CYRUS CAPITAL PARTNERS, L.P. Quant / Systematic

CIK: 0001166564 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $919,576 (88.8% shares, 11.2% debt)

Holdings (14)

— VIRGIN AMER INC 44.1%

Value ($000) $405,235 Shares 10,509,208 Est. Cost $43.25 Unrealized —

DAL DELTA AIR LINES INC DEL 19.3%

Value ($000) $177,036 Shares 3,636,731 Est. Cost $34.31 Unrealized +20.6%

ALLY ALLY FINL INC 12.5%

Value ($000) $115,160 Shares 6,151,704 Est. Cost $16.75 Unrealized -21.4%

— COBALT INTL ENERGY INC 11.2%

Value ($000) $103,020 Shares 255,950,000 Est. Cost $0.54 Unrealized —

AAL AMERICAN AIRLS GROUP INC 7.4%

Value ($000) $68,302 Shares 1,665,506 Est. Cost $45.00 Unrealized -14.4%

— CM FIN INC 3.5%

Value ($000) $32,073 Shares 3,818,186 Est. Cost $11.00 Unrealized —

— SPHERE 3D CORP NEW 0.9%

Value ($000) $8,194 Shares 6,607,677 Est. Cost $3.54 Unrealized —

UAL UNITED CONTL HLDGS INC 0.5%

Value ($000) $4,789 Shares 80,000 Est. Cost $53.10 Unrealized 0.0%

— INTELSAT S A 0.4%

Value ($000) $3,933 Shares 1,560,633 Est. Cost $10.58 Unrealized —

— COBALT INTL ENERGY INC 0.1%

Value ($000) $594 Shares 200,000 Est. Cost $2.97 Unrealized —

— EXCO RESOURCES INC 0.1%

Value ($000) $513 Shares 518,766 Est. Cost $7.23 Unrealized —

— PROSHARES TR II 0.1%

Value ($000) $483 Shares 25,000 Est. Cost $19.32 Unrealized —

— CUMULUS MEDIA INC 0.0%

Value ($000) $139 Shares 300,000 Est. Cost $0.46 Unrealized —

— UNITED STATES STL CORP NEW 0.0%

Value ($000) $105 Shares 35,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	VIRGIN AMER INC	10,509,208	$405,235	44.1%	$43.25	—	COM VTG	92765X208
DAL	DELTA AIR LINES INC DEL	3,636,731	$177,036	19.3%	$34.31	+20.6%	COM NEW	247361702
ALLY	ALLY FINL INC	6,151,704	$115,160	12.5%	$16.75	-21.4%	COM	02005N100
—	COBALT INTL ENERGY INC	255,950,000	$103,020	11.2%	$0.54	—	NOTE 3.125% 5/1	19075FAB2
AAL	AMERICAN AIRLS GROUP INC	1,665,506	$68,302	7.4%	$45.00	-14.4%	COM	02376R102
—	CM FIN INC	3,818,186	$32,073	3.5%	$11.00	—	COM	12574Q103
—	SPHERE 3D CORP NEW	6,607,677	$8,194	0.9%	$3.54	—	COM	84841L100
UAL	UNITED CONTL HLDGS INC	80,000	$4,789	0.5%	$53.10	0.0%	COM	910047109
—	INTELSAT S A	1,560,633	$3,933	0.4%	$10.58	—	COM	L5140P101
—	COBALT INTL ENERGY INC	200,000	$594	0.1%	$2.97	—	COM	19075F106
—	EXCO RESOURCES INC	518,766	$513	0.1%	$7.23	—	COM	269279402
—	PROSHARES TR II	25,000	$483	0.1%	$19.32	—	ULT VIX SHRT	74347W312
—	CUMULUS MEDIA INC	300,000	$139	0.0%	$0.46	—	CL A	231082108
—	UNITED STATES STL CORP NEW	35,000	$105	0.0%	—	—	Put	912909108