COBALT CAPITAL MANAGEMENT, INC. Quant / Systematic

CIK: 0001086762 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $752,121 (100.0% shares, 0.0% debt)

Holdings (50)

GLD SPDR GOLD TRUST 11.1%
Value ($000) $83,217 Shares 658,000 Est. Cost $119.25 Unrealized
GOOG ALPHABET INC 5.7%
Value ($000) $43,118 Shares 62,300 Est. Cost $35.60 Unrealized +0.1%
PPG PPG INDS INC 5.6%
Value ($000) $42,297 Shares 406,116 Est. Cost $87.34 Unrealized +4.8%
ELV ANTHEM INC 5.5%
Value ($000) $41,720 Shares 317,652 Est. Cost $121.60 Unrealized -1.4%
DAL DELTA AIR LINES INC DEL 5.5%
Value ($000) $41,629 Shares 1,142,723 Est. Cost $29.19 Unrealized +29.4%
GS GOLDMAN SACHS GROUP INC 5.3%
Value ($000) $39,711 Shares 267,273 Est. Cost $131.03 Unrealized -2.4%
AER AERCAP HOLDINGS NV 4.8%
Value ($000) $36,295 Shares 1,080,531 Est. Cost $37.55 Unrealized +0.6%
COLONY CAP INC 3.8%
Value ($000) $28,242 Shares 1,839,844 Est. Cost $23.10 Unrealized
BSX BOSTON SCIENTIFIC CORP 3.4%
Value ($000) $25,240 Shares 1,080,000 Est. Cost $16.24 Unrealized +33.2%
MEMORIAL RESOURCE DEV CORP 3.1%
Value ($000) $23,647 Shares 1,489,093 Est. Cost $15.88 Unrealized
STWD STARWOOD PPTY TR INC 3.1%
Value ($000) $23,038 Shares 1,111,852 Est. Cost $21.93 Unrealized
CALPINE CORP 2.9%
Value ($000) $22,018 Shares 1,492,758 Est. Cost $14.64 Unrealized
ABG ASBURY AUTOMOTIVE GROUP INC 2.9%
Value ($000) $21,526 Shares 408,152 Est. Cost $54.75 Unrealized +2.5%
NEWFIELD EXPL CO 2.9%
Value ($000) $21,467 Shares 485,900 Est. Cost $44.18 Unrealized
PARSLEY ENERGY INC 2.1%
Value ($000) $15,687 Shares 579,700 Est. Cost $27.06 Unrealized
CONCHO RES INC 2.0%
Value ($000) $15,052 Shares 126,200 Est. Cost $119.27 Unrealized
GULFPORT ENERGY CORP 1.9%
Value ($000) $14,383 Shares 460,101 Est. Cost $30.81 Unrealized
AR ANTERO RES CORP 1.9%
Value ($000) $14,058 Shares 541,100 Est. Cost $27.26 Unrealized 0.0%
E TRADE FINANCIAL CORP 1.8%
Value ($000) $13,675 Shares 582,165 Est. Cost $22.81 Unrealized
AGO ASSURED GUARANTY LTD 1.8%
Value ($000) $13,221 Shares 521,124 Est. Cost $21.89 Unrealized -0.1%
SILVER RUN ACQUISITION CORP 1.6%
Value ($000) $12,131 Shares 1,215,500 Est. Cost $10.35 Unrealized
DIAMOND RESORTS INTL INC 1.6%
Value ($000) $11,725 Shares 391,347 Est. Cost $25.29 Unrealized
LINKEDIN CORP 1.4%
Value ($000) $10,882 Shares 57,500 Est. Cost $189.25 Unrealized
DYNEGY INC NEW DEL 1.4%
Value ($000) $10,421 Shares 604,443 Est. Cost $14.37 Unrealized
PDC ENERGY INC 1.4%
Value ($000) $10,294 Shares 178,691 Est. Cost $59.45 Unrealized
MFA FINL INC 1.2%
Value ($000) $9,080 Shares 1,249,000 Est. Cost $6.92 Unrealized
MTG MGIC INVT CORP WIS 1.0%
Value ($000) $7,894 Shares 1,326,788 Est. Cost $9.15 Unrealized -25.6%
NORTHSTAR ASSET MGMT GROUP I 1.0%
Value ($000) $7,771 Shares 761,160 Est. Cost $10.21 Unrealized
HCA HCA HOLDINGS INC 1.0%
Value ($000) $7,408 Shares 96,200 Est. Cost $73.38 Unrealized 0.0%
PBF PBF ENERGY INC 1.0%
Value ($000) $7,405 Shares 311,399 Est. Cost $31.97 Unrealized -10.1%
TERRAFORM PWR INC 1.0%
Value ($000) $7,306 Shares 670,251 Est. Cost $10.90 Unrealized
PTEN PATTERSON UTI ENERGY INC 0.9%
Value ($000) $6,567 Shares 308,000 Est. Cost $18.84 Unrealized 0.0%
COMPUTER SCIENCES CORP 0.9%
Value ($000) $6,455 Shares 130,000 Est. Cost $49.65 Unrealized
ENVISION HEALTHCARE HLDGS IN 0.8%
Value ($000) $6,182 Shares 243,665 Est. Cost $25.37 Unrealized
TRAVELPORT WORLDWIDE LTD 0.7%
Value ($000) $5,619 Shares 435,925 Est. Cost $13.10 Unrealized
TEEKAY OFFSHORE PARTNERS L P 0.6%
Value ($000) $4,806 Shares 807,803 Est. Cost $5.99 Unrealized
TESORO CORP 0.6%
Value ($000) $4,308 Shares 57,500 Est. Cost $74.92 Unrealized
MGA MAGNA INTL INC 0.5%
Value ($000) $4,078 Shares 116,295 Est. Cost $29.71 Unrealized +1.9%
UAL UNITED CONTL HLDGS INC 0.5%
Value ($000) $3,796 Shares 92,500 Est. Cost $53.10 Unrealized -10.9%
AL AIR LEASE CORP 0.5%
Value ($000) $3,727 Shares 139,167 Est. Cost $25.57 Unrealized 0.0%
NAVISTAR INTL CORP NEW 0.4%
Value ($000) $3,378 Shares 5,000,000 Est. Cost $0.68 Unrealized
EQT EQT CORP 0.4%
Value ($000) $3,097 Shares 40,000 Est. Cost $35.80 Unrealized 0.0%
CF CF INDS HLDGS INC 0.4%
Value ($000) $3,037 Shares 126,000 Est. Cost $29.23 Unrealized -22.4%
LEN LENNAR CORP 0.4%
Value ($000) $2,904 Shares 63,000 Est. Cost $39.87 Unrealized 0.0%
BXMT BLACKSTONE MTG TR INC 0.4%
Value ($000) $2,874 Shares 103,871 Est. Cost $27.48 Unrealized
ALLERGAN PLC 0.4%
Value ($000) $2,866 Shares 12,400 Est. Cost $300.51 Unrealized
NORTHSTAR RLTY FIN CORP 0.4%
Value ($000) $2,750 Shares 240,553 Est. Cost $11.43 Unrealized
RDN RADIAN GROUP INC 0.3%
Value ($000) $2,065 Shares 198,182 Est. Cost $9.73 Unrealized 0.0%
POTASH CORP SASK INC 0.2%
Value ($000) $1,624 Shares 100,000 Est. Cost $16.24 Unrealized
TRAVELCENTERS AMER LLC 0.1%
Value ($000) $430 Shares 52,666 Est. Cost $8.16 Unrealized