Silver Point Capital L.P. Quant / Systematic

CIK: 0001332784 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $2,613,682 (100.0% shares, 0.0% debt)

Holdings (14)

SPY SPDR S&P 500 ETF TR 73.8%

Value ($000) $1,929,005 Shares 6,500,000 Est. Cost — Unrealized —

MSC STUDIO CITY INTL HLDGS LTD 8.2%

Value ($000) $215,322 Shares 10,712,542 Est. Cost $16.80 Unrealized —

PCG PG&E CORP 6.8%

Value ($000) $178,870 Shares 17,887,000 Est. Cost $17.77 Unrealized -15.9%

— CAESARS ENTMT CORP 3.8%

Value ($000) $98,631 Shares 8,458,894 Est. Cost $11.55 Unrealized —

— ELDORADO RESORTS INC 3.4%

Value ($000) $89,747 Shares 2,251,000 Est. Cost $45.01 Unrealized —

CMLS CUMULUS MEDIA INC 1.2%

Value ($000) $30,963 Shares 2,129,536 Est. Cost $18.20 Unrealized -17.4%

— PENN VA CORP NEW 1.2%

Value ($000) $30,524 Shares 1,050,000 Est. Cost $29.07 Unrealized —

IWM ISHARES TR 0.5%

Value ($000) $13,772 Shares 91,000 Est. Cost — Unrealized —

— HOUGHTON MIFFLIN HARCOURT CO 0.5%

Value ($000) $12,867 Shares 2,414,000 Est. Cost $5.73 Unrealized —

— UNITI GROUP INC 0.2%

Value ($000) $6,298 Shares 811,100 Est. Cost $9.50 Unrealized —

— BASIC ENERGY SVCS INC NEW 0.2%

Value ($000) $4,723 Shares 3,280,251 Est. Cost $35.35 Unrealized —

— ROAN RES INC 0.1%

Value ($000) $1,568 Shares 1,275,000 Est. Cost $8.38 Unrealized —

— CHAPARRAL ENERGY INC 0.0%

Value ($000) $1,305 Shares 974,000 Est. Cost $15.41 Unrealized —

HYG ISHARES TR 0.0%

Value ($000) $87 Shares 1,000 Est. Cost $87.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	6,500,000	$1,929,005	73.8%	—	—	Call	78462F103
MSC	STUDIO CITY INTL HLDGS LTD	10,712,542	$215,322	8.2%	$16.80	—	SPON ADS	86389T106
PCG	PG&E CORP	17,887,000	$178,870	6.8%	$17.77	-15.9%	COM	69331C108
—	CAESARS ENTMT CORP	8,458,894	$98,631	3.8%	$11.55	—	COM	127686103
—	ELDORADO RESORTS INC	2,251,000	$89,747	3.4%	$45.01	—	COM	28470R102
CMLS	CUMULUS MEDIA INC	2,129,536	$30,963	1.2%	$18.20	-17.4%	COM CLASS A	231082801
—	PENN VA CORP NEW	1,050,000	$30,524	1.2%	$29.07	—	COM	70788V102
IWM	ISHARES TR	91,000	$13,772	0.5%	—	—	Put	464287655
—	HOUGHTON MIFFLIN HARCOURT CO	2,414,000	$12,867	0.5%	$5.73	—	COM	44157R109
—	UNITI GROUP INC	811,100	$6,298	0.2%	$9.50	—	COM	91325V108
—	BASIC ENERGY SVCS INC NEW	3,280,251	$4,723	0.2%	$35.35	—	COM NEW	06985P209
—	ROAN RES INC	1,275,000	$1,568	0.1%	$8.38	—	CL A COM	769755109
—	CHAPARRAL ENERGY INC	974,000	$1,305	0.0%	$15.41	—	COM CL A	15942R208
HYG	ISHARES TR	1,000	$87	0.0%	$87.00	—	IBOXX HI YD ETF	464288513