Silver Point Capital L.P. Quant / Systematic

Location: Greenwich, CT

CIK: 0001332784 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value: $931M (100.0% shares, 0.0% debt)

Holdings (23)

CPS COOPER STD HLDGS INC 23.0%

Value $214M Shares 2,071,214 Share Price $103.38 * Est. Cost/Share $50.83 Unrealized @ Report Date +89.7%

— BASIC ENERGY SVCS INC 20.4%

Value $189M Shares 5,360,196 Share Price $35.35 Est. Cost/Share $35.35 Unrealized @ Report Date —

NPO ENPRO INDS INC 12.7%

Value $118M Shares 1,750,000 Share Price $67.36 * Est. Cost/Share $63.88 Unrealized @ Report Date -5.9%

ALLY ALLY FINL INC 7.3%

Value $67.52M Shares 3,550,000 Share Price $19.02 * Est. Cost/Share $13.95 Unrealized @ Report Date +6.2%

— PHH CORP 6.9%

Value $64.01M Shares 4,222,350 Share Price $15.16 Est. Cost/Share $13.42 Unrealized @ Report Date —

— AMERICAN INTL GROUP INC 5.2%

Value $48.73M Shares 2,077,000 Share Price $23.46 Est. Cost/Share $21.92 Unrealized @ Report Date —

BLD TOPBUILD CORP 4.7%

Value $43.43M Shares 1,220,000 Share Price $35.60 * Est. Cost/Share $33.14 Unrealized @ Report Date +3.9%

— KEY ENERGY SVCS INC 4.2%

Value $39.09M Shares 1,223,496 Share Price $31.95 Est. Cost/Share $31.95 Unrealized @ Report Date —

— PENN VA CORP 3.9%

Value $36.4M Shares 742,797 Share Price $49.00 Est. Cost/Share $49.00 Unrealized @ Report Date —

— CAESARS ACQUISITION CO 2.3%

Value $21.58M Shares 1,598,186 Share Price $13.50 Est. Cost/Share $10.38 Unrealized @ Report Date —

— TRAVELPORT WORLDWIDE LTD 2.1%

Value $19.74M Shares 1,400,000 Share Price $14.10 Est. Cost/Share $14.73 Unrealized @ Report Date —

— CAESARS ENTMT CORP 1.7%

Value $15.7M Shares 1,846,500 Share Price $8.50 Est. Cost/Share $7.16 Unrealized @ Report Date —

AIG AMERICAN INTL GROUP INC 1.1%

Value $10.42M Shares 159,500 Share Price $65.31 * Est. Cost/Share $35.41 Unrealized @ Report Date +40.7%

GAP GAP INC DEL 1.0%

Value $9.438M Shares 420,600 Share Price $22.44 Est. Cost/Share — Unrealized @ Report Date —

— VALEANT PHARMACEUTICALS INTL 0.9%

Value $8.276M Shares 570,000 Share Price $14.52 Est. Cost/Share $14.52 Unrealized @ Report Date —

— KADMON HLDGS INC 0.6%

Value $5.33M Shares 996,197 Share Price $5.35 Est. Cost/Share $7.34 Unrealized @ Report Date —

PLCE CHILDRENS PL INC 0.6%

Value $5.31M Shares 52,600 Share Price $100.95 Est. Cost/Share — Unrealized @ Report Date —

— VERSO CORP 0.4%

Value $3.835M Shares 540,151 Share Price $7.10 Est. Cost/Share $6.45 Unrealized @ Report Date —

— TAILORED BRANDS INC 0.4%

Value $3.833M Shares 150,000 Share Price $25.55 Est. Cost/Share — Unrealized @ Report Date —

— QUORUM HEALTH CORP 0.4%

Value $3.635M Shares 500,000 Share Price $7.27 Est. Cost/Share $7.27 Unrealized @ Report Date —

— LEE ENTERPRISES INC 0.3%

Value $2.493M Shares 859,564 Share Price $2.90 Est. Cost/Share $4.46 Unrealized @ Report Date —

KTOS KRATOS DEFENSE & SEC SOLUTIO 0.1%

Value $814K Shares 110,000 Share Price $7.40 * Est. Cost/Share $6.75 Unrealized @ Report Date 0.0%

— HENNESSY CAP ACQUISITION COR 0.0%

Value $12,000 Shares 14,234 Share Price $0.84 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	2,071,214	$214M	23.0%	$103.38 *	$50.83	+89.7%	COM	21676P103
—	BASIC ENERGY SVCS INC	5,360,196	$189M	20.4%	$35.35	$35.35	—	COM NEW	06985P209
NPO	ENPRO INDS INC	1,750,000	$118M	12.7%	$67.36 *	$63.88	-5.9%	COM	29355X107
ALLY	ALLY FINL INC	3,550,000	$67.52M	7.3%	$19.02 *	$13.95	+6.2%	COM	02005N100
—	PHH CORP	4,222,350	$64.01M	6.9%	$15.16	$13.42	—	COM NEW	693320202
—	AMERICAN INTL GROUP INC	2,077,000	$48.73M	5.2%	$23.46	$21.92	—	W EXP 01/19/202	026874156
BLD	TOPBUILD CORP	1,220,000	$43.43M	4.7%	$35.60 *	$33.14	+3.9%	COM	89055F103
—	KEY ENERGY SVCS INC	1,223,496	$39.09M	4.2%	$31.95	$31.95	—	COM	49309J103
—	PENN VA CORP	742,797	$36.4M	3.9%	$49.00	$49.00	—	COM	70788V102
—	CAESARS ACQUISITION CO	1,598,186	$21.58M	2.3%	$13.50	$10.38	—	CL A	12768T103
—	TRAVELPORT WORLDWIDE LTD	1,400,000	$19.74M	2.1%	$14.10	$14.73	—	SHS	G9019D104
—	CAESARS ENTMT CORP	1,846,500	$15.7M	1.7%	$8.50	$7.16	—	COM	127686103
AIG	AMERICAN INTL GROUP INC	159,500	$10.42M	1.1%	$65.31 *	$35.41	+40.7%	COM NEW	026874784
GAP	GAP INC DEL	420,600	$9.438M	1.0%	$22.44	—	—	Put	364760108
—	VALEANT PHARMACEUTICALS INTL	570,000	$8.276M	0.9%	$14.52	$14.52	—	COM	91911K102
—	KADMON HLDGS INC	996,197	$5.33M	0.6%	$5.35	$7.34	—	COM	48283N106
PLCE	CHILDRENS PL INC	52,600	$5.31M	0.6%	$100.95	—	—	Put	168905107
—	VERSO CORP	540,151	$3.835M	0.4%	$7.10	$6.45	—	CL A	92531L207
—	TAILORED BRANDS INC	150,000	$3.833M	0.4%	$25.55	—	—	Put	87403A107
—	QUORUM HEALTH CORP	500,000	$3.635M	0.4%	$7.27	$7.27	—	COM NEW	74909E106
—	LEE ENTERPRISES INC	859,564	$2.493M	0.3%	$2.90	$4.46	—	COM	523768109
KTOS	KRATOS DEFENSE & SEC SOLUTIO	110,000	$814K	0.1%	$7.40 *	$6.75	0.0%	COM NEW	50077B207
—	HENNESSY CAP ACQUISITION COR	14,234	$12,000	0.0%	$0.84	$0.63	—	W EXP 07/28/202	42588J118