Silver Point Capital L.P. Quant / Systematic

CIK: 0001332784 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $931,067 (100.0% shares, 0.0% debt)

Holdings (23)

CPS COOPER STD HLDGS INC 23.0%

Value ($000) $214,122 Shares 2,071,214 Est. Cost $50.83 Unrealized +89.7%

— BASIC ENERGY SVCS INC 20.4%

Value ($000) $189,483 Shares 5,360,196 Est. Cost $35.35 Unrealized —

NPO ENPRO INDS INC 12.7%

Value ($000) $117,880 Shares 1,750,000 Est. Cost $63.88 Unrealized -5.9%

ALLY ALLY FINL INC 7.3%

Value ($000) $67,521 Shares 3,550,000 Est. Cost $13.95 Unrealized +6.2%

— PHH CORP 6.9%

Value ($000) $64,011 Shares 4,222,350 Est. Cost $13.42 Unrealized —

— AMERICAN INTL GROUP INC 5.2%

Value ($000) $48,726 Shares 2,077,000 Est. Cost $21.92 Unrealized —

BLD TOPBUILD CORP 4.7%

Value ($000) $43,432 Shares 1,220,000 Est. Cost $33.14 Unrealized +3.9%

— KEY ENERGY SVCS INC 4.2%

Value ($000) $39,091 Shares 1,223,496 Est. Cost $31.95 Unrealized —

— PENN VA CORP 3.9%

Value ($000) $36,397 Shares 742,797 Est. Cost $49.00 Unrealized —

— CAESARS ACQUISITION CO 2.3%

Value ($000) $21,576 Shares 1,598,186 Est. Cost $10.38 Unrealized —

— TRAVELPORT WORLDWIDE LTD 2.1%

Value ($000) $19,740 Shares 1,400,000 Est. Cost $14.73 Unrealized —

— CAESARS ENTMT CORP 1.7%

Value ($000) $15,695 Shares 1,846,500 Est. Cost $7.16 Unrealized —

AIG AMERICAN INTL GROUP INC 1.1%

Value ($000) $10,417 Shares 159,500 Est. Cost $35.41 Unrealized +40.7%

GAP GAP INC DEL 1.0%

Value ($000) $9,438 Shares 420,600 Est. Cost — Unrealized —

— VALEANT PHARMACEUTICALS INTL 0.9%

Value ($000) $8,276 Shares 570,000 Est. Cost $14.52 Unrealized —

— KADMON HLDGS INC 0.6%

Value ($000) $5,330 Shares 996,197 Est. Cost $7.34 Unrealized —

PLCE CHILDRENS PL INC 0.6%

Value ($000) $5,310 Shares 52,600 Est. Cost — Unrealized —

— VERSO CORP 0.4%

Value ($000) $3,835 Shares 540,151 Est. Cost $6.45 Unrealized —

— TAILORED BRANDS INC 0.4%

Value ($000) $3,833 Shares 150,000 Est. Cost — Unrealized —

— QUORUM HEALTH CORP 0.4%

Value ($000) $3,635 Shares 500,000 Est. Cost $7.27 Unrealized —

— LEE ENTERPRISES INC 0.3%

Value ($000) $2,493 Shares 859,564 Est. Cost $4.46 Unrealized —

KTOS KRATOS DEFENSE & SEC SOLUTIO 0.1%

Value ($000) $814 Shares 110,000 Est. Cost $6.75 Unrealized 0.0%

— HENNESSY CAP ACQUISITION COR 0.0%

Value ($000) $12 Shares 14,234 Est. Cost $0.63 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
CPS	COOPER STD HLDGS INC	2,071,214	$214,122	23.0%	$50.83	+89.7%	COM	21676P103
—	BASIC ENERGY SVCS INC	5,360,196	$189,483	20.4%	$35.35	—	COM NEW	06985P209
NPO	ENPRO INDS INC	1,750,000	$117,880	12.7%	$63.88	-5.9%	COM	29355X107
ALLY	ALLY FINL INC	3,550,000	$67,521	7.3%	$13.95	+6.2%	COM	02005N100
—	PHH CORP	4,222,350	$64,011	6.9%	$13.42	—	COM NEW	693320202
—	AMERICAN INTL GROUP INC	2,077,000	$48,726	5.2%	$21.92	—	W EXP 01/19/202	026874156
BLD	TOPBUILD CORP	1,220,000	$43,432	4.7%	$33.14	+3.9%	COM	89055F103
—	KEY ENERGY SVCS INC	1,223,496	$39,091	4.2%	$31.95	—	COM	49309J103
—	PENN VA CORP	742,797	$36,397	3.9%	$49.00	—	COM	70788V102
—	CAESARS ACQUISITION CO	1,598,186	$21,576	2.3%	$10.38	—	CL A	12768T103
—	TRAVELPORT WORLDWIDE LTD	1,400,000	$19,740	2.1%	$14.73	—	SHS	G9019D104
—	CAESARS ENTMT CORP	1,846,500	$15,695	1.7%	$7.16	—	COM	127686103
AIG	AMERICAN INTL GROUP INC	159,500	$10,417	1.1%	$35.41	+40.7%	COM NEW	026874784
GAP	GAP INC DEL	420,600	$9,438	1.0%	—	—	Put	364760108
—	VALEANT PHARMACEUTICALS INTL	570,000	$8,276	0.9%	$14.52	—	COM	91911K102
—	KADMON HLDGS INC	996,197	$5,330	0.6%	$7.34	—	COM	48283N106
PLCE	CHILDRENS PL INC	52,600	$5,310	0.6%	—	—	Put	168905107
—	VERSO CORP	540,151	$3,835	0.4%	$6.45	—	CL A	92531L207
—	TAILORED BRANDS INC	150,000	$3,833	0.4%	—	—	Put	87403A107
—	QUORUM HEALTH CORP	500,000	$3,635	0.4%	$7.27	—	COM NEW	74909E106
—	LEE ENTERPRISES INC	859,564	$2,493	0.3%	$4.46	—	COM	523768109
KTOS	KRATOS DEFENSE & SEC SOLUTIO	110,000	$814	0.1%	$6.75	0.0%	COM NEW	50077B207
—	HENNESSY CAP ACQUISITION COR	14,234	$12	0.0%	$0.63	—	W EXP 07/28/202	42588J118