Silver Point Capital L.P. Quant / Systematic

CIK: 0001332784 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 16, 2020

Total Value ($000): $819,824 (96.2% shares, 3.8% debt)

Holdings (12)

PCG PG&E CORP 46.9%

Value ($000) $384,812 Shares 40,981,049 Est. Cost $13.41 Unrealized -31.7%

MSC STUDIO CITY INTL HLDGS LTD 30.5%

Value ($000) $250,438 Shares 15,392,680 Est. Cost $16.64 Unrealized —

CZR CAESARS ENTERTAINMENT INC NE 8.3%

Value ($000) $68,013 Shares 1,213,217 Est. Cost $43.94 Unrealized 0.0%

FE FIRSTENERGY CORP 5.4%

Value ($000) $44,357 Shares 1,545,000 Est. Cost $25.02 Unrealized 0.0%

— PDL BIOPHARMA INC 2.5%

Value ($000) $20,236 Shares 6,424,000 Est. Cost $2.90 Unrealized —

— GUESS INC 1.7%

Value ($000) $13,927 Shares 17,300,000 Est. Cost $0.72 Unrealized —

— INTERCEPT PHARMACEUTICALS IN 1.3%

Value ($000) $10,911 Shares 13,600,000 Est. Cost $0.80 Unrealized —

CMLS CUMULUS MEDIA INC 1.2%

Value ($000) $9,623 Shares 1,792,000 Est. Cost $18.20 Unrealized -74.3%

— GOGO INC 0.8%

Value ($000) $6,150 Shares 3,750,000 Est. Cost $1.64 Unrealized —

— PENN VA CORP 0.7%

Value ($000) $5,627 Shares 571,300 Est. Cost $29.07 Unrealized —

GOGO GOGO INC 0.5%

Value ($000) $3,801 Shares 411,330 Est. Cost $5.46 Unrealized 0.0%

— MONTAGE RES CORP 0.2%

Value ($000) $1,929 Shares 439,460 Est. Cost $7.94 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
PCG	PG&E CORP	40,981,049	$384,812	46.9%	$13.41	-31.7%	COM	69331C108
MSC	STUDIO CITY INTL HLDGS LTD	15,392,680	$250,438	30.5%	$16.64	—	SPON ADS	86389T106
CZR	CAESARS ENTERTAINMENT INC NE	1,213,217	$68,013	8.3%	$43.94	0.0%	COM	12769G100
FE	FIRSTENERGY CORP	1,545,000	$44,357	5.4%	$25.02	0.0%	COM	337932107
—	PDL BIOPHARMA INC	6,424,000	$20,236	2.5%	$2.90	—	COM	69329Y104
—	GUESS INC	17,300,000	$13,927	1.7%	$0.72	—	NOTE 2.000% 4/1	401617AD7
—	INTERCEPT PHARMACEUTICALS IN	13,600,000	$10,911	1.3%	$0.80	—	NOTE 3.250% 7/0	45845PAA6
CMLS	CUMULUS MEDIA INC	1,792,000	$9,623	1.2%	$18.20	-74.3%	COM CL A	231082801
—	GOGO INC	3,750,000	$6,150	0.8%	$1.64	—	NOTE 6.000% 5/1	38046CAD1
—	PENN VA CORP	571,300	$5,627	0.7%	$29.07	—	COM	70788V102
GOGO	GOGO INC	411,330	$3,801	0.5%	$5.46	0.0%	COM	38046C109
—	MONTAGE RES CORP	439,460	$1,929	0.2%	$7.94	—	COM	61179L100