Silver Point Capital L.P. Quant / Systematic

CIK: 0001332784 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 15, 2021

Total Value ($000): $2,102,965 (99.5% shares, 0.5% debt)

Holdings (12)

GPOR GULFPORT ENERGY CORP 32.1%

Value ($000) $674,780 Shares 8,208,000 Est. Cost $64.21 Unrealized +8.4%

PCG PG&E CORP 17.2%

Value ($000) $362,400 Shares 37,750,000 Est. Cost $12.32 Unrealized -24.3%

— FRONTIER COMMUNICATIONS PARE 13.0%

Value ($000) $274,032 Shares 9,832,500 Est. Cost $26.52 Unrealized —

— DENBURY INC 12.3%

Value ($000) $257,888 Shares 3,671,000 Est. Cost $49.28 Unrealized —

IHRT IHEARTMEDIA INC 12.1%

Value ($000) $254,478 Shares 10,171,000 Est. Cost $20.59 Unrealized +19.7%

MSC STUDIO CITY INTL HLDGS LTD 6.0%

Value ($000) $125,260 Shares 15,331,626 Est. Cost $16.64 Unrealized —

— RETAIL VALUE INC 2.6%

Value ($000) $55,245 Shares 2,098,200 Est. Cost $20.04 Unrealized —

AMR ALPHA METALLURGICAL RESOUR I 1.5%

Value ($000) $32,247 Shares 647,665 Est. Cost $13.54 Unrealized +151.8%

— GOODRICH PETE CORP 1.2%

Value ($000) $25,399 Shares 1,073,510 Est. Cost $20.48 Unrealized —

CMLS CUMULUS MEDIA INC 1.0%

Value ($000) $21,952 Shares 1,792,000 Est. Cost $18.20 Unrealized -33.8%

— GOGO INC 0.5%

Value ($000) $10,994 Shares 3,750,000 Est. Cost $1.64 Unrealized —

LNSR LENSAR INC 0.4%

Value ($000) $8,290 Shares 1,053,389 Est. Cost $8.58 Unrealized -5.4%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GPOR	GULFPORT ENERGY CORP	8,208,000	$674,780	32.1%	$64.21	+8.4%	COMMON SHARES	402635502
PCG	PG&E CORP	37,750,000	$362,400	17.2%	$12.32	-24.3%	COM	69331C108
—	FRONTIER COMMUNICATIONS PARE	9,832,500	$274,032	13.0%	$26.52	—	COM	35909D109
—	DENBURY INC	3,671,000	$257,888	12.3%	$49.28	—	COM	24790A101
IHRT	IHEARTMEDIA INC	10,171,000	$254,478	12.1%	$20.59	+19.7%	COM CLA	45174J509
MSC	STUDIO CITY INTL HLDGS LTD	15,331,626	$125,260	6.0%	$16.64	—	SPONADS	86389T106
—	RETAIL VALUE INC	2,098,200	$55,245	2.6%	$20.04	—	COM	76133Q102
AMR	ALPHA METALLURGICAL RESOUR I	647,665	$32,247	1.5%	$13.54	+151.8%	COM	020764106
—	GOODRICH PETE CORP	1,073,510	$25,399	1.2%	$20.48	—	COM PAR	382410843
CMLS	CUMULUS MEDIA INC	1,792,000	$21,952	1.0%	$18.20	-33.8%	COM CLA	231082801
—	GOGO INC	3,750,000	$10,994	0.5%	$1.64	—	NOTE 6.000% 5/1	38046CAD1
LNSR	LENSAR INC	1,053,389	$8,290	0.4%	$8.58	-5.4%	COM	52634L108