Silver Point Capital L.P. Quant / Systematic

Location: Greenwich, CT

CIK: 0001332784 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value: $885M (100.0% shares, 0.0% debt)

Holdings (17)

CPS COOPER STD HLDGS INC 32.4%

Value $287M Shares 3,585,562 Share Price $80.09 Est. Cost/Share $50.83 Unrealized @ Report Date +58.7%

AIG AMERICAN INTL GROUP INC 12.8%

Value $113M Shares 2,142,000 Share Price $52.89 * Est. Cost/Share $35.41 Unrealized @ Report Date +22.3%

— DEERE & CO 9.2%

Value $81.04M Shares 1,000,000 Share Price $81.04 Est. Cost/Share — Unrealized @ Report Date —

NPO ENPRO INDS INC 8.1%

Value $71.47M Shares 1,610,000 Share Price $44.39 * Est. Cost/Share $64.21 Unrealized @ Report Date -19.4%

— PHH CORP 6.0%

Value $53.28M Shares 4,000,000 Share Price $13.32 Est. Cost/Share $13.32 Unrealized @ Report Date —

— NORTEK INC 5.9%

Value $52.49M Shares 885,000 Share Price $59.31 Est. Cost/Share $79.13 Unrealized @ Report Date —

BLD TOPBUILD CORP 4.6%

Value $40.83M Shares 1,128,000 Share Price $36.20 * Est. Cost/Share $30.95 Unrealized @ Report Date +9.2%

ALLY ALLY FINL INC 4.1%

Value $35.85M Shares 2,100,000 Share Price $17.07 * Est. Cost/Share $13.18 Unrealized @ Report Date +0.1%

— DYNEGY INC NEW DEL 3.5%

Value $31.37M Shares 1,819,600 Share Price $17.24 Est. Cost/Share $22.44 Unrealized @ Report Date —

— TRAVELPORT WORLDWIDE LTD 3.5%

Value $31.13M Shares 2,415,000 Share Price $12.89 Est. Cost/Share $14.73 Unrealized @ Report Date —

— AMERICAN INTL GROUP INC 3.5%

Value $30.85M Shares 1,737,000 Share Price $17.76 Est. Cost/Share $21.57 Unrealized @ Report Date —

— CAESARS ENTMT CORP 3.1%

Value $27.07M Shares 3,520,000 Share Price $7.69 Est. Cost/Share $7.04 Unrealized @ Report Date —

— CAESARS ACQUISITION CO 1.2%

Value $10.86M Shares 967,500 Share Price $11.22 Est. Cost/Share $7.00 Unrealized @ Report Date —

— VALEANT PHARMACEUTICALS INTL 1.0%

Value $8.761M Shares 435,000 Share Price $20.14 Est. Cost/Share $22.48 Unrealized @ Report Date —

— TERRAFORM GLOBAL INC 0.8%

Value $6.944M Shares 2,130,000 Share Price $3.26 Est. Cost/Share $3.26 Unrealized @ Report Date —

— LEE ENTERPRISES INC 0.3%

Value $2.402M Shares 1,257,564 Share Price $1.91 Est. Cost/Share $4.46 Unrealized @ Report Date —

— HENNESSY CAP ACQUISITION COR 0.0%

Value $186K Shares 296,000 Share Price $0.63 Est. Cost/Share $0.63 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	$287M	32.4%	$80.09	$50.83	+58.7%	COM	21676P103
AIG	AMERICAN INTL GROUP INC	2,142,000	$113M	12.8%	$52.89 *	$35.41	+22.3%	COM NEW	026874784
—	DEERE & CO	1,000,000	$81.04M	9.2%	$81.04	—	—	Put	244199955
NPO	ENPRO INDS INC	1,610,000	$71.47M	8.1%	$44.39 *	$64.21	-19.4%	COM	29355X107
—	PHH CORP	4,000,000	$53.28M	6.0%	$13.32	$13.32	—	COM NEW	693320202
—	NORTEK INC	885,000	$52.49M	5.9%	$59.31	$79.13	—	COM NEW	656559309
BLD	TOPBUILD CORP	1,128,000	$40.83M	4.6%	$36.20 *	$30.95	+9.2%	COM	89055F103
ALLY	ALLY FINL INC	2,100,000	$35.85M	4.1%	$17.07 *	$13.18	+0.1%	COM	02005N100
—	DYNEGY INC NEW DEL	1,819,600	$31.37M	3.5%	$17.24	$22.44	—	COM	26817R108
—	TRAVELPORT WORLDWIDE LTD	2,415,000	$31.13M	3.5%	$12.89	$14.73	—	SHS	G9019D104
—	AMERICAN INTL GROUP INC	1,737,000	$30.85M	3.5%	$17.76	$21.57	—	W EXP 01/19/202	026874156
—	CAESARS ENTMT CORP	3,520,000	$27.07M	3.1%	$7.69	$7.04	—	COM	127686103
—	CAESARS ACQUISITION CO	967,500	$10.86M	1.2%	$11.22	$7.00	—	CL A	12768T103
—	VALEANT PHARMACEUTICALS INTL	435,000	$8.761M	1.0%	$20.14	$22.48	—	COM	91911K102
—	TERRAFORM GLOBAL INC	2,130,000	$6.944M	0.8%	$3.26	$3.26	—	CL A	88104M101
—	LEE ENTERPRISES INC	1,257,564	$2.402M	0.3%	$1.91	$4.46	—	COM	523768109
—	HENNESSY CAP ACQUISITION COR	296,000	$186K	0.0%	$0.63	$0.63	—	W EXP 07/28/202	42588J118