CYRUS CAPITAL PARTNERS, L.P. Quant / Systematic

CIK: 0001166564 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $1,031,936 (90.5% shares, 9.5% debt)

Holdings (19)

AAL AMERICAN AIRLS GROUP INC 17.4%

Value ($000) $179,098 Shares 3,835,890 Est. Cost $37.89 Unrealized +11.0%

ALLY ALLY FINL INC 17.0%

Value ($000) $175,016 Shares 9,201,704 Est. Cost $15.93 Unrealized -7.0%

DAL DELTA AIR LINES INC DEL 15.1%

Value ($000) $155,720 Shares 3,165,679 Est. Cost $35.43 Unrealized +15.5%

— TIME WARNER INC 13.3%

Value ($000) $137,671 Shares 1,426,200 Est. Cost $96.53 Unrealized —

UAL UNITED CONTL HLDGS INC 11.9%

Value ($000) $123,068 Shares 1,688,635 Est. Cost $56.34 Unrealized +13.1%

— COBALT INTL ENERGY INC 7.7%

Value ($000) $79,226 Shares 282,950,000 Est. Cost $0.52 Unrealized —

INSW INTERNATIONAL SEAWAYS INC 5.4%

Value ($000) $56,210 Shares 4,003,576 Est. Cost $8.64 Unrealized 0.0%

— CM FIN INC 3.4%

Value ($000) $35,509 Shares 3,818,186 Est. Cost $11.00 Unrealized —

— CALIFORNIA RES CORP 3.1%

Value ($000) $32,333 Shares 1,518,700 Est. Cost $21.29 Unrealized —

— HORNBECK OFFSHORE SVCS INC N 1.7%

Value ($000) $17,721 Shares 2,454,419 Est. Cost $6.56 Unrealized —

CYH COMMUNITY HEALTH SYS INC NEW 1.1%

Value ($000) $11,599 Shares 2,075,000 Est. Cost $6.94 Unrealized 0.0%

— HORNBECK OFFSHORE SVCS INC N 0.9%

Value ($000) $9,240 Shares 13,026,000 Est. Cost $0.57 Unrealized —

— CHESAPEAKE ENERGY CORP 0.6%

Value ($000) $6,591 Shares 6,598,000 Est. Cost $0.93 Unrealized —

— INTELSAT S A 0.4%

Value ($000) $4,167 Shares 1,560,633 Est. Cost $10.28 Unrealized —

— COBALT INTL ENERGY INC 0.3%

Value ($000) $3,311 Shares 8,436,000 Est. Cost $0.38 Unrealized —

— SPHERE 3D CORP NEW 0.3%

Value ($000) $3,247 Shares 10,822,526 Est. Cost $2.33 Unrealized —

— OVERSEAS SHIPHOLDING GROUP I 0.1%

Value ($000) $1,240 Shares 323,705 Est. Cost $10.99 Unrealized —

THC TENET HEALTHCARE CORP 0.1%

Value ($000) $742 Shares 50,000 Est. Cost $17.94 Unrealized 0.0%

SPY SPDR S&P 500 ETF TR 0.0%

Value ($000) $227 Shares 100,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AAL	AMERICAN AIRLS GROUP INC	3,835,890	$179,098	17.4%	$37.89	+11.0%	COM	02376R102
ALLY	ALLY FINL INC	9,201,704	$175,016	17.0%	$15.93	-7.0%	COM	02005N100
DAL	DELTA AIR LINES INC DEL	3,165,679	$155,720	15.1%	$35.43	+15.5%	COM NEW	247361702
—	TIME WARNER INC	1,426,200	$137,671	13.3%	$96.53	—	COM NEW	887317303
UAL	UNITED CONTL HLDGS INC	1,688,635	$123,068	11.9%	$56.34	+13.1%	COM	910047109
—	COBALT INTL ENERGY INC	282,950,000	$79,226	7.7%	$0.52	—	NOTE 3.125% 5/1	19075FAB2
INSW	INTERNATIONAL SEAWAYS INC	4,003,576	$56,210	5.4%	$8.64	0.0%	COM	Y41053102
—	CM FIN INC	3,818,186	$35,509	3.4%	$11.00	—	COM	12574Q103
—	CALIFORNIA RES CORP	1,518,700	$32,333	3.1%	$21.29	—	COM NEW	13057Q206
—	HORNBECK OFFSHORE SVCS INC N	2,454,419	$17,721	1.7%	$6.56	—	COM	440543106
CYH	COMMUNITY HEALTH SYS INC NEW	2,075,000	$11,599	1.1%	$6.94	0.0%	COM	203668108
—	HORNBECK OFFSHORE SVCS INC N	13,026,000	$9,240	0.9%	$0.57	—	NOTE 1.500% 9/0	440543AN6
—	CHESAPEAKE ENERGY CORP	6,598,000	$6,591	0.6%	$0.93	—	NOTE 2.500% 5/1	165167BZ9
—	INTELSAT S A	1,560,633	$4,167	0.4%	$10.28	—	COM	L5140P101
—	COBALT INTL ENERGY INC	8,436,000	$3,311	0.3%	$0.38	—	NOTE 2.625%12/0	19075FAA4
—	SPHERE 3D CORP NEW	10,822,526	$3,247	0.3%	$2.33	—	COM	84841L100
—	OVERSEAS SHIPHOLDING GROUP I	323,705	$1,240	0.1%	$10.99	—	CL A NEW	69036R863
THC	TENET HEALTHCARE CORP	50,000	$742	0.1%	$17.94	0.0%	COM NEW	88033G407
SPY	SPDR S&P 500 ETF TR	100,000	$227	0.0%	—	—	Put	78462F103