Silver Point Capital L.P. Quant / Systematic

CIK: 0001332784 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $1,557,483 (100.0% shares, 0.0% debt)

Holdings (18)

SPY SPDR S&P 500 ETF TR 35.8%

Value ($000) $557,731 Shares 2,220,000 Est. Cost $235.74 Unrealized —

NPO ENPRO INDS INC 9.8%

Value ($000) $152,653 Shares 1,895,600 Est. Cost $64.31 Unrealized +13.5%

IWM ISHARES TR 9.2%

Value ($000) $143,142 Shares 966,000 Est. Cost $146.10 Unrealized —

CPS COOPER STD HLDGS INC 9.1%

Value ($000) $141,009 Shares 1,215,913 Est. Cost $50.83 Unrealized +104.1%

— QUALITY CARE PPTYS INC 6.4%

Value ($000) $99,154 Shares 6,397,000 Est. Cost $18.07 Unrealized —

— BASIC ENERGY SVCS INC NEW 6.1%

Value ($000) $94,254 Shares 4,883,651 Est. Cost $35.35 Unrealized —

SPY SPDR S&P 500 ETF TR 5.6%

Value ($000) $87,931 Shares 350,000 Est. Cost $235.74 Unrealized —

ALLY ALLY FINANCIAL CM (ALLY) 4.6%

Value ($000) $71,567 Shares 2,950,000 Est. Cost $14.12 Unrealized +23.3%

CARS CARS COM INC 2.6%

Value ($000) $39,968 Shares 1,502,000 Est. Cost $26.86 Unrealized -5.5%

— PHH CORP 2.2%

Value ($000) $33,871 Shares 2,431,493 Est. Cost $13.28 Unrealized —

— PENN VA CORP NEW 1.9%

Value ($000) $29,699 Shares 742,837 Est. Cost $49.00 Unrealized —

ADNT ADIENT PLC 1.8%

Value ($000) $27,717 Shares 330,000 Est. Cost $64.14 Unrealized +8.7%

HCC WARRIOR MET COAL INC 1.3%

Value ($000) $19,944 Shares 846,150 Est. Cost $17.37 Unrealized +32.1%

— AMERICAN INTL GROUP INC 1.1%

Value ($000) $17,560 Shares 878,000 Est. Cost $21.92 Unrealized —

— CAESARS ACQUISITION CO 1.1%

Value ($000) $17,137 Shares 798,939 Est. Cost $10.38 Unrealized —

— HERTZ GLOBAL HLDGS INC 0.9%

Value ($000) $13,863 Shares 620,000 Est. Cost $22.36 Unrealized —

— QUORUM HEALTH CORP 0.4%

Value ($000) $5,527 Shares 1,067,000 Est. Cost $5.85 Unrealized —

— KEY ENERGY SVCS INC DEL 0.3%

Value ($000) $4,756 Shares 361,141 Est. Cost $31.95 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,220,000	$557,731	35.8%	$235.74	—	Call	78462F103
NPO	ENPRO INDS INC	1,895,600	$152,653	9.8%	$64.31	+13.5%	COM	29355X107
IWM	ISHARES TR	966,000	$143,142	9.2%	$146.10	—	RUSSELL 2000 ETF	464287655
CPS	COOPER STD HLDGS INC	1,215,913	$141,009	9.1%	$50.83	+104.1%	COM	21676P103
—	QUALITY CARE PPTYS INC	6,397,000	$99,154	6.4%	$18.07	—	COM	747545101
—	BASIC ENERGY SVCS INC NEW	4,883,651	$94,254	6.1%	$35.35	—	COM NEW	06985P209
SPY	SPDR S&P 500 ETF TR	350,000	$87,931	5.6%	$235.74	—	Put	78462F103
ALLY	ALLY FINANCIAL CM (ALLY)	2,950,000	$71,567	4.6%	$14.12	+23.3%	ALLY FINL INC	02005N100
CARS	CARS COM INC	1,502,000	$39,968	2.6%	$26.86	-5.5%	COM	14575E105
—	PHH CORP	2,431,493	$33,871	2.2%	$13.28	—	COM NEW	693320202
—	PENN VA CORP NEW	742,837	$29,699	1.9%	$49.00	—	COM	70788V102
ADNT	ADIENT PLC	330,000	$27,717	1.8%	$64.14	+8.7%	ORD SHS	G0084W101
HCC	WARRIOR MET COAL INC	846,150	$19,944	1.3%	$17.37	+32.1%	COM	93627C101
—	AMERICAN INTL GROUP INC	878,000	$17,560	1.1%	$21.92	—	W EXP 01/19/202	026874156
—	CAESARS ACQUISITION CO	798,939	$17,137	1.1%	$10.38	—	CL A	12768T103
—	HERTZ GLOBAL HLDGS INC	620,000	$13,863	0.9%	$22.36	—	COM	42806J106
—	QUORUM HEALTH CORP	1,067,000	$5,527	0.4%	$5.85	—	COM	74909E106
—	KEY ENERGY SVCS INC DEL	361,141	$4,756	0.3%	$31.95	—	COM	49309J103