Silver Point Capital L.P. Quant / Systematic

CIK: 0001332784 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $880,749 (100.0% shares, 0.0% debt)

Holdings (18)

CPS COOPER STD HLDGS INC 29.2%

Value ($000) $257,587 Shares 3,585,562 Est. Cost $50.83 Unrealized +39.6%

AIG AMERICAN INTL GROUP INC 11.4%

Value ($000) $100,803 Shares 1,865,000 Est. Cost $34.24 Unrealized +23.0%

NPO ENPRO INDS INC 9.6%

Value ($000) $84,524 Shares 1,465,400 Est. Cost $65.44 Unrealized -26.3%

DE DEERE & CO 8.7%

Value ($000) $76,990 Shares 1,000,000 Est. Cost — Unrealized —

HYG ISHARES TR 8.6%

Value ($000) $75,563 Shares 925,000 Est. Cost $81.69 Unrealized —

BLD TOPBUILD CORP 7.1%

Value ($000) $62,097 Shares 2,088,000 Est. Cost $30.95 Unrealized -12.6%

— AMERICAN INTL GROUP INC 4.7%

Value ($000) $41,563 Shares 2,238,172 Est. Cost $21.57 Unrealized —

— TRAVELPORT WORLDWIDE LTD 4.6%

Value ($000) $40,775 Shares 2,985,000 Est. Cost $14.73 Unrealized —

— NORTEK INC 4.3%

Value ($000) $37,691 Shares 780,505 Est. Cost $81.78 Unrealized —

— DYNEGY INC NEW DEL 4.2%

Value ($000) $37,213 Shares 2,589,600 Est. Cost $22.44 Unrealized —

— CAESARS ENTMT CORP 2.7%

Value ($000) $23,644 Shares 3,477,000 Est. Cost $7.03 Unrealized —

ALLY ALLY FINL INC 2.5%

Value ($000) $21,996 Shares 1,175,000 Est. Cost $13.16 Unrealized 0.0%

— IRSA INVERSIONES Y REP S A 0.6%

Value ($000) $5,012 Shares 335,000 Est. Cost $15.37 Unrealized —

— CAESARS ACQUISITION CO 0.6%

Value ($000) $4,988 Shares 815,000 Est. Cost $6.21 Unrealized —

— LEE ENTERPRISES INC 0.5%

Value ($000) $4,771 Shares 2,650,658 Est. Cost $4.46 Unrealized —

— VALEANT PHARMACEUTICALS INTL 0.5%

Value ($000) $4,340 Shares 165,000 Est. Cost $26.30 Unrealized —

— OVERSEAS SHIPHOLDING GROUP I 0.1%

Value ($000) $940 Shares 500,000 Est. Cost $2.83 Unrealized —

— GENCO SHIPPING & TRADING LTD 0.0%

Value ($000) $252 Shares 393,000 Est. Cost $3.91 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
CPS	COOPER STD HLDGS INC	3,585,562	$257,587	29.2%	$50.83	+39.6%	COM	21676P103
AIG	AMERICAN INTL GROUP INC	1,865,000	$100,803	11.4%	$34.24	+23.0%	COM NEW	026874784
NPO	ENPRO INDS INC	1,465,400	$84,524	9.6%	$65.44	-26.3%	COM	29355X107
DE	DEERE & CO	1,000,000	$76,990	8.7%	—	—	Put	244199105
HYG	ISHARES TR	925,000	$75,563	8.6%	$81.69	—	IBOXX HI YD ETF	464288513
BLD	TOPBUILD CORP	2,088,000	$62,097	7.1%	$30.95	-12.6%	COM	89055F103
—	AMERICAN INTL GROUP INC	2,238,172	$41,563	4.7%	$21.57	—	W EXP 01/19/202	026874156
—	TRAVELPORT WORLDWIDE LTD	2,985,000	$40,775	4.6%	$14.73	—	SHS	G9019D104
—	NORTEK INC	780,505	$37,691	4.3%	$81.78	—	COM NEW	656559309
—	DYNEGY INC NEW DEL	2,589,600	$37,213	4.2%	$22.44	—	COM	26817R108
—	CAESARS ENTMT CORP	3,477,000	$23,644	2.7%	$7.03	—	COM	127686103
ALLY	ALLY FINL INC	1,175,000	$21,996	2.5%	$13.16	0.0%	COM	02005N100
—	IRSA INVERSIONES Y REP S A	335,000	$5,012	0.6%	$15.37	—	GLOBL DEP RCPT	450047204
—	CAESARS ACQUISITION CO	815,000	$4,988	0.6%	$6.21	—	CL A	12768T103
—	LEE ENTERPRISES INC	2,650,658	$4,771	0.5%	$4.46	—	COM	523768109
—	VALEANT PHARMACEUTICALS INTL	165,000	$4,340	0.5%	$26.30	—	COM	91911K102
—	OVERSEAS SHIPHOLDING GROUP I	500,000	$940	0.1%	$2.83	—	COM CL A	69036R301
—	GENCO SHIPPING & TRADING LTD	393,000	$252	0.0%	$3.91	—	SHS NEW	Y2685T115