Silver Point Capital L.P. Quant / Systematic

CIK: 0001332784 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $884,986 (100.0% shares, 0.0% debt)

Holdings (17)

CPS COOPER STD HLDGS INC 32.4%

Value ($000) $287,173 Shares 3,585,562 Est. Cost $50.83 Unrealized +58.7%

AIG AMERICAN INTL GROUP INC 12.8%

Value ($000) $113,290 Shares 2,142,000 Est. Cost $35.41 Unrealized +22.3%

— DEERE & CO 9.2%

Value ($000) $81,040 Shares 1,000,000 Est. Cost — Unrealized —

NPO ENPRO INDS INC 8.1%

Value ($000) $71,468 Shares 1,610,000 Est. Cost $64.21 Unrealized -19.4%

— PHH CORP 6.0%

Value ($000) $53,280 Shares 4,000,000 Est. Cost $13.32 Unrealized —

— NORTEK INC 5.9%

Value ($000) $52,489 Shares 885,000 Est. Cost $79.13 Unrealized —

BLD TOPBUILD CORP 4.6%

Value ($000) $40,834 Shares 1,128,000 Est. Cost $30.95 Unrealized +9.2%

ALLY ALLY FINL INC 4.1%

Value ($000) $35,847 Shares 2,100,000 Est. Cost $13.18 Unrealized +0.1%

— DYNEGY INC NEW DEL 3.5%

Value ($000) $31,370 Shares 1,819,600 Est. Cost $22.44 Unrealized —

— TRAVELPORT WORLDWIDE LTD 3.5%

Value ($000) $31,129 Shares 2,415,000 Est. Cost $14.73 Unrealized —

— AMERICAN INTL GROUP INC 3.5%

Value ($000) $30,849 Shares 1,737,000 Est. Cost $21.57 Unrealized —

— CAESARS ENTMT CORP 3.1%

Value ($000) $27,069 Shares 3,520,000 Est. Cost $7.04 Unrealized —

— CAESARS ACQUISITION CO 1.2%

Value ($000) $10,855 Shares 967,500 Est. Cost $7.00 Unrealized —

— VALEANT PHARMACEUTICALS INTL 1.0%

Value ($000) $8,761 Shares 435,000 Est. Cost $22.48 Unrealized —

— TERRAFORM GLOBAL INC 0.8%

Value ($000) $6,944 Shares 2,130,000 Est. Cost $3.26 Unrealized —

— LEE ENTERPRISES INC 0.3%

Value ($000) $2,402 Shares 1,257,564 Est. Cost $4.46 Unrealized —

— HENNESSY CAP ACQUISITION COR 0.0%

Value ($000) $186 Shares 296,000 Est. Cost $0.63 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
CPS	COOPER STD HLDGS INC	3,585,562	$287,173	32.4%	$50.83	+58.7%	COM	21676P103
AIG	AMERICAN INTL GROUP INC	2,142,000	$113,290	12.8%	$35.41	+22.3%	COM NEW	026874784
—	DEERE & CO	1,000,000	$81,040	9.2%	—	—	Put	244199955
NPO	ENPRO INDS INC	1,610,000	$71,468	8.1%	$64.21	-19.4%	COM	29355X107
—	PHH CORP	4,000,000	$53,280	6.0%	$13.32	—	COM NEW	693320202
—	NORTEK INC	885,000	$52,489	5.9%	$79.13	—	COM NEW	656559309
BLD	TOPBUILD CORP	1,128,000	$40,834	4.6%	$30.95	+9.2%	COM	89055F103
ALLY	ALLY FINL INC	2,100,000	$35,847	4.1%	$13.18	+0.1%	COM	02005N100
—	DYNEGY INC NEW DEL	1,819,600	$31,370	3.5%	$22.44	—	COM	26817R108
—	TRAVELPORT WORLDWIDE LTD	2,415,000	$31,129	3.5%	$14.73	—	SHS	G9019D104
—	AMERICAN INTL GROUP INC	1,737,000	$30,849	3.5%	$21.57	—	W EXP 01/19/202	026874156
—	CAESARS ENTMT CORP	3,520,000	$27,069	3.1%	$7.04	—	COM	127686103
—	CAESARS ACQUISITION CO	967,500	$10,855	1.2%	$7.00	—	CL A	12768T103
—	VALEANT PHARMACEUTICALS INTL	435,000	$8,761	1.0%	$22.48	—	COM	91911K102
—	TERRAFORM GLOBAL INC	2,130,000	$6,944	0.8%	$3.26	—	CL A	88104M101
—	LEE ENTERPRISES INC	1,257,564	$2,402	0.3%	$4.46	—	COM	523768109
—	HENNESSY CAP ACQUISITION COR	296,000	$186	0.0%	$0.63	—	W EXP 07/28/202	42588J118