CYRUS CAPITAL PARTNERS, L.P. Quant / Systematic

CIK: 0001166564 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $1,058,414 (89.9% shares, 10.1% debt)

Holdings (17)

— VIRGIN AMER INC 55.8%

Value ($000) $590,723 Shares 10,509,208 Est. Cost $43.25 Unrealized —

ALLY ALLY FINL INC 11.5%

Value ($000) $122,080 Shares 7,151,704 Est. Cost $16.26 Unrealized -18.8%

AAL AMERICAN AIRLS GROUP INC 10.3%

Value ($000) $108,594 Shares 3,835,890 Est. Cost $37.89 Unrealized -14.4%

— COBALT INTL ENERGY INC 8.8%

Value ($000) $93,374 Shares 282,950,000 Est. Cost $0.52 Unrealized —

DAL DELTA AIR LINES INC DEL 7.0%

Value ($000) $73,723 Shares 2,023,679 Est. Cost $34.31 Unrealized +10.1%

— CM FIN INC 3.2%

Value ($000) $33,905 Shares 3,818,186 Est. Cost $11.00 Unrealized —

— CHESAPEAKE ENERGY CORP 1.0%

Value ($000) $10,230 Shares 11,000,000 Est. Cost $0.93 Unrealized —

— SPHERE 3D CORP NEW 0.6%

Value ($000) $6,174 Shares 7,717,389 Est. Cost $3.15 Unrealized —

— INTELSAT S A 0.4%

Value ($000) $4,026 Shares 1,560,633 Est. Cost $10.58 Unrealized —

— OVERSEAS SHIPHOLDING GROUP I 0.3%

Value ($000) $3,558 Shares 323,705 Est. Cost $10.99 Unrealized —

SRG SERITAGE GROWTH PPTYS 0.3%

Value ($000) $3,489 Shares 70,000 Est. Cost $46.75 Unrealized 0.0%

UAL UNITED CONTL HLDGS INC 0.3%

Value ($000) $3,283 Shares 80,000 Est. Cost $53.10 Unrealized -10.9%

— COBALT INTL ENERGY INC 0.3%

Value ($000) $3,164 Shares 8,436,000 Est. Cost $0.38 Unrealized —

TBT PROSHARES TR 0.1%

Value ($000) $792 Shares 25,000 Est. Cost $31.68 Unrealized —

— EXCO RESOURCES INC 0.1%

Value ($000) $674 Shares 518,766 Est. Cost $7.23 Unrealized —

— PROSHARES TR II 0.0%

Value ($000) $377 Shares 40,000 Est. Cost $15.61 Unrealized —

— CUMULUS MEDIA INC 0.0%

Value ($000) $248 Shares 800,000 Est. Cost $0.37 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	VIRGIN AMER INC	10,509,208	$590,723	55.8%	$43.25	—	COM VTG	92765X208
ALLY	ALLY FINL INC	7,151,704	$122,080	11.5%	$16.26	-18.8%	COM	02005N100
AAL	AMERICAN AIRLS GROUP INC	3,835,890	$108,594	10.3%	$37.89	-14.4%	COM	02376R102
—	COBALT INTL ENERGY INC	282,950,000	$93,374	8.8%	$0.52	—	NOTE 3.125% 5/1	19075FAB2
DAL	DELTA AIR LINES INC DEL	2,023,679	$73,723	7.0%	$34.31	+10.1%	COM NEW	247361702
—	CM FIN INC	3,818,186	$33,905	3.2%	$11.00	—	COM	12574Q103
—	CHESAPEAKE ENERGY CORP	11,000,000	$10,230	1.0%	$0.93	—	NOTE 2.500% 5/1	165167BZ9
—	SPHERE 3D CORP NEW	7,717,389	$6,174	0.6%	$3.15	—	COM	84841L100
—	INTELSAT S A	1,560,633	$4,026	0.4%	$10.58	—	COM	L5140P101
—	OVERSEAS SHIPHOLDING GROUP I	323,705	$3,558	0.3%	$10.99	—	CL A NEW	69036R863
SRG	SERITAGE GROWTH PPTYS	70,000	$3,489	0.3%	$46.75	0.0%	CL A	81752R100
UAL	UNITED CONTL HLDGS INC	80,000	$3,283	0.3%	$53.10	-10.9%	COM	910047109
—	COBALT INTL ENERGY INC	8,436,000	$3,164	0.3%	$0.38	—	NOTE 2.625%12/0	19075FAA4
TBT	PROSHARES TR	25,000	$792	0.1%	$31.68	—	PSHS ULTSH 20YRS	74347B201
—	EXCO RESOURCES INC	518,766	$674	0.1%	$7.23	—	COM	269279402
—	PROSHARES TR II	40,000	$377	0.0%	$15.61	—	ULT VIX SHRT	74347W312
—	CUMULUS MEDIA INC	800,000	$248	0.0%	$0.37	—	CL A	231082108