Silver Point Capital L.P. Quant / Systematic

Location: Greenwich, CT

CIK: 0001332784 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value: $798M (100.0% shares, 0.0% debt)

Holdings (18)

CPS COOPER STD HLDGS INC 45.8%

Value $365M Shares 4,710,452 Share Price $77.59 * Est. Cost/Share $50.83 Unrealized @ Report Date +39.0%

AIG AMERICAN INTL GROUP INC 11.9%

Value $94.69M Shares 1,528,000 Share Price $61.97 * Est. Cost/Share $32.51 Unrealized @ Report Date +45.6%

NPO ENPRO INDS INC 8.3%

Value $65.98M Shares 1,505,000 Share Price $43.84 * Est. Cost/Share $65.44 Unrealized @ Report Date -28.2%

BLD TOPBUILD CORP 8.0%

Value $63.99M Shares 2,079,500 Share Price $30.77 * Est. Cost/Share $30.95 Unrealized @ Report Date -3.1%

— AMERICAN INTL GROUP INC 6.1%

Value $48.41M Shares 2,037,347 Share Price $23.76 Est. Cost/Share $21.86 Unrealized @ Report Date —

— TRAVELPORT WORLDWIDE LTD 5.4%

Value $43.05M Shares 3,337,214 Share Price $12.90 Est. Cost/Share $14.73 Unrealized @ Report Date —

— DYNEGY INC NEW DEL 4.4%

Value $34.99M Shares 2,611,600 Share Price $13.40 Est. Cost/Share $22.44 Unrealized @ Report Date —

— NORTEK INC 4.3%

Value $34.05M Shares 780,505 Share Price $43.62 Est. Cost/Share $81.78 Unrealized @ Report Date —

— CAESARS ENTMT CORP 2.5%

Value $19.8M Shares 2,510,000 Share Price $7.89 Est. Cost/Share $7.12 Unrealized @ Report Date —

— TALEN ENERGY CORP 1.1%

Value $8.939M Shares 1,434,800 Share Price $6.23 Est. Cost/Share $17.16 Unrealized @ Report Date —

— OVERSEAS SHIPHOLDING GROUP I 0.8%

Value $6.226M Shares 2,200,000 Share Price $2.83 Est. Cost/Share $2.83 Unrealized @ Report Date —

— LEE ENTERPRISES INC 0.6%

Value $4.453M Shares 2,650,658 Share Price $1.68 Est. Cost/Share $4.46 Unrealized @ Report Date —

— IRSA INVERSIONES Y REP S A 0.5%

Value $4.121M Shares 335,000 Share Price $12.30 Est. Cost/Share $15.37 Unrealized @ Report Date —

— DEERE & CO 0.1%

Value $980K Shares 10,000 Share Price $98.00 Est. Cost/Share — Unrealized @ Report Date —

— SPDR S&P 500 ETF TR 0.1%

Value $760K Shares 190,000 Share Price $4.00 Est. Cost/Share — Unrealized @ Report Date —

— GENCO SHIPPING & TRADING LTD 0.1%

Value $757K Shares 508,000 Share Price $1.49 Est. Cost/Share $3.91 Unrealized @ Report Date —

— ISHARES TR 0.1%

Value $670K Shares 3,700 Share Price $181.08 Est. Cost/Share — Unrealized @ Report Date —

— CAESARS ACQUISITION CO 0.1%

Value $513K Shares 75,300 Share Price $6.81 Est. Cost/Share $7.10 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
CPS	COOPER STD HLDGS INC	4,710,452	$365M	45.8%	$77.59 *	$50.83	+39.0%	COM	21676P103
AIG	AMERICAN INTL GROUP INC	1,528,000	$94.69M	11.9%	$61.97 *	$32.51	+45.6%	COM NEW	026874784
NPO	ENPRO INDS INC	1,505,000	$65.98M	8.3%	$43.84 *	$65.44	-28.2%	COM	29355X107
BLD	TOPBUILD CORP	2,079,500	$63.99M	8.0%	$30.77 *	$30.95	-3.1%	COM	89055F103
—	AMERICAN INTL GROUP INC	2,037,347	$48.41M	6.1%	$23.76	$21.86	—	W EXP 01/19/202	026874156
—	TRAVELPORT WORLDWIDE LTD	3,337,214	$43.05M	5.4%	$12.90	$14.73	—	SHS	G9019D104
—	DYNEGY INC NEW DEL	2,611,600	$34.99M	4.4%	$13.40	$22.44	—	COM	26817R108
—	NORTEK INC	780,505	$34.05M	4.3%	$43.62	$81.78	—	COM NEW	656559309
—	CAESARS ENTMT CORP	2,510,000	$19.8M	2.5%	$7.89	$7.12	—	COM	127686103
—	TALEN ENERGY CORP	1,434,800	$8.939M	1.1%	$6.23	$17.16	—	COM	87422J105
—	OVERSEAS SHIPHOLDING GROUP I	2,200,000	$6.226M	0.8%	$2.83	$2.83	—	COM CL A	69036R301
—	LEE ENTERPRISES INC	2,650,658	$4.453M	0.6%	$1.68	$4.46	—	COM	523768109
—	IRSA INVERSIONES Y REP S A	335,000	$4.121M	0.5%	$12.30	$15.37	—	GLOBL DEP RCPT	450047204
—	DEERE & CO	10,000	$980K	0.1%	$98.00	—	—	Put	244199955
—	SPDR S&P 500 ETF TR	190,000	$760K	0.1%	$4.00	—	—	Call	78462F903
—	GENCO SHIPPING & TRADING LTD	508,000	$757K	0.1%	$1.49	$3.91	—	SHS NEW	Y2685T115
—	ISHARES TR	3,700	$670K	0.1%	$181.08	—	—	Put	464287955
—	CAESARS ACQUISITION CO	75,300	$513K	0.1%	$6.81	$7.10	—	CL A	12768T103