COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 14, 2015

Total Value ($000): $934,073 (99.2% shares, 0.8% debt)

Holdings (62)

E TRADE FINANCIAL CORP 5.7%
Value ($000) $53,642 Shares 1,878,563 Est. Cost $22.66 Unrealized
COLONY FINL INC 4.2%
Value ($000) $39,066 Shares 1,507,169 Est. Cost $24.29 Unrealized
YAHOO INC 4.1%
Value ($000) $38,685 Shares 870,600 Est. Cost $44.43 Unrealized
DAL DELTA AIR LINES INC DEL 4.1%
Value ($000) $38,376 Shares 853,566 Est. Cost $22.05 Unrealized +84.3%
GLD SPDR GOLD TRUST 3.7%
Value ($000) $34,825 Shares 306,400 Est. Cost $117.68 Unrealized
AER AERCAP HOLDINGS NV 3.2%
Value ($000) $30,028 Shares 687,921 Est. Cost $41.52 Unrealized -0.0%
VC VISTEON CORP 3.2%
Value ($000) $29,610 Shares 307,158 Est. Cost $49.55 Unrealized +16.1%
OPLN KAR AUCTION SVCS INC 2.9%
Value ($000) $27,484 Shares 724,597 Est. Cost $11.72 Unrealized +15.5%
PSX PHILLIPS 66 2.8%
Value ($000) $26,543 Shares 337,700 Est. Cost $49.22 Unrealized +0.1%
AN AUTONATION INC 2.7%
Value ($000) $24,896 Shares 387,000 Est. Cost $58.85 Unrealized +4.1%
ACTAVIS PLC 2.7%
Value ($000) $24,817 Shares 83,386 Est. Cost $239.02 Unrealized
RDN RADIAN GROUP INC 2.5%
Value ($000) $23,582 Shares 1,404,500 Est. Cost $13.18 Unrealized +2.2%
BSX BOSTON SCIENTIFIC CORP 2.5%
Value ($000) $23,111 Shares 1,302,000 Est. Cost $15.80 Unrealized 0.0%
WESTERN REFNG INC 2.5%
Value ($000) $22,932 Shares 464,300 Est. Cost $49.39 Unrealized
AXTA AXALTA COATING SYS LTD 2.3%
Value ($000) $21,916 Shares 793,500 Est. Cost $24.92 Unrealized +8.2%
BAKER HUGHES INC 2.3%
Value ($000) $21,906 Shares 344,540 Est. Cost $59.22 Unrealized
LEA LEAR CORP 2.3%
Value ($000) $21,754 Shares 196,300 Est. Cost $86.67 Unrealized 0.0%
MTG MGIC INVT CORP WIS 2.3%
Value ($000) $21,550 Shares 2,237,805 Est. Cost $8.42 Unrealized +8.6%
GRACE W R & CO DEL NEW 2.1%
Value ($000) $19,754 Shares 199,800 Est. Cost $98.87 Unrealized
GOOGLE INC 2.1%
Value ($000) $19,509 Shares 35,600 Est. Cost $548.01 Unrealized
LUV SOUTHWEST AIRLS CO 2.1%
Value ($000) $19,381 Shares 437,500 Est. Cost $32.93 Unrealized +17.2%
MDT MEDTRONIC PLC 2.1%
Value ($000) $19,303 Shares 247,500 Est. Cost $58.10 Unrealized 0.0%
VCA INC 2.0%
Value ($000) $18,949 Shares 345,651 Est. Cost $42.67 Unrealized
GS GOLDMAN SACHS GROUP INC 2.0%
Value ($000) $18,797 Shares 100,000 Est. Cost $149.80 Unrealized 0.0%
VLO VALERO ENERGY CORP NEW 1.9%
Value ($000) $17,877 Shares 281,000 Est. Cost $36.56 Unrealized 0.0%
DXJ WISDOMTREE TR 1.9%
Value ($000) $17,528 Shares 318,000 Est. Cost $52.34 Unrealized
TLT ISHARES TR 1.8%
Value ($000) $17,055 Shares 130,500 Est. Cost $130.69 Unrealized
PPG PPG INDS INC 1.8%
Value ($000) $17,028 Shares 75,500 Est. Cost $94.38 Unrealized 0.0%
MA MASTERCARD INC 1.8%
Value ($000) $16,570 Shares 191,800 Est. Cost $81.25 Unrealized 0.0%
DELPHI AUTOMOTIVE PLC 1.8%
Value ($000) $16,426 Shares 206,000 Est. Cost $72.72 Unrealized
HIG HARTFORD FINL SVCS GROUP INC 1.6%
Value ($000) $15,026 Shares 359,296 Est. Cost $22.47 Unrealized +44.8%
HERTZ GLOBAL HOLDINGS INC 1.6%
Value ($000) $14,872 Shares 686,000 Est. Cost $24.91 Unrealized
WHITING PETE CORP NEW 1.4%
Value ($000) $13,194 Shares 427,000 Est. Cost $30.90 Unrealized
ROCK-TENN CO 1.3%
Value ($000) $11,739 Shares 182,000 Est. Cost $64.50 Unrealized
CAR AVIS BUDGET GROUP 1.2%
Value ($000) $11,012 Shares 186,600 Est. Cost $55.06 Unrealized +5.3%
EMN EASTMAN CHEM CO 1.1%
Value ($000) $10,250 Shares 148,000 Est. Cost $53.96 Unrealized -5.4%
UAL UNITED CONTL HLDGS INC 0.9%
Value ($000) $8,702 Shares 129,400 Est. Cost $67.75 Unrealized 0.0%
SUNEDISON INC 0.9%
Value ($000) $8,606 Shares 358,595 Est. Cost $18.06 Unrealized
ENCANA CORP 0.9%
Value ($000) $8,363 Shares 750,000 Est. Cost $11.15 Unrealized
STWD STARWOOD PPTY TR INC 0.8%
Value ($000) $7,141 Shares 293,852 Est. Cost $24.06 Unrealized
MERITOR INC 0.7%
Value ($000) $6,986 Shares 554,000 Est. Cost $13.90 Unrealized
MOS MOSAIC CO NEW 0.7%
Value ($000) $6,904 Shares 149,900 Est. Cost $35.96 Unrealized +9.2%
TEEKAY CORPORATION 0.7%
Value ($000) $6,832 Shares 146,700 Est. Cost $46.57 Unrealized
ALPHA NATURAL RESOURCES INC 0.7%
Value ($000) $6,762 Shares 6,805,000 Est. Cost $0.91 Unrealized
V VISA INC 0.7%
Value ($000) $6,541 Shares 100,000 Est. Cost $61.28 Unrealized 0.0%
NXST NEXSTAR BROADCASTING GROUP I 0.7%
Value ($000) $6,351 Shares 111,000 Est. Cost $34.01 Unrealized +18.0%
DISH NETWORK CORP 0.5%
Value ($000) $5,114 Shares 73,000 Est. Cost $72.00 Unrealized
ENDO INTL PLC 0.5%
Value ($000) $4,333 Shares 48,300 Est. Cost $69.12 Unrealized
HCA HCA HOLDINGS INC 0.4%
Value ($000) $3,762 Shares 50,000 Est. Cost $61.43 Unrealized +8.7%
KING DIGITAL ENTMT PLC 0.4%
Value ($000) $3,673 Shares 229,000 Est. Cost $16.04 Unrealized
EOG EOG RES INC 0.4%
Value ($000) $3,484 Shares 38,000 Est. Cost $63.19 Unrealized +4.8%
PIONEER NAT RES CO 0.4%
Value ($000) $3,434 Shares 21,000 Est. Cost $163.52 Unrealized
DISCOVER FINL SVCS 0.4%
Value ($000) $3,381 Shares 60,000 Est. Cost $56.35 Unrealized
AXIALL CORP 0.4%
Value ($000) $3,380 Shares 72,000 Est. Cost $46.94 Unrealized
TRW AUTOMOTIVE HLDGS CORP 0.3%
Value ($000) $2,359 Shares 22,500 Est. Cost $71.48 Unrealized
GULFPORT ENERGY CORP 0.2%
Value ($000) $2,296 Shares 50,000 Est. Cost $46.84 Unrealized
MEOH METHANEX CORP 0.2%
Value ($000) $1,714 Shares 32,000 Est. Cost $50.11 Unrealized 0.0%
LPLA LPL FINL HLDGS INC 0.2%
Value ($000) $1,623 Shares 37,000 Est. Cost $44.19 Unrealized 0.0%
CARRIZO OIL & GAS INC 0.1%
Value ($000) $993 Shares 20,000 Est. Cost $49.65 Unrealized
RESOURCE AMERICA INC 0.1%
Value ($000) $874 Shares 96,000 Est. Cost $9.10 Unrealized
ALPHA NATURAL RESOURCES INC 0.1%
Value ($000) $751 Shares 2,000,000 Est. Cost $0.50 Unrealized
ARCH COAL INC 0.1%
Value ($000) $721 Shares 721,139 Est. Cost $1.78 Unrealized