Silver Point Capital L.P. Quant / Systematic

Location: Greenwich, CT

CIK: 0001332784 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 14, 2013

Total Value: $971M (100.0% shares, 0.0% debt)

Holdings (24)

AIG AMERICAN INTL GROUP INC 36.8%

Value $357M Shares 7,988,400 Share Price $44.70 * Est. Cost/Share $32.51 Unrealized @ Report Date 0.0%

— DELPHI AUTOMOTIVE PLC 28.5%

Value $277M Shares 5,460,420 Share Price $50.69 Est. Cost/Share $50.69 Unrealized @ Report Date —

VC VISTEON CORP 8.6%

Value $83.42M Shares 1,321,540 Share Price $63.12 * Est. Cost/Share $34.83 Unrealized @ Report Date 0.0%

— E TRADE FINANCIAL CORP 5.7%

Value $55.07M Shares 4,350,000 Share Price $12.66 Est. Cost/Share $12.66 Unrealized @ Report Date —

DAN DANA HLDG CORP 4.6%

Value $44.67M Shares 2,319,396 Share Price $19.26 * Est. Cost/Share $14.00 Unrealized @ Report Date 0.0%

GM GENERAL MTRS CO 3.1%

Value $30.34M Shares 911,002 Share Price $33.31 * Est. Cost/Share $23.62 Unrealized @ Report Date 0.0%

NXST NEXSTAR BROADCASTING GROUP I 2.4%

Value $23.05M Shares 650,000 Share Price $35.46 * Est. Cost/Share $19.49 Unrealized @ Report Date 0.0%

— VONAGE HLDGS CORP 2.1%

Value $20.37M Shares 7,196,900 Share Price $2.83 Est. Cost/Share $2.83 Unrealized @ Report Date —

— AMERICAN INTL GROUP INC 2.1%

Value $20.21M Shares 1,107,864 Share Price $18.24 Est. Cost/Share $18.24 Unrealized @ Report Date —

OSG AMBAC FINL GROUP INC 2.0%

Value $19.29M Shares 809,668 Share Price $23.83 Est. Cost/Share $24.24 Unrealized @ Report Date 0.0%

— JPMORGAN CHASE & CO 1.0%

Value $9.984M Shares 640,000 Share Price $15.60 Est. Cost/Share $15.60 Unrealized @ Report Date —

SXC SUNCOKE ENERGY INC 0.9%

Value $9.01M Shares 642,683 Share Price $14.02 * Est. Cost/Share $15.30 Unrealized @ Report Date 0.0%

— GENERAL MTRS CO 0.7%

Value $6.949M Shares 425,000 Share Price $16.35 Est. Cost/Share $16.35 Unrealized @ Report Date —

— CAPITAL ONE FINL CORP 0.6%

Value $6.062M Shares 250,200 Share Price $24.23 Est. Cost/Share $24.23 Unrealized @ Report Date —

GTN GRAY TELEVISION INC 0.4%

Value $3.78M Shares 525,000 Share Price $7.20 * Est. Cost/Share $5.99 Unrealized @ Report Date 0.0%

— AMBAC FINL GROUP INC 0.2%

Value $1.525M Shares 125,000 Share Price $12.20 Est. Cost/Share $12.20 Unrealized @ Report Date —

— WESTERN ASSET MGD HI INCM FD 0.1%

Value $584K Shares 100,000 Share Price $5.84 Est. Cost/Share $5.84 Unrealized @ Report Date —

— BLACKROCK CORPOR HIGH YLD FD 0.1%

Value $547K Shares 75,000 Share Price $7.29 Est. Cost/Share $7.29 Unrealized @ Report Date —

— WESTERN ASSET HIGH INCM OPP 0.1%

Value $535K Shares 90,000 Share Price $5.94 Est. Cost/Share $5.94 Unrealized @ Report Date —

— APOLLO TACTICAL INCOME FD IN 0.0%

Value $452K Shares 25,000 Share Price $18.08 Est. Cost/Share $18.08 Unrealized @ Report Date —

CM CDN IMPERIAL BK OF COMMERCE 0.0%

Value $447K Shares 6,300 Share Price $70.95 * Est. Cost/Share $20.76 Unrealized @ Report Date 0.0%

— NEUBERGER BERMAN HGH YLD FD 0.0%

Value $321K Shares 25,000 Share Price $12.84 Est. Cost/Share $12.84 Unrealized @ Report Date —

— SPDR S&P 500 ETF TR 0.0%

Value $304K Shares 42,000 Share Price $7.24 Est. Cost/Share — Unrealized @ Report Date —

— INVESCO HIGH INCOME TR II 0.0%

Value $159K Shares 10,000 Share Price $15.90 Est. Cost/Share $15.90 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
AIG	AMERICAN INTL GROUP INC	7,988,400	$357M	36.8%	$44.70 *	$32.51	0.0%	COM NEW	026874784
—	DELPHI AUTOMOTIVE PLC	5,460,420	$277M	28.5%	$50.69	$50.69	—	SHS	G27823106
VC	VISTEON CORP	1,321,540	$83.42M	8.6%	$63.12 *	$34.83	0.0%	COM NEW	92839U206
—	E TRADE FINANCIAL CORP	4,350,000	$55.07M	5.7%	$12.66	$12.66	—	COM NEW	269246401
DAN	DANA HLDG CORP	2,319,396	$44.67M	4.6%	$19.26 *	$14.00	0.0%	COM	235825205
GM	GENERAL MTRS CO	911,002	$30.34M	3.1%	$33.31 *	$23.62	0.0%	COM	37045V100
NXST	NEXSTAR BROADCASTING GROUP I	650,000	$23.05M	2.4%	$35.46 *	$19.49	0.0%	CL A	65336K103
—	VONAGE HLDGS CORP	7,196,900	$20.37M	2.1%	$2.83	$2.83	—	COM	92886T201
—	AMERICAN INTL GROUP INC	1,107,864	$20.21M	2.1%	$18.24	$18.24	—	*W EXP 01/19/202	026874156
OSG	AMBAC FINL GROUP INC	809,668	$19.29M	2.0%	$23.83	$24.24	0.0%	COM NEW	023139884
—	JPMORGAN CHASE & CO	640,000	$9.984M	1.0%	$15.60	$15.60	—	*W EXP 10/28/201	46634E114
SXC	SUNCOKE ENERGY INC	642,683	$9.01M	0.9%	$14.02 *	$15.30	0.0%	COM	86722A103
—	GENERAL MTRS CO	425,000	$6.949M	0.7%	$16.35	$16.35	—	*W EXP 07/10/201	37045V126
—	CAPITAL ONE FINL CORP	250,200	$6.062M	0.6%	$24.23	$24.23	—	*W EXP 11/14/201	14040H139
GTN	GRAY TELEVISION INC	525,000	$3.78M	0.4%	$7.20 *	$5.99	0.0%	COM	389375106
—	AMBAC FINL GROUP INC	125,000	$1.525M	0.2%	$12.20	$12.20	—	*W EXP 04/30/202	023139116
—	WESTERN ASSET MGD HI INCM FD	100,000	$584K	0.1%	$5.84	$5.84	—	COM	95766L107
—	BLACKROCK CORPOR HIGH YLD FD	75,000	$547K	0.1%	$7.29	$7.29	—	COM	09255L106
—	WESTERN ASSET HIGH INCM OPP	90,000	$535K	0.1%	$5.94	$5.94	—	COM	95766K109
—	APOLLO TACTICAL INCOME FD IN	25,000	$452K	0.0%	$18.08	$18.08	—	COM	037638103
CM	CDN IMPERIAL BK OF COMMERCE	6,300	$447K	0.0%	$70.95 *	$20.76	0.0%	COM	136069101
—	NEUBERGER BERMAN HGH YLD FD	25,000	$321K	0.0%	$12.84	$12.84	—	COM	64128C106
—	SPDR S&P 500 ETF TR	42,000	$304K	0.0%	$7.24	—	—	Call	78462F903
—	INVESCO HIGH INCOME TR II	10,000	$159K	0.0%	$15.90	$15.90	—	COM	46131F101