CYRUS CAPITAL PARTNERS, L.P. Quant / Systematic

CIK: 0001166564 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Dec 2, 2016

Total Value ($000): $1,174,696 (88.9% shares, 11.1% debt)

Holdings (21)

— VIRGIN AMER INC 47.9%

Value ($000) $562,348 Shares 10,509,208 Est. Cost $43.25 Unrealized —

AAL AMERICAN AIRLS GROUP INC 12.0%

Value ($000) $140,432 Shares 3,835,890 Est. Cost $37.89 Unrealized -10.2%

ALLY ALLY FINL INC 11.9%

Value ($000) $139,244 Shares 7,151,704 Est. Cost $16.26 Unrealized -12.4%

— COBALT INTL ENERGY INC 9.2%

Value ($000) $107,521 Shares 282,950,000 Est. Cost $0.52 Unrealized —

DAL DELTA AIR LINES INC DEL 8.6%

Value ($000) $101,576 Shares 2,580,679 Est. Cost $34.19 Unrealized -1.2%

UAL UNITED CONTL HLDGS INC 3.7%

Value ($000) $43,216 Shares 823,635 Est. Cost $48.59 Unrealized -1.0%

— CM FIN INC 3.0%

Value ($000) $34,745 Shares 3,818,186 Est. Cost $11.00 Unrealized —

— HORNBECK OFFSHORE SVCS INC N 0.6%

Value ($000) $7,425 Shares 13,026,000 Est. Cost $0.57 Unrealized —

— CHESAPEAKE ENERGY CORP 0.6%

Value ($000) $6,540 Shares 6,598,000 Est. Cost $0.93 Unrealized —

— HORNBECK OFFSHORE SVCS INC N 0.4%

Value ($000) $5,164 Shares 938,819 Est. Cost $5.50 Unrealized —

— CHENIERE ENERGY INC 0.4%

Value ($000) $4,758 Shares 7,500,000 Est. Cost $0.63 Unrealized —

— INTELSAT S A 0.4%

Value ($000) $4,395 Shares 1,621,812 Est. Cost $10.28 Unrealized —

— COBALT INTL ENERGY INC 0.4%

Value ($000) $4,292 Shares 8,436,000 Est. Cost $0.38 Unrealized —

PARR PAR PACIFIC HOLDINGS INC 0.3%

Value ($000) $3,958 Shares 302,582 Est. Cost $13.96 Unrealized 0.0%

— SPHERE 3D CORP NEW 0.3%

Value ($000) $3,636 Shares 7,717,389 Est. Cost $3.15 Unrealized —

— OVERSEAS SHIPHOLDING GROUP I 0.3%

Value ($000) $3,422 Shares 323,705 Est. Cost $10.99 Unrealized —

LMT LOCKHEED MARTIN CORP 0.1%

Value ($000) $1,199 Shares 5,000 Est. Cost $194.84 Unrealized 0.0%

— PLATFORM SPECIALTY PRODS COR 0.0%

Value ($000) $406 Shares 50,000 Est. Cost $8.12 Unrealized —

— SUPERVALU INC 0.0%

Value ($000) $250 Shares 50,000 Est. Cost $5.00 Unrealized —

— CUMULUS MEDIA INC 0.0%

Value ($000) $132 Shares 400,000 Est. Cost $0.37 Unrealized —

SPY SPDR S&P 500 ETF TR 0.0%

Value ($000) $37 Shares 100,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	VIRGIN AMER INC	10,509,208	$562,348	47.9%	$43.25	—	COM VTG	92765X208
AAL	AMERICAN AIRLS GROUP INC	3,835,890	$140,432	12.0%	$37.89	-10.2%	COM	02376R102
ALLY	ALLY FINL INC	7,151,704	$139,244	11.9%	$16.26	-12.4%	COM	02005N100
—	COBALT INTL ENERGY INC	282,950,000	$107,521	9.2%	$0.52	—	NOTE 3.125% 5/1	19075FAB2
DAL	DELTA AIR LINES INC DEL	2,580,679	$101,576	8.6%	$34.19	-1.2%	COM NEW	247361702
UAL	UNITED CONTL HLDGS INC	823,635	$43,216	3.7%	$48.59	-1.0%	COM	910047109
—	CM FIN INC	3,818,186	$34,745	3.0%	$11.00	—	COM	12574Q103
—	HORNBECK OFFSHORE SVCS INC N	13,026,000	$7,425	0.6%	$0.57	—	NOTE 1.500% 9/0	440543AN6
—	CHESAPEAKE ENERGY CORP	6,598,000	$6,540	0.6%	$0.93	—	NOTE 2.500% 5/1	165167BZ9
—	HORNBECK OFFSHORE SVCS INC N	938,819	$5,164	0.4%	$5.50	—	COM	440543106
—	CHENIERE ENERGY INC	7,500,000	$4,758	0.4%	$0.63	—	NOTE 4.250% 3/1	16411RAG4
—	INTELSAT S A	1,621,812	$4,395	0.4%	$10.28	—	COM	L5140P101
—	COBALT INTL ENERGY INC	8,436,000	$4,292	0.4%	$0.38	—	NOTE 2.625%12/0	19075FAA4
PARR	PAR PACIFIC HOLDINGS INC	302,582	$3,958	0.3%	$13.96	0.0%	COM NEW	69888T207
—	SPHERE 3D CORP NEW	7,717,389	$3,636	0.3%	$3.15	—	COM	84841L100
—	OVERSEAS SHIPHOLDING GROUP I	323,705	$3,422	0.3%	$10.99	—	CL A NEW	69036R863
LMT	LOCKHEED MARTIN CORP	5,000	$1,199	0.1%	$194.84	0.0%	COM	539830109
—	PLATFORM SPECIALTY PRODS COR	50,000	$406	0.0%	$8.12	—	COM	72766Q105
—	SUPERVALU INC	50,000	$250	0.0%	$5.00	—	COM	868536103
—	CUMULUS MEDIA INC	400,000	$132	0.0%	$0.37	—	CL A	231082108
SPY	SPDR S&P 500 ETF TR	100,000	$37	0.0%	—	—	Put	78462F103