Silver Point Capital L.P. Quant / Systematic

Location: Greenwich, CT

CIK: 0001332784 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value: $1.279B (100.0% shares, 0.0% debt)

Holdings (11)

SPY SPDR S&P 500 ETF TR 28.1%

Value $359M Shares 1,115,000 Est. Cost — Unrealized —

PCG PG&E CORP 20.5%

Value $263M Shares 24,170,000 Est. Cost $15.36 Unrealized -44.8%

MSC STUDIO CITY INTL HLDGS LTD 16.6%

Value $213M Shares 10,769,918 Est. Cost $16.80 Unrealized —

LQD ISHARES TR 14.0%

Value $179M Shares 1,400,000 Est. Cost — Unrealized —

— ELDORADO RESORTS INC 7.5%

Value $95.42M Shares 1,600,000 Est. Cost $45.01 Unrealized —

— CAESARS ENTMT CORP 5.6%

Value $72.25M Shares 5,312,434 Est. Cost $11.55 Unrealized —

— PENN VA CORP NEW 2.5%

Value $31.87M Shares 1,050,000 Est. Cost $29.07 Unrealized —

CMLS CUMULUS MEDIA INC 2.5%

Value $31.48M Shares 1,792,000 Est. Cost $18.20 Unrealized -15.8%

— MONTAGE RES CORP 1.4%

Value $18.26M Shares 2,300,000 Est. Cost $7.94 Unrealized —

IWM ISHARES TR 1.3%

Value $16.07M Shares 97,000 Est. Cost — Unrealized —

— MCDERMOTT INTL INC 0.0%

Value $43,000 Shares 62,994 Est. Cost $0.68 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,115,000	$359M	28.1%	—	—	Call	78462F103
PCG	PG&E CORP	24,170,000	$263M	20.5%	$15.36	-44.8%	COM	69331C108
MSC	STUDIO CITY INTL HLDGS LTD	10,769,918	$213M	16.6%	$16.80	—	SPON ADS	86389T106
LQD	ISHARES TR	1,400,000	$179M	14.0%	—	—	Put	464287242
—	ELDORADO RESORTS INC	1,600,000	$95.42M	7.5%	$45.01	—	COM	28470R102
—	CAESARS ENTMT CORP	5,312,434	$72.25M	5.6%	$11.55	—	COM	127686103
—	PENN VA CORP NEW	1,050,000	$31.87M	2.5%	$29.07	—	COM	70788V102
CMLS	CUMULUS MEDIA INC	1,792,000	$31.48M	2.5%	$18.20	-15.8%	COM CLASS A	231082801
—	MONTAGE RES CORP	2,300,000	$18.26M	1.4%	$7.94	—	COM	61179L100
IWM	ISHARES TR	97,000	$16.07M	1.3%	—	—	Put	464287655
—	MCDERMOTT INTL INC	62,994	$43,000	0.0%	$0.68	—	COM	580037703