COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 16, 2015

Total Value ($000): $1,032,649 (100.0% shares, 0.0% debt)

Holdings (66)

DAL DELTA AIR LINES INC DEL 5.2%
Value ($000) $53,789 Shares 1,198,766 Est. Cost $26.80 Unrealized +47.6%
GLD SPDR GOLD TRUST 4.5%
Value ($000) $46,292 Shares 433,200 Est. Cost $114.86 Unrealized
COLONY CAP INC 3.9%
Value ($000) $40,051 Shares 2,047,572 Est. Cost $23.47 Unrealized
AER AERCAP HOLDINGS NV 3.6%
Value ($000) $36,681 Shares 959,221 Est. Cost $42.44 Unrealized +2.5%
CIGNA CORPORATION 3.5%
Value ($000) $35,896 Shares 265,855 Est. Cost $151.27 Unrealized
LUV SOUTHWEST AIRLS CO 3.4%
Value ($000) $35,354 Shares 929,400 Est. Cost $33.40 Unrealized -2.0%
E TRADE FINANCIAL CORP 3.2%
Value ($000) $33,170 Shares 1,259,782 Est. Cost $22.66 Unrealized
ALLERGAN PLC 3.2%
Value ($000) $33,157 Shares 121,986 Est. Cost $300.14 Unrealized
VC VISTEON CORP 3.0%
Value ($000) $31,482 Shares 310,960 Est. Cost $49.98 Unrealized +16.1%
MTG MGIC INVT CORP WIS 3.0%
Value ($000) $30,846 Shares 3,331,098 Est. Cost $9.14 Unrealized +15.9%
AN AUTONATION INC 2.7%
Value ($000) $27,822 Shares 478,197 Est. Cost $59.37 Unrealized +2.5%
BAKER HUGHES INC 2.7%
Value ($000) $27,734 Shares 532,940 Est. Cost $60.30 Unrealized
HIG HARTFORD FINL SVCS GROUP INC 2.7%
Value ($000) $27,697 Shares 605,000 Est. Cost $27.80 Unrealized +33.0%
BSX BOSTON SCIENTIFIC CORP 2.6%
Value ($000) $27,232 Shares 1,659,500 Est. Cost $16.13 Unrealized +5.9%
GRACE W R & CO DEL NEW 2.6%
Value ($000) $26,687 Shares 286,800 Est. Cost $98.90 Unrealized
MGA MAGNA INTL INC 2.6%
Value ($000) $26,396 Shares 549,800 Est. Cost $40.13 Unrealized -4.8%
PPG PPG INDS INC 2.5%
Value ($000) $26,314 Shares 300,076 Est. Cost $89.42 Unrealized -5.6%
OPLN KAR AUCTION SVCS INC 2.5%
Value ($000) $25,723 Shares 724,597 Est. Cost $11.72 Unrealized +21.1%
CAR AVIS BUDGET GROUP 2.4%
Value ($000) $24,341 Shares 557,263 Est. Cost $47.84 Unrealized -13.9%
PSX PHILLIPS 66 2.3%
Value ($000) $24,080 Shares 313,381 Est. Cost $50.10 Unrealized +7.9%
TMO THERMO FISHER SCIENTIFIC INC 2.0%
Value ($000) $20,396 Shares 166,800 Est. Cost $126.31 Unrealized +0.0%
STWD STARWOOD PPTY TR INC 1.9%
Value ($000) $19,840 Shares 966,852 Est. Cost $22.22 Unrealized
RDN RADIAN GROUP INC 1.9%
Value ($000) $19,466 Shares 1,223,500 Est. Cost $13.18 Unrealized +11.9%
ENDO INTL PLC 1.9%
Value ($000) $19,204 Shares 277,200 Est. Cost $72.22 Unrealized
HCA HCA HOLDINGS INC 1.8%
Value ($000) $18,798 Shares 243,000 Est. Cost $79.79 Unrealized +3.2%
DOW CHEM CO 1.6%
Value ($000) $17,002 Shares 401,000 Est. Cost $46.64 Unrealized
DXJ WISDOMTREE TR 1.6%
Value ($000) $16,982 Shares 349,000 Est. Cost $52.02 Unrealized
AIG AMERICAN INTL GROUP INC 1.6%
Value ($000) $16,932 Shares 298,000 Est. Cost $46.50 Unrealized +1.5%
GOOGLE INC 1.6%
Value ($000) $16,853 Shares 27,700 Est. Cost $548.01 Unrealized
V VISA INC 1.6%
Value ($000) $16,844 Shares 241,800 Est. Cost $63.78 Unrealized +4.1%
ALTERA CORP 1.6%
Value ($000) $16,589 Shares 331,243 Est. Cost $50.87 Unrealized
FDX FEDEX CORP 1.6%
Value ($000) $16,414 Shares 114,000 Est. Cost $140.53 Unrealized -3.0%
BXMT BLACKSTONE MTG TR INC 1.6%
Value ($000) $16,384 Shares 597,072 Est. Cost $27.55 Unrealized
AGO ASSURED GUARANTY LTD 1.3%
Value ($000) $13,638 Shares 545,500 Est. Cost $21.79 Unrealized -3.4%
MDT MEDTRONIC PLC 1.3%
Value ($000) $13,221 Shares 197,500 Est. Cost $58.15 Unrealized -2.0%
EOG EOG RES INC 1.2%
Value ($000) $12,158 Shares 167,000 Est. Cost $63.00 Unrealized -9.3%
ELV ANTHEM INC 1.1%
Value ($000) $11,762 Shares 84,015 Est. Cost $129.85 Unrealized 0.0%
GS GOLDMAN SACHS GROUP INC 1.0%
Value ($000) $10,426 Shares 60,000 Est. Cost $152.11 Unrealized +4.5%
LNG CHENIERE ENERGY INC 1.0%
Value ($000) $10,175 Shares 210,664 Est. Cost $70.12 Unrealized -12.0%
U S G CORP 0.8%
Value ($000) $8,008 Shares 300,813 Est. Cost $27.79 Unrealized
TEEKAY CORPORATION 0.8%
Value ($000) $7,932 Shares 267,613 Est. Cost $36.28 Unrealized
SUNEDISON INC 0.7%
Value ($000) $7,288 Shares 1,015,084 Est. Cost $14.76 Unrealized
MFA FINL INC 0.6%
Value ($000) $5,925 Shares 870,000 Est. Cost $7.01 Unrealized
ANADARKO PETE CORP 0.5%
Value ($000) $5,012 Shares 83,000 Est. Cost $60.39 Unrealized
DHR DANAHER CORP DEL 0.5%
Value ($000) $4,985 Shares 58,500 Est. Cost $35.06 Unrealized +2.7%
NEM NEWMONT MINING CORP 0.5%
Value ($000) $4,821 Shares 300,000 Est. Cost $14.01 Unrealized 0.0%
PRU PRUDENTIAL FINL INC 0.4%
Value ($000) $4,573 Shares 60,000 Est. Cost $52.99 Unrealized 0.0%
QCOM QUALCOMM INC 0.4%
Value ($000) $4,164 Shares 77,500 Est. Cost $44.14 Unrealized 0.0%
VLO VALERO ENERGY CORP NEW 0.4%
Value ($000) $4,147 Shares 69,000 Est. Cost $36.56 Unrealized +15.4%
APD AIR PRODS & CHEMS INC 0.4%
Value ($000) $3,827 Shares 30,000 Est. Cost $104.89 Unrealized -6.2%
TSLA TESLA MTRS INC 0.4%
Value ($000) $3,726 Shares 15,000 Est. Cost $15.81 Unrealized +7.5%
MOS MOSAIC CO NEW 0.3%
Value ($000) $3,497 Shares 112,400 Est. Cost $35.96 Unrealized -6.7%
MBI MBIA INC 0.3%
Value ($000) $3,253 Shares 535,000 Est. Cost $2.80 Unrealized 0.0%
SPIRIT AIRLS INC 0.3%
Value ($000) $2,933 Shares 62,000 Est. Cost $62.10 Unrealized
CHIMERA INVT CORP 0.3%
Value ($000) $2,674 Shares 200,000 Est. Cost $13.37 Unrealized
HOLLYFRONTIER CORP 0.2%
Value ($000) $2,442 Shares 50,000 Est. Cost $48.84 Unrealized
KMX CARMAX INC 0.2%
Value ($000) $2,373 Shares 40,000 Est. Cost $62.65 Unrealized 0.0%
MENS WEARHOUSE INC 0.2%
Value ($000) $1,984 Shares 46,659 Est. Cost $42.52 Unrealized
GULFPORT ENERGY CORP 0.2%
Value ($000) $1,900 Shares 64,000 Est. Cost $41.07 Unrealized
RYAM RAYONIER ADVANCED MATLS INC 0.1%
Value ($000) $705 Shares 115,155 Est. Cost $10.12 Unrealized 0.0%
RESOURCE AMERICA INC 0.1%
Value ($000) $638 Shares 96,000 Est. Cost $9.10 Unrealized
TRIP TRIPADVISOR INC 0.1%
Value ($000) $630 Shares 10,000 Est. Cost $67.29 Unrealized 0.0%
SANDISK CORP 0.1%
Value ($000) $543 Shares 10,000 Est. Cost $54.30 Unrealized
STARWOOD WAYPOINT RESIDENTL 0.0%
Value ($000) $413 Shares 17,338 Est. Cost $23.82 Unrealized
DIAMOND RESORTS INTL INC 0.0%
Value ($000) $234 Shares 10,000 Est. Cost $23.40 Unrealized
HUN HUNTSMAN CORP 0.0%
Value ($000) $194 Shares 20,000 Est. Cost $17.21 Unrealized 0.0%