Silver Point Capital L.P. Quant / Systematic

CIK: 0001332784 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 14, 2020

Total Value ($000): $853,404 (100.0% shares, 0.0% debt)

Holdings (18)

MSC STUDIO CITY INTL HLDGS LTD 25.6%

Value ($000) $218,073 Shares 10,795,717 Est. Cost $16.80 Unrealized —

PCG PG&E CORP 25.3%

Value ($000) $215,812 Shares 24,005,767 Est. Cost $15.36 Unrealized -14.5%

VCIT VANGUARD SCOTTSDALE FDS 9.9%

Value ($000) $84,913 Shares 975,000 Est. Cost $87.09 Unrealized —

LQD ISHARES TR 9.5%

Value ($000) $80,899 Shares 655,000 Est. Cost $123.51 Unrealized —

MUB ISHARES TR 5.5%

Value ($000) $47,329 Shares 418,800 Est. Cost $113.01 Unrealized —

VCLT VANGUARD SCOTTSDALE FDS 4.9%

Value ($000) $41,766 Shares 430,000 Est. Cost $97.13 Unrealized —

— CAESARS ENTMT CORP 4.3%

Value ($000) $36,642 Shares 5,420,449 Est. Cost $11.45 Unrealized —

SPY SPDR S&P 500 ETF TR 3.0%

Value ($000) $25,775 Shares 100,000 Est. Cost — Unrealized —

TFI SPDR SER TR 2.7%

Value ($000) $23,000 Shares 460,000 Est. Cost $50.00 Unrealized —

PZA INVESCO EXCHANGE-TRADED FD T 2.4%

Value ($000) $20,390 Shares 790,300 Est. Cost $25.80 Unrealized —

— ELDORADO RESORTS INC 1.8%

Value ($000) $15,372 Shares 1,067,500 Est. Cost $45.01 Unrealized —

— PDL BIOPHARMA INC 1.6%

Value ($000) $13,818 Shares 4,900,000 Est. Cost $2.82 Unrealized —

ITM VANECK VECTORS ETF TR 1.3%

Value ($000) $11,304 Shares 230,100 Est. Cost $49.13 Unrealized —

CMLS CUMULUS MEDIA INC 1.1%

Value ($000) $9,713 Shares 1,792,000 Est. Cost $18.20 Unrealized -34.2%

— MONTAGE RES CORP 0.6%

Value ($000) $5,136 Shares 2,282,800 Est. Cost $7.94 Unrealized —

— PENN VA CORP 0.4%

Value ($000) $3,125 Shares 1,011,300 Est. Cost $29.07 Unrealized —

SPSB SPDR SER TR 0.0%

Value ($000) $333 Shares 11,000 Est. Cost $30.27 Unrealized —

— MCDERMOTT INTL INC 0.0%

Value ($000) $4 Shares 62,994 Est. Cost $0.68 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
MSC	STUDIO CITY INTL HLDGS LTD	10,795,717	$218,073	25.6%	$16.80	—	SPON ADS	86389T106
PCG	PG&E CORP	24,005,767	$215,812	25.3%	$15.36	-14.5%	COM	69331C108
VCIT	VANGUARD SCOTTSDALE FDS	975,000	$84,913	9.9%	$87.09	—	INT-TERM CORP	92206C870
LQD	ISHARES TR	655,000	$80,899	9.5%	$123.51	—	IBOXX INV CP ETF	464287242
MUB	ISHARES TR	418,800	$47,329	5.5%	$113.01	—	NATIONAL MUN ETF	464288414
VCLT	VANGUARD SCOTTSDALE FDS	430,000	$41,766	4.9%	$97.13	—	LG-TERM COR BD	92206C813
—	CAESARS ENTMT CORP	5,420,449	$36,642	4.3%	$11.45	—	COM	127686103
SPY	SPDR S&P 500 ETF TR	100,000	$25,775	3.0%	—	—	Call	78462F103
TFI	SPDR SER TR	460,000	$23,000	2.7%	$50.00	—	NUVEEN BRC MUNIC	78468R721
PZA	INVESCO EXCHANGE-TRADED FD T	790,300	$20,390	2.4%	$25.80	—	NATL AMT MUNI	46138E537
—	ELDORADO RESORTS INC	1,067,500	$15,372	1.8%	$45.01	—	COM	28470R102
—	PDL BIOPHARMA INC	4,900,000	$13,818	1.6%	$2.82	—	COM	69329Y104
ITM	VANECK VECTORS ETF TR	230,100	$11,304	1.3%	$49.13	—	AMT FREE INT ETF	92189H201
CMLS	CUMULUS MEDIA INC	1,792,000	$9,713	1.1%	$18.20	-34.2%	COM CLASS A	231082801
—	MONTAGE RES CORP	2,282,800	$5,136	0.6%	$7.94	—	COM	61179L100
—	PENN VA CORP	1,011,300	$3,125	0.4%	$29.07	—	COM	70788V102
SPSB	SPDR SER TR	11,000	$333	0.0%	$30.27	—	PORTFOLIO SHORT	78464A474
—	MCDERMOTT INTL INC	62,994	$4	0.0%	$0.68	—	COM	580037703