Silver Point Capital L.P. Quant / Systematic

Location: Greenwich, CT

CIK: 0001332784 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: Jun 23, 2021

Total Value: $948M (94.2% shares, 5.8% debt)

Holdings (12)

PCG PG&E CORP 36.0%

Value $342M Shares 29,189,931 Share Price $11.71 Est. Cost/Share $13.41 Unrealized @ Report Date -14.4%

MSC STUDIO CITY INTL HLDGS LTD 21.4%

Value $203M Shares 15,384,103 Share Price $13.20 Est. Cost/Share $16.64 Unrealized @ Report Date —

— DENBURY INC 21.2%

Value $201M Shares 4,206,000 Share Price $47.89 Est. Cost/Share $47.89 Unrealized @ Report Date —

IHRT IHEARTMEDIA INC 5.9%

Value $55.54M Shares 3,060,000 Share Price $18.15 * Est. Cost/Share $12.25 Unrealized @ Report Date +23.3%

— INTERCEPT PHARMACEUTICALS IN 5.1%

Value $48.41M Shares 58,808,000 Share Price $0.82 Est. Cost/Share $0.78 Unrealized @ Report Date —

VST VISTRA CORP 2.8%

Value $26.52M Shares 1,500,000 Share Price $17.68 Est. Cost/Share $17.90 Unrealized @ Report Date 0.0%

— RETAIL VALUE INC 2.3%

Value $22.07M Shares 1,179,800 Share Price $18.71 Est. Cost/Share $18.71 Unrealized @ Report Date —

CMLS CUMULUS MEDIA INC 1.7%

Value $16.32M Shares 1,792,000 Share Price $9.11 * Est. Cost/Share $18.20 Unrealized @ Report Date -46.1%

CZR CAESARS ENTERTAINMENT INC NE 1.1%

Value $10.36M Shares 118,516 Share Price $87.45 * Est. Cost/Share $43.94 Unrealized @ Report Date +91.0%

AMR ALPHA METALLURGICAL RESOUR I 0.9%

Value $8.63M Shares 683,300 Share Price $12.63 * Est. Cost/Share $13.54 Unrealized @ Report Date 0.0%

LNSR LENSAR INC 0.8%

Value $7.648M Shares 1,053,389 Share Price $7.26 * Est. Cost/Share $8.58 Unrealized @ Report Date -9.1%

— GOGO INC 0.7%

Value $6.574M Shares 3,750,000 Share Price $1.75 Est. Cost/Share $1.64 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
PCG	PG&E CORP	29,189,931	$342M	36.0%	$11.71	$13.41	-14.4%	COM	69331C108
MSC	STUDIO CITY INTL HLDGS LTD	15,384,103	$203M	21.4%	$13.20	$16.64	—	SPON ADS	86389T106
—	DENBURY INC	4,206,000	$201M	21.2%	$47.89	$47.89	—	COM	24790A101
IHRT	IHEARTMEDIA INC	3,060,000	$55.54M	5.9%	$18.15 *	$12.25	+23.3%	COM CL A	45174J509
—	INTERCEPT PHARMACEUTICALS IN	58,808,000	$48.41M	5.1%	$0.82	$0.78	—	NOTE 3.250% 7/0	45845PAA6
VST	VISTRA CORP	1,500,000	$26.52M	2.8%	$17.68	$17.90	0.0%	COM	92840M102
—	RETAIL VALUE INC	1,179,800	$22.07M	2.3%	$18.71	$18.71	—	COM	76133Q102
CMLS	CUMULUS MEDIA INC	1,792,000	$16.32M	1.7%	$9.11 *	$18.20	-46.1%	COM CL A	231082801
CZR	CAESARS ENTERTAINMENT INC NE	118,516	$10.36M	1.1%	$87.45 *	$43.94	+91.0%	COM	12769G100
AMR	ALPHA METALLURGICAL RESOUR I	683,300	$8.63M	0.9%	$12.63 *	$13.54	0.0%	COM	020764106
LNSR	LENSAR INC	1,053,389	$7.648M	0.8%	$7.26 *	$8.58	-9.1%	COM	52634L108
—	GOGO INC	3,750,000	$6.574M	0.7%	$1.75	$1.64	—	NOTE 6.000% 5/1	38046CAD1