Silver Point Capital L.P. Quant / Systematic

CIK: 0001332784 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 16, 2021

Total Value ($000): $1,825,082 (97.7% shares, 2.3% debt)

Holdings (13)

GPOR GULFPORT ENERGY CORP 28.7%

Value ($000) $524,377 Shares 8,104,750 Est. Cost $64.14 Unrealized 0.0%

— DENBURY INC 18.6%

Value ($000) $339,214 Shares 4,418,000 Est. Cost $49.28 Unrealized —

PCG PG&E CORP 15.5%

Value ($000) $282,013 Shares 27,729,931 Est. Cost $13.41 Unrealized -20.9%

— FRONTIER COMMUNICATIONS PARE 13.0%

Value ($000) $238,045 Shares 9,016,872 Est. Cost $26.40 Unrealized —

MSC STUDIO CITY INTL HLDGS LTD 9.7%

Value ($000) $177,225 Shares 15,384,103 Est. Cost $16.64 Unrealized —

IHRT IHEARTMEDIA INC 6.5%

Value ($000) $118,142 Shares 4,387,000 Est. Cost $15.24 Unrealized +45.3%

— RETAIL VALUE INC 2.5%

Value ($000) $45,636 Shares 2,098,200 Est. Cost $20.04 Unrealized —

— INTERCEPT PHARMACEUTICALS IN 1.9%

Value ($000) $34,151 Shares 38,808,000 Est. Cost $0.78 Unrealized —

CMLS CUMULUS MEDIA INC 1.4%

Value ($000) $26,253 Shares 1,792,000 Est. Cost $18.20 Unrealized -41.8%

AMR ALPHA METALLURGICAL RESOUR I 1.0%

Value ($000) $17,513 Shares 683,300 Est. Cost $13.54 Unrealized +20.5%

LNSR LENSAR INC 0.5%

Value ($000) $9,122 Shares 1,053,389 Est. Cost $8.58 Unrealized -9.8%

— GOGO INC 0.4%

Value ($000) $7,559 Shares 3,750,000 Est. Cost $1.64 Unrealized —

— GOODRICH PETE CORP 0.3%

Value ($000) $5,832 Shares 390,600 Est. Cost $14.93 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GPOR	GULFPORT ENERGY CORP	8,104,750	$524,377	28.7%	$64.14	0.0%	COMMON SHARES	402635502
—	DENBURY INC	4,418,000	$339,214	18.6%	$49.28	—	COM	24790A101
PCG	PG&E CORP	27,729,931	$282,013	15.5%	$13.41	-20.9%	COM	69331C108
—	FRONTIER COMMUNICATIONS PARE	9,016,872	$238,045	13.0%	$26.40	—	COM	35909D109
MSC	STUDIO CITY INTL HLDGS LTD	15,384,103	$177,225	9.7%	$16.64	—	SPON ADS	86389T106
IHRT	IHEARTMEDIA INC	4,387,000	$118,142	6.5%	$15.24	+45.3%	COM CLA	45174J509
—	RETAIL VALUE INC	2,098,200	$45,636	2.5%	$20.04	—	COM	76133Q102
—	INTERCEPT PHARMACEUTICALS IN	38,808,000	$34,151	1.9%	$0.78	—	NOTE 3.250% 7/0	45845PAA6
CMLS	CUMULUS MEDIA INC	1,792,000	$26,253	1.4%	$18.20	-41.8%	COM CLA	231082801
AMR	ALPHA METALLURGICAL RESOUR I	683,300	$17,513	1.0%	$13.54	+20.5%	COM	020764106
LNSR	LENSAR INC	1,053,389	$9,122	0.5%	$8.58	-9.8%	COM	52634L108
—	GOGO INC	3,750,000	$7,559	0.4%	$1.64	—	NOTE 6.000% 5/1	38046CAD1
—	GOODRICH PETE CORP	390,600	$5,832	0.3%	$14.93	—	COM PAR	382410843