Silver Point Capital L.P. Quant / Systematic

Location: Greenwich, CT

CIK: 0001332784 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 14, 2020

Total Value: $853M (100.0% shares, 0.0% debt)

Holdings (18)

MSC STUDIO CITY INTL HLDGS LTD 25.6%

Value $218M Shares 10,795,717 Share Price $20.20 Est. Cost/Share $16.80 Unrealized @ Report Date —

PCG PG&E CORP 25.3%

Value $216M Shares 24,005,767 Share Price $8.99 * Est. Cost/Share $15.36 Unrealized @ Report Date -14.5%

VCIT VANGUARD SCOTTSDALE FDS 9.9%

Value $84.91M Shares 975,000 Share Price $87.09 Est. Cost/Share $87.09 Unrealized @ Report Date —

LQD ISHARES TR 9.5%

Value $80.9M Shares 655,000 Share Price $123.51 Est. Cost/Share $123.51 Unrealized @ Report Date —

MUB ISHARES TR 5.5%

Value $47.33M Shares 418,800 Share Price $113.01 Est. Cost/Share $113.01 Unrealized @ Report Date —

VCLT VANGUARD SCOTTSDALE FDS 4.9%

Value $41.77M Shares 430,000 Share Price $97.13 Est. Cost/Share $97.13 Unrealized @ Report Date —

— CAESARS ENTMT CORP 4.3%

Value $36.64M Shares 5,420,449 Share Price $6.76 Est. Cost/Share $11.45 Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 3.0%

Value $25.77M Shares 100,000 Share Price $257.75 Est. Cost/Share — Unrealized @ Report Date —

TFI SPDR SER TR 2.7%

Value $23M Shares 460,000 Share Price $50.00 Est. Cost/Share $50.00 Unrealized @ Report Date —

PZA INVESCO EXCHANGE-TRADED FD T 2.4%

Value $20.39M Shares 790,300 Share Price $25.80 Est. Cost/Share $25.80 Unrealized @ Report Date —

— ELDORADO RESORTS INC 1.8%

Value $15.37M Shares 1,067,500 Share Price $14.40 Est. Cost/Share $45.01 Unrealized @ Report Date —

— PDL BIOPHARMA INC 1.6%

Value $13.82M Shares 4,900,000 Share Price $2.82 Est. Cost/Share $2.82 Unrealized @ Report Date —

ITM VANECK VECTORS ETF TR 1.3%

Value $11.3M Shares 230,100 Share Price $49.13 Est. Cost/Share $49.13 Unrealized @ Report Date —

CMLS CUMULUS MEDIA INC 1.1%

Value $9.713M Shares 1,792,000 Share Price $5.42 * Est. Cost/Share $18.20 Unrealized @ Report Date -34.2%

— MONTAGE RES CORP 0.6%

Value $5.136M Shares 2,282,800 Share Price $2.25 Est. Cost/Share $7.94 Unrealized @ Report Date —

— PENN VA CORP 0.4%

Value $3.125M Shares 1,011,300 Share Price $3.09 Est. Cost/Share $29.07 Unrealized @ Report Date —

SPSB SPDR SER TR 0.0%

Value $333K Shares 11,000 Share Price $30.27 Est. Cost/Share $30.27 Unrealized @ Report Date —

— MCDERMOTT INTL INC 0.0%

Value $4,000 Shares 62,994 Share Price $0.06 Est. Cost/Share $0.68 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
MSC	STUDIO CITY INTL HLDGS LTD	10,795,717	$218M	25.6%	$20.20	$16.80	—	SPON ADS	86389T106
PCG	PG&E CORP	24,005,767	$216M	25.3%	$8.99 *	$15.36	-14.5%	COM	69331C108
VCIT	VANGUARD SCOTTSDALE FDS	975,000	$84.91M	9.9%	$87.09	$87.09	—	INT-TERM CORP	92206C870
LQD	ISHARES TR	655,000	$80.9M	9.5%	$123.51	$123.51	—	IBOXX INV CP ETF	464287242
MUB	ISHARES TR	418,800	$47.33M	5.5%	$113.01	$113.01	—	NATIONAL MUN ETF	464288414
VCLT	VANGUARD SCOTTSDALE FDS	430,000	$41.77M	4.9%	$97.13	$97.13	—	LG-TERM COR BD	92206C813
—	CAESARS ENTMT CORP	5,420,449	$36.64M	4.3%	$6.76	$11.45	—	COM	127686103
SPY	SPDR S&P 500 ETF TR	100,000	$25.77M	3.0%	$257.75	—	—	Call	78462F103
TFI	SPDR SER TR	460,000	$23M	2.7%	$50.00	$50.00	—	NUVEEN BRC MUNIC	78468R721
PZA	INVESCO EXCHANGE-TRADED FD T	790,300	$20.39M	2.4%	$25.80	$25.80	—	NATL AMT MUNI	46138E537
—	ELDORADO RESORTS INC	1,067,500	$15.37M	1.8%	$14.40	$45.01	—	COM	28470R102
—	PDL BIOPHARMA INC	4,900,000	$13.82M	1.6%	$2.82	$2.82	—	COM	69329Y104
ITM	VANECK VECTORS ETF TR	230,100	$11.3M	1.3%	$49.13	$49.13	—	AMT FREE INT ETF	92189H201
CMLS	CUMULUS MEDIA INC	1,792,000	$9.713M	1.1%	$5.42 *	$18.20	-34.2%	COM CLASS A	231082801
—	MONTAGE RES CORP	2,282,800	$5.136M	0.6%	$2.25	$7.94	—	COM	61179L100
—	PENN VA CORP	1,011,300	$3.125M	0.4%	$3.09	$29.07	—	COM	70788V102
SPSB	SPDR SER TR	11,000	$333K	0.0%	$30.27	$30.27	—	PORTFOLIO SHORT	78464A474
—	MCDERMOTT INTL INC	62,994	$4,000	0.0%	$0.06	$0.68	—	COM	580037703