Silver Point Capital L.P. Quant / Systematic

Location: Greenwich, CT

CIK: 0001332784 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value: $2.614B (100.0% shares, 0.0% debt)

Holdings (14)

SPY SPDR S&P 500 ETF TR 73.8%

Value $1.929B Shares 6,500,000 Share Price $296.77 Est. Cost/Share — Unrealized @ Report Date —

MSC STUDIO CITY INTL HLDGS LTD 8.2%

Value $215M Shares 10,712,542 Share Price $20.10 Est. Cost/Share $16.80 Unrealized @ Report Date —

PCG PG&E CORP 6.8%

Value $179M Shares 17,887,000 Share Price $10.00 * Est. Cost/Share $17.77 Unrealized @ Report Date -15.9%

— CAESARS ENTMT CORP 3.8%

Value $98.63M Shares 8,458,894 Share Price $11.66 Est. Cost/Share $11.55 Unrealized @ Report Date —

— ELDORADO RESORTS INC 3.4%

Value $89.75M Shares 2,251,000 Share Price $39.87 Est. Cost/Share $45.01 Unrealized @ Report Date —

CMLS CUMULUS MEDIA INC 1.2%

Value $30.96M Shares 2,129,536 Share Price $14.54 * Est. Cost/Share $18.20 Unrealized @ Report Date -17.4%

— PENN VA CORP NEW 1.2%

Value $30.52M Shares 1,050,000 Share Price $29.07 Est. Cost/Share $29.07 Unrealized @ Report Date —

IWM ISHARES TR 0.5%

Value $13.77M Shares 91,000 Share Price $151.34 Est. Cost/Share — Unrealized @ Report Date —

— HOUGHTON MIFFLIN HARCOURT CO 0.5%

Value $12.87M Shares 2,414,000 Share Price $5.33 Est. Cost/Share $5.73 Unrealized @ Report Date —

— UNITI GROUP INC 0.2%

Value $6.298M Shares 811,100 Share Price $7.76 Est. Cost/Share $9.50 Unrealized @ Report Date —

— BASIC ENERGY SVCS INC NEW 0.2%

Value $4.723M Shares 3,280,251 Share Price $1.44 Est. Cost/Share $35.35 Unrealized @ Report Date —

— ROAN RES INC 0.1%

Value $1.568M Shares 1,275,000 Share Price $1.23 Est. Cost/Share $8.38 Unrealized @ Report Date —

— CHAPARRAL ENERGY INC 0.0%

Value $1.305M Shares 974,000 Share Price $1.34 Est. Cost/Share $15.41 Unrealized @ Report Date —

HYG ISHARES TR 0.0%

Value $87,000 Shares 1,000 Share Price $87.00 Est. Cost/Share $87.00 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	6,500,000	$1.929B	73.8%	$296.77	—	—	Call	78462F103
MSC	STUDIO CITY INTL HLDGS LTD	10,712,542	$215M	8.2%	$20.10	$16.80	—	SPON ADS	86389T106
PCG	PG&E CORP	17,887,000	$179M	6.8%	$10.00 *	$17.77	-15.9%	COM	69331C108
—	CAESARS ENTMT CORP	8,458,894	$98.63M	3.8%	$11.66	$11.55	—	COM	127686103
—	ELDORADO RESORTS INC	2,251,000	$89.75M	3.4%	$39.87	$45.01	—	COM	28470R102
CMLS	CUMULUS MEDIA INC	2,129,536	$30.96M	1.2%	$14.54 *	$18.20	-17.4%	COM CLASS A	231082801
—	PENN VA CORP NEW	1,050,000	$30.52M	1.2%	$29.07	$29.07	—	COM	70788V102
IWM	ISHARES TR	91,000	$13.77M	0.5%	$151.34	—	—	Put	464287655
—	HOUGHTON MIFFLIN HARCOURT CO	2,414,000	$12.87M	0.5%	$5.33	$5.73	—	COM	44157R109
—	UNITI GROUP INC	811,100	$6.298M	0.2%	$7.76	$9.50	—	COM	91325V108
—	BASIC ENERGY SVCS INC NEW	3,280,251	$4.723M	0.2%	$1.44	$35.35	—	COM NEW	06985P209
—	ROAN RES INC	1,275,000	$1.568M	0.1%	$1.23	$8.38	—	CL A COM	769755109
—	CHAPARRAL ENERGY INC	974,000	$1.305M	0.0%	$1.34	$15.41	—	COM CL A	15942R208
HYG	ISHARES TR	1,000	$87,000	0.0%	$87.00	$87.00	—	IBOXX HI YD ETF	464288513