COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 14, 2015

Total Value ($000): $1,080,486 (100.0% shares, 0.0% debt)

Holdings (71)

DAL DELTA AIR LINES INC DEL 4.4%
Value ($000) $47,356 Shares 1,152,766 Est. Cost $26.30 Unrealized +46.0%
E TRADE FINANCIAL CORP 3.9%
Value ($000) $41,673 Shares 1,391,413 Est. Cost $22.66 Unrealized
COLONY CAP INC 3.8%
Value ($000) $40,608 Shares 1,792,840 Est. Cost $24.03 Unrealized
BAKER HUGHES INC 3.5%
Value ($000) $37,562 Shares 608,788 Est. Cost $60.30 Unrealized
GLD SPDR GOLD TRUST 3.5%
Value ($000) $37,442 Shares 333,200 Est. Cost $117.26 Unrealized
AER AERCAP HOLDINGS NV 3.4%
Value ($000) $36,445 Shares 795,921 Est. Cost $42.22 Unrealized +10.5%
PSX PHILLIPS 66 3.1%
Value ($000) $33,811 Shares 419,700 Est. Cost $50.10 Unrealized +7.2%
ALLERGAN PLC 3.1%
Value ($000) $33,134 Shares 109,186 Est. Cost $303.46 Unrealized
VC VISTEON CORP 2.9%
Value ($000) $30,965 Shares 294,960 Est. Cost $49.55 Unrealized +22.5%
MTG MGIC INVT CORP WIS 2.6%
Value ($000) $28,395 Shares 2,495,203 Est. Cost $8.66 Unrealized +23.4%
GRACE W R & CO DEL NEW 2.5%
Value ($000) $27,161 Shares 270,800 Est. Cost $99.24 Unrealized
OPLN KAR AUCTION SVCS INC 2.5%
Value ($000) $27,100 Shares 724,597 Est. Cost $11.72 Unrealized +22.1%
AN AUTONATION INC 2.4%
Value ($000) $25,960 Shares 412,197 Est. Cost $59.14 Unrealized +7.4%
CIGNA CORPORATION 2.4%
Value ($000) $25,944 Shares 160,147 Est. Cost $162.00 Unrealized
YAHOO INC 2.4%
Value ($000) $25,545 Shares 650,155 Est. Cost $44.43 Unrealized
BSX BOSTON SCIENTIFIC CORP 2.3%
Value ($000) $25,046 Shares 1,415,000 Est. Cost $15.97 Unrealized +11.9%
LUV SOUTHWEST AIRLS CO 2.2%
Value ($000) $23,825 Shares 720,000 Est. Cost $33.59 Unrealized +3.0%
MA MASTERCARD INC 2.2%
Value ($000) $23,445 Shares 250,800 Est. Cost $82.39 Unrealized +4.5%
RDN RADIAN GROUP INC 2.1%
Value ($000) $22,953 Shares 1,223,500 Est. Cost $13.18 Unrealized +12.7%
LEA LEAR CORP 2.0%
Value ($000) $22,037 Shares 196,300 Est. Cost $86.67 Unrealized +9.6%
MGA MAGNA INTL INC 2.0%
Value ($000) $21,724 Shares 387,300 Est. Cost $40.93 Unrealized 0.0%
MDT MEDTRONIC PLC 1.8%
Value ($000) $19,822 Shares 267,500 Est. Cost $58.15 Unrealized +1.1%
STWD STARWOOD PPTY TR INC 1.7%
Value ($000) $18,827 Shares 872,852 Est. Cost $22.41 Unrealized
HIG HARTFORD FINL SVCS GROUP INC 1.7%
Value ($000) $18,790 Shares 452,000 Est. Cost $24.69 Unrealized +34.8%
DXJ WISDOMTREE TR 1.7%
Value ($000) $18,190 Shares 318,000 Est. Cost $52.34 Unrealized
VLO VALERO ENERGY CORP NEW 1.6%
Value ($000) $17,716 Shares 283,000 Est. Cost $36.56 Unrealized +6.5%
PPG PPG INDS INC 1.6%
Value ($000) $17,323 Shares 151,000 Est. Cost $94.39 Unrealized +0.0%
GULFPORT ENERGY CORP 1.5%
Value ($000) $16,136 Shares 400,900 Est. Cost $41.07 Unrealized
AXTA AXALTA COATING SYS LTD 1.5%
Value ($000) $15,909 Shares 480,925 Est. Cost $24.92 Unrealized +32.5%
GOOGLE INC 1.5%
Value ($000) $15,907 Shares 30,561 Est. Cost $548.01 Unrealized
SUNEDISON INC 1.5%
Value ($000) $15,721 Shares 525,595 Est. Cost $21.83 Unrealized
U S G CORP 1.3%
Value ($000) $14,308 Shares 514,865 Est. Cost $27.79 Unrealized
HERTZ GLOBAL HOLDINGS INC 1.3%
Value ($000) $13,844 Shares 764,000 Est. Cost $24.22 Unrealized
CAR AVIS BUDGET GROUP 1.3%
Value ($000) $13,735 Shares 311,600 Est. Cost $53.08 Unrealized -5.6%
WHITING PETE CORP NEW 1.2%
Value ($000) $12,432 Shares 370,000 Est. Cost $30.90 Unrealized
ALTERA CORP 1.1%
Value ($000) $12,019 Shares 234,743 Est. Cost $51.20 Unrealized
VCA INC 1.0%
Value ($000) $11,265 Shares 207,064 Est. Cost $42.67 Unrealized
ENDO INTL PLC 0.9%
Value ($000) $10,163 Shares 127,600 Est. Cost $75.66 Unrealized
DOW CHEM CO 0.9%
Value ($000) $9,927 Shares 194,000 Est. Cost $51.17 Unrealized
TLT ISHARES TR 0.9%
Value ($000) $9,456 Shares 80,500 Est. Cost $130.69 Unrealized
EOG EOG RES INC 0.9%
Value ($000) $9,455 Shares 108,000 Est. Cost $66.20 Unrealized +2.5%
TMO THERMO FISHER SCIENTIFIC INC 0.9%
Value ($000) $9,382 Shares 72,300 Est. Cost $126.27 Unrealized 0.0%
GS GOLDMAN SACHS GROUP INC 0.9%
Value ($000) $9,336 Shares 44,717 Est. Cost $149.80 Unrealized +9.9%
LNG CHENIERE ENERGY INC 0.9%
Value ($000) $9,281 Shares 134,000 Est. Cost $74.94 Unrealized 0.0%
V VISA INC 0.8%
Value ($000) $9,018 Shares 134,300 Est. Cost $61.70 Unrealized +2.0%
MEOH METHANEX CORP 0.8%
Value ($000) $8,830 Shares 158,646 Est. Cost $55.16 Unrealized +2.3%
APD AIR PRODS & CHEMS INC 0.7%
Value ($000) $7,526 Shares 55,000 Est. Cost $104.89 Unrealized 0.0%
AIG AMERICAN INTL GROUP INC 0.7%
Value ($000) $7,480 Shares 121,000 Est. Cost $45.50 Unrealized 0.0%
MOS MOSAIC CO NEW 0.6%
Value ($000) $7,023 Shares 149,900 Est. Cost $35.96 Unrealized +2.0%
FDX FEDEX CORP 0.6%
Value ($000) $6,816 Shares 40,000 Est. Cost $148.37 Unrealized 0.0%
HD HOME DEPOT INC 0.6%
Value ($000) $6,323 Shares 56,900 Est. Cost $87.09 Unrealized 0.0%
SPIRIT AIRLS INC 0.6%
Value ($000) $6,123 Shares 98,600 Est. Cost $62.10 Unrealized
TSLA TESLA MTRS INC 0.5%
Value ($000) $5,365 Shares 20,000 Est. Cost $15.81 Unrealized 0.0%
AXIALL CORP 0.5%
Value ($000) $5,263 Shares 146,000 Est. Cost $41.42 Unrealized
BXMT BLACKSTONE MTG TR INC 0.5%
Value ($000) $4,997 Shares 179,622 Est. Cost $27.82 Unrealized
ICONIX BRAND GROUP INC 0.4%
Value ($000) $4,784 Shares 191,600 Est. Cost $24.97 Unrealized
WALGREENS BOOTS ALLIANCE INC 0.4%
Value ($000) $4,644 Shares 55,000 Est. Cost $84.44 Unrealized
AGO ASSURED GUARANTY LTD 0.4%
Value ($000) $4,558 Shares 190,000 Est. Cost $23.19 Unrealized 0.0%
TEEKAY CORPORATION 0.4%
Value ($000) $4,492 Shares 104,913 Est. Cost $46.57 Unrealized
RMD RESMED INC 0.4%
Value ($000) $4,228 Shares 75,000 Est. Cost $55.36 Unrealized 0.0%
DHR DANAHER CORP DEL 0.4%
Value ($000) $4,151 Shares 48,500 Est. Cost $34.86 Unrealized 0.0%
SSNC SS&C TECHNOLOGIES HLDGS INC 0.4%
Value ($000) $3,875 Shares 62,000 Est. Cost $30.67 Unrealized 0.0%
YUM YUM BRANDS INC 0.3%
Value ($000) $3,153 Shares 35,000 Est. Cost $51.97 Unrealized 0.0%
HCA HCA HOLDINGS INC 0.2%
Value ($000) $2,658 Shares 29,300 Est. Cost $61.43 Unrealized +21.2%
LENDINGCLUB CORP 0.2%
Value ($000) $2,655 Shares 180,000 Est. Cost $14.75 Unrealized
HMS HLDGS CORP 0.2%
Value ($000) $2,346 Shares 136,625 Est. Cost $17.17 Unrealized
MFA FINL INC 0.2%
Value ($000) $2,254 Shares 305,000 Est. Cost $7.39 Unrealized
LII LENNOX INTL INC 0.2%
Value ($000) $2,154 Shares 20,000 Est. Cost $97.75 Unrealized 0.0%
PBF PBF ENERGY INC 0.2%
Value ($000) $1,705 Shares 60,000 Est. Cost $28.14 Unrealized 0.0%
RESOURCE AMERICA INC 0.1%
Value ($000) $807 Shares 96,000 Est. Cost $9.10 Unrealized
ALPHA NAT RES INC 0.0%
Value ($000) $183 Shares 2,000,000 Est. Cost $0.50 Unrealized