrealized +86.6%
HIG HARTFORD FINL SVCS GROUP INC 4.1%
Value ($000) $48,491 Shares 1,374,855 Est. Cost $22.20 Unrealized +22.1%
TRW AUTOMOTIVE HLDGS CORP 4.0%
Value ($000) $47,431 Shares 581,116 Est. Cost $71.24 Unrealized
GLD SPDR GOLD TRUST 4.0%
Value ($000) $47,417 Shares 383,600 Est. Cost $120.28 Unrealized
VC VISTEON CORP 4.0%
Value ($000) $47,333 Shares 535,200 Est. Cost $42.82 Unrealized +12.1%
EOG EOG RES INC 3.9%
Value ($000) $46,963 Shares 239,400 Est. Cost $57.06 Unrealized +13.6%
TMO THERMO FISHER SCIENTIFIC INC 3.4%
Value ($000) $40,891 Shares 340,079 Est. Cost $83.72 Unrealized +36.7%
SUNEDISON INC 3.3%
Value ($000) $39,686 Shares 2,106,500 Est. Cost $15.61 Unrealized
WESTERN REFNG INC 3.0%
Value ($000) $35,717 Shares 925,300 Est. Cost $36.89 Unrealized
E TRADE FINANCIAL CORP 2.8%
Value ($000) $33,278 Shares 1,445,600 Est. Cost $22.25 Unrealized
ALL ALLSTATE CORP 2.8%
Value ($000) $33,128 Shares 585,500 Est. Cost $41.25 Unrealized +0.7%
LEA LEAR CORP 2.7%
Value ($000) $32,643 Shares 389,910 Est. Cost $62.47 Unrealized +4.3%
AMERICAN RLTY CAP PPTYS INC 2.6%
Value ($000) $30,426 Shares 2,170,172 Est. Cost $12.85 Unrealized
COBALT INTL ENERGY INC 2.4%
Value ($000) $28,356 Shares 1,547,800 Est. Cost $18.08 Unrealized
ACTAVIS PLC 2.3%
Value ($000) $27,810 Shares 135,100 Est. Cost $205.85 Unrealized
MET METLIFE INC 2.2%
Value ($000) $26,479 Shares 501,500 Est. Cost $30.05 Unrealized +3.4%
OASIS PETE INC NEW 2.0%
Value ($000) $23,409 Shares 560,969 Est. Cost $41.73 Unrealized
ICE INTERCONTINENTALEXCHANGE GRO 1.8%
Value ($000) $21,643 Shares 109,400 Est. Cost $35.65 Unrealized +1.7%
PNC PNC FINL SVCS GROUP INC 1.8%
Value ($000) $21,402 Shares 246,000 Est. Cost $56.79 Unrealized 0.0%
NEWFIELD EXPL CO 1.8%
Value ($000) $20,886 Shares 666,000 Est. Cost $28.66 Unrealized
CTRA CABOT OIL & GAS CORP 1.7%
Value ($000) $20,701 Shares 611,000 Est. Cost $26.22 Unrealized +1.9%
STWD STARWOOD PPTY TR INC 1.6%
Value ($000) $19,252 Shares 816,100 Est. Cost $24.09 Unrealized
ALSN ALLISON TRANSMISSION HLDGS I 1.6%
Value ($000) $19,153 Shares 639,704 Est. Cost $21.10 Unrealized +12.3%
MTG MGIC INVT CORP WIS 1.6%
Value ($000) $19,108 Shares 2,242,694 Est. Cost $8.08 Unrealized +7.7%
DAN DANA HLDG CORP 1.6%
Value ($000) $18,997 Shares 816,375 Est. Cost $16.52 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 1.5%
Value ($000) $18,213 Shares 300,000 Est. Cost $39.63 Unrealized +6.2%
DXJ WISDOMTREE TR 1.5%
Value ($000) $18,060 Shares 381,500 Est. Cost $46.72 Unrealized
BXMT BLACKSTONE MTG TR INC 1.3%
Value ($000) $15,726 Shares 547,000 Est. Cost $28.75 Unrealized
UAL UNITED CONTL HLDGS INC 1.3%
Value ($000) $15,010 Shares 336,319 Est. Cost $37.32 Unrealized +20.6%
DENBURY RES INC 1.2%
Value ($000) $14,465 Shares 882,000 Est. Cost $16.40 Unrealized
LADR LADDER CAP CORP 1.1%
Value ($000) $12,542 Shares 664,292 Est. Cost $18.88 Unrealized
NXST NEXSTAR BROADCASTING GROUP I 1.0%
Value ($000) $12,294 Shares 327,678 Est. Cost $34.31 Unrealized -5.9%
TBT PROSHARES TR 1.0%
Value ($000) $12,078 Shares 178,800 Est. Cost $74.26 Unrealized
WHITING PETE CORP NEW 1.0%
Value ($000) $11,380 Shares 164,000 Est. Cost $54.86 Unrealized
AMERICAN CAPITAL AGENCY CORP 0.9%
Value ($000) $11,175 Shares 520,000 Est. Cost $21.49 Unrealized
SUNPOWER CORP 0.9%
Value ($000) $11,162 Shares 346,000 Est. Cost $32.26 Unrealized
PIONEER NAT RES CO 0.9%
Value ($000) $10,293 Shares 55,000 Est. Cost $152.20 Unrealized
MERITOR INC 0.8%
Value ($000) $9,861 Shares 805,000 Est. Cost $11.24 Unrealized
MOS MOSAIC CO NEW 0.8%
Value ($000) $9,650 Shares 193,000 Est. Cost $37.52 Unrealized 0.0%
IP INTL PAPER CO 0.8%
Value ($000) $9,176 Shares 200,000 Est. Cost $26.70 Unrealized +2.0%
VLO VALERO ENERGY CORP NEW 0.7%
Value ($000) $7,965 Shares 150,000 Est. Cost $28.84 Unrealized +13.8%
LNG CHENIERE ENERGY INC 0.7%
Value ($000) $7,860 Shares 142,000 Est. Cost $47.93 Unrealized 0.0%
VYX NCR CORP NEW 0.7%
Value ($000) $7,749 Shares 212,000 Est. Cost $21.25 Unrealized 0.0%
PENN VA CORP 0.6%
Value ($000) $6,996 Shares 400,000 Est. Cost $17.49 Unrealized
ALPHA NATURAL RESOURCES INC 0.6%
Value ($000) $6,929 Shares 6,964,000 Est. Cost $0.91 Unrealized
HERTZ GLOBAL HOLDINGS INC 0.6%
Value ($000) $6,660 Shares 250,000 Est. Cost $26.96 Unrealized
SIG SIGNET JEWELERS LIMITED 0.5%
Value ($000) $6,246 Shares 59,000 Est. Cost $70.67 Unrealized 0.0%
PDC ENERGY INC 0.4%
Value ($000) $5,043 Shares 81,000 Est. Cost $62.26 Unrealized
SANDRIDGE ENERGY INC 0.4%
Value ($000) $4,778 Shares 778,228 Est. Cost $6.14 Unrealized
CLIFFS NAT RES INC 0.4%
Value ($000) $4,706 Shares 230,000 Est. Cost $20.46 Unrealized
PVH PVH CORP 0.3%
Value ($000) $3,993 Shares 32,000 Est. Cost $121.02 Unrealized 0.0%
LEN LENNAR CORP 0.3%
Value ($000) $3,962 Shares 100,000 Est. Cost $34.18 Unrealized +1.0%
AXIALL CORP 0.3%
Value ($000) $3,710 Shares 82,600 Est. Cost $44.92 Unrealized
LINNCO LLC 0.3%
Value ($000) $3,151 Shares 116,500 Est. Cost $27.05 Unrealized
AAP ADVANCE AUTO PARTS INC 0.2%
Value ($000) $1,923 Shares 15,200 Est. Cost $105.89 Unrealized 0.0%
KBH KB HOME 0.1%
Value ($000) $1,699 Shares 100,000 Est. Cost $16.09 Unrealized 0.0%
RESOURCE AMERICA INC 0.0%
Value ($000) $204 Shares 23,796 Est. Cost $8.57 Unrealized