Silver Point Capital L.P. Quant / Systematic

Location: Greenwich, CT

CIK: 0001332784 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value: $1.557B (100.0% shares, 0.0% debt)

Holdings (18)

SPY SPDR S&P 500 ETF TR 35.8%

Value $558M Shares 2,220,000 Share Price $251.23 Est. Cost/Share $235.74 Unrealized @ Report Date —

NPO ENPRO INDS INC 9.8%

Value $153M Shares 1,895,600 Share Price $80.53 * Est. Cost/Share $64.31 Unrealized @ Report Date +13.5%

IWM ISHARES TR 9.2%

Value $143M Shares 966,000 Share Price $148.18 Est. Cost/Share $146.10 Unrealized @ Report Date —

CPS COOPER STD HLDGS INC 9.1%

Value $141M Shares 1,215,913 Share Price $115.97 * Est. Cost/Share $50.83 Unrealized @ Report Date +104.1%

— QUALITY CARE PPTYS INC 6.4%

Value $99.15M Shares 6,397,000 Share Price $15.50 Est. Cost/Share $18.07 Unrealized @ Report Date —

— BASIC ENERGY SVCS INC NEW 6.1%

Value $94.25M Shares 4,883,651 Share Price $19.30 Est. Cost/Share $35.35 Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 5.6%

Value $87.93M Shares 350,000 Share Price $251.23 Est. Cost/Share $235.74 Unrealized @ Report Date —

ALLY ALLY FINANCIAL CM (ALLY) 4.6%

Value $71.57M Shares 2,950,000 Share Price $24.26 * Est. Cost/Share $14.12 Unrealized @ Report Date +23.3%

CARS CARS COM INC 2.6%

Value $39.97M Shares 1,502,000 Share Price $26.61 * Est. Cost/Share $26.86 Unrealized @ Report Date -5.5%

— PHH CORP 2.2%

Value $33.87M Shares 2,431,493 Share Price $13.93 Est. Cost/Share $13.28 Unrealized @ Report Date —

— PENN VA CORP NEW 1.9%

Value $29.7M Shares 742,837 Share Price $39.98 Est. Cost/Share $49.00 Unrealized @ Report Date —

ADNT ADIENT PLC 1.8%

Value $27.72M Shares 330,000 Share Price $83.99 * Est. Cost/Share $64.14 Unrealized @ Report Date +8.7%

HCC WARRIOR MET COAL INC 1.3%

Value $19.94M Shares 846,150 Share Price $23.57 * Est. Cost/Share $17.37 Unrealized @ Report Date +32.1%

— AMERICAN INTL GROUP INC 1.1%

Value $17.56M Shares 878,000 Share Price $20.00 Est. Cost/Share $21.92 Unrealized @ Report Date —

— CAESARS ACQUISITION CO 1.1%

Value $17.14M Shares 798,939 Share Price $21.45 Est. Cost/Share $10.38 Unrealized @ Report Date —

— HERTZ GLOBAL HLDGS INC 0.9%

Value $13.86M Shares 620,000 Share Price $22.36 Est. Cost/Share $22.36 Unrealized @ Report Date —

— QUORUM HEALTH CORP 0.4%

Value $5.527M Shares 1,067,000 Share Price $5.18 Est. Cost/Share $5.85 Unrealized @ Report Date —

— KEY ENERGY SVCS INC DEL 0.3%

Value $4.756M Shares 361,141 Share Price $13.17 Est. Cost/Share $31.95 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,220,000	$558M	35.8%	$251.23	$235.74	—	Call	78462F103
NPO	ENPRO INDS INC	1,895,600	$153M	9.8%	$80.53 *	$64.31	+13.5%	COM	29355X107
IWM	ISHARES TR	966,000	$143M	9.2%	$148.18	$146.10	—	RUSSELL 2000 ETF	464287655
CPS	COOPER STD HLDGS INC	1,215,913	$141M	9.1%	$115.97 *	$50.83	+104.1%	COM	21676P103
—	QUALITY CARE PPTYS INC	6,397,000	$99.15M	6.4%	$15.50	$18.07	—	COM	747545101
—	BASIC ENERGY SVCS INC NEW	4,883,651	$94.25M	6.1%	$19.30	$35.35	—	COM NEW	06985P209
SPY	SPDR S&P 500 ETF TR	350,000	$87.93M	5.6%	$251.23	$235.74	—	Put	78462F103
ALLY	ALLY FINANCIAL CM (ALLY)	2,950,000	$71.57M	4.6%	$24.26 *	$14.12	+23.3%	ALLY FINL INC	02005N100
CARS	CARS COM INC	1,502,000	$39.97M	2.6%	$26.61 *	$26.86	-5.5%	COM	14575E105
—	PHH CORP	2,431,493	$33.87M	2.2%	$13.93	$13.28	—	COM NEW	693320202
—	PENN VA CORP NEW	742,837	$29.7M	1.9%	$39.98	$49.00	—	COM	70788V102
ADNT	ADIENT PLC	330,000	$27.72M	1.8%	$83.99 *	$64.14	+8.7%	ORD SHS	G0084W101
HCC	WARRIOR MET COAL INC	846,150	$19.94M	1.3%	$23.57 *	$17.37	+32.1%	COM	93627C101
—	AMERICAN INTL GROUP INC	878,000	$17.56M	1.1%	$20.00	$21.92	—	W EXP 01/19/202	026874156
—	CAESARS ACQUISITION CO	798,939	$17.14M	1.1%	$21.45	$10.38	—	CL A	12768T103
—	HERTZ GLOBAL HLDGS INC	620,000	$13.86M	0.9%	$22.36	$22.36	—	COM	42806J106
—	QUORUM HEALTH CORP	1,067,000	$5.527M	0.4%	$5.18	$5.85	—	COM	74909E106
—	KEY ENERGY SVCS INC DEL	361,141	$4.756M	0.3%	$13.17	$31.95	—	COM	49309J103