Silver Point Capital L.P. Quant / Systematic

Location: Greenwich, CT

CIK: 0001332784 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value: $881M (100.0% shares, 0.0% debt)

Holdings (18)

CPS COOPER STD HLDGS INC 29.2%

Value $258M Shares 3,585,562 Share Price $71.84 Est. Cost/Share $50.83 Unrealized @ Report Date +39.6%

AIG AMERICAN INTL GROUP INC 11.4%

Value $101M Shares 1,865,000 Share Price $54.05 * Est. Cost/Share $34.24 Unrealized @ Report Date +23.0%

NPO ENPRO INDS INC 9.6%

Value $84.52M Shares 1,465,400 Share Price $57.68 * Est. Cost/Share $65.44 Unrealized @ Report Date -26.3%

DE DEERE & CO 8.7%

Value $76.99M Shares 1,000,000 Share Price $76.99 Est. Cost/Share — Unrealized @ Report Date —

HYG ISHARES TR 8.6%

Value $75.56M Shares 925,000 Share Price $81.69 Est. Cost/Share $81.69 Unrealized @ Report Date —

BLD TOPBUILD CORP 7.1%

Value $62.1M Shares 2,088,000 Share Price $29.74 * Est. Cost/Share $30.95 Unrealized @ Report Date -12.6%

— AMERICAN INTL GROUP INC 4.7%

Value $41.56M Shares 2,238,172 Share Price $18.57 Est. Cost/Share $21.57 Unrealized @ Report Date —

— TRAVELPORT WORLDWIDE LTD 4.6%

Value $40.77M Shares 2,985,000 Share Price $13.66 Est. Cost/Share $14.73 Unrealized @ Report Date —

— NORTEK INC 4.3%

Value $37.69M Shares 780,505 Share Price $48.29 Est. Cost/Share $81.78 Unrealized @ Report Date —

— DYNEGY INC NEW DEL 4.2%

Value $37.21M Shares 2,589,600 Share Price $14.37 Est. Cost/Share $22.44 Unrealized @ Report Date —

— CAESARS ENTMT CORP 2.7%

Value $23.64M Shares 3,477,000 Share Price $6.80 Est. Cost/Share $7.03 Unrealized @ Report Date —

ALLY ALLY FINL INC 2.5%

Value $22M Shares 1,175,000 Share Price $18.72 * Est. Cost/Share $13.16 Unrealized @ Report Date 0.0%

— IRSA INVERSIONES Y REP S A 0.6%

Value $5.012M Shares 335,000 Share Price $14.96 Est. Cost/Share $15.37 Unrealized @ Report Date —

— CAESARS ACQUISITION CO 0.6%

Value $4.988M Shares 815,000 Share Price $6.12 Est. Cost/Share $6.21 Unrealized @ Report Date —

— LEE ENTERPRISES INC 0.5%

Value $4.771M Shares 2,650,658 Share Price $1.80 Est. Cost/Share $4.46 Unrealized @ Report Date —

— VALEANT PHARMACEUTICALS INTL 0.5%

Value $4.34M Shares 165,000 Share Price $26.30 Est. Cost/Share $26.30 Unrealized @ Report Date —

— OVERSEAS SHIPHOLDING GROUP I 0.1%

Value $940K Shares 500,000 Share Price $1.88 Est. Cost/Share $2.83 Unrealized @ Report Date —

— GENCO SHIPPING & TRADING LTD 0.0%

Value $252K Shares 393,000 Share Price $0.64 Est. Cost/Share $3.91 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
CPS	COOPER STD HLDGS INC	3,585,562	$258M	29.2%	$71.84	$50.83	+39.6%	COM	21676P103
AIG	AMERICAN INTL GROUP INC	1,865,000	$101M	11.4%	$54.05 *	$34.24	+23.0%	COM NEW	026874784
NPO	ENPRO INDS INC	1,465,400	$84.52M	9.6%	$57.68 *	$65.44	-26.3%	COM	29355X107
DE	DEERE & CO	1,000,000	$76.99M	8.7%	$76.99	—	—	Put	244199105
HYG	ISHARES TR	925,000	$75.56M	8.6%	$81.69	$81.69	—	IBOXX HI YD ETF	464288513
BLD	TOPBUILD CORP	2,088,000	$62.1M	7.1%	$29.74 *	$30.95	-12.6%	COM	89055F103
—	AMERICAN INTL GROUP INC	2,238,172	$41.56M	4.7%	$18.57	$21.57	—	W EXP 01/19/202	026874156
—	TRAVELPORT WORLDWIDE LTD	2,985,000	$40.77M	4.6%	$13.66	$14.73	—	SHS	G9019D104
—	NORTEK INC	780,505	$37.69M	4.3%	$48.29	$81.78	—	COM NEW	656559309
—	DYNEGY INC NEW DEL	2,589,600	$37.21M	4.2%	$14.37	$22.44	—	COM	26817R108
—	CAESARS ENTMT CORP	3,477,000	$23.64M	2.7%	$6.80	$7.03	—	COM	127686103
ALLY	ALLY FINL INC	1,175,000	$22M	2.5%	$18.72 *	$13.16	0.0%	COM	02005N100
—	IRSA INVERSIONES Y REP S A	335,000	$5.012M	0.6%	$14.96	$15.37	—	GLOBL DEP RCPT	450047204
—	CAESARS ACQUISITION CO	815,000	$4.988M	0.6%	$6.12	$6.21	—	CL A	12768T103
—	LEE ENTERPRISES INC	2,650,658	$4.771M	0.5%	$1.80	$4.46	—	COM	523768109
—	VALEANT PHARMACEUTICALS INTL	165,000	$4.34M	0.5%	$26.30	$26.30	—	COM	91911K102
—	OVERSEAS SHIPHOLDING GROUP I	500,000	$940K	0.1%	$1.88	$2.83	—	COM CL A	69036R301
—	GENCO SHIPPING & TRADING LTD	393,000	$252K	0.0%	$0.64	$3.91	—	SHS NEW	Y2685T115