Silver Point Capital L.P. Quant / Systematic

CIK: 0001332784 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 14, 2013

Total Value ($000): $970,950 (100.0% shares, 0.0% debt)

Holdings (24)

AIG AMERICAN INTL GROUP INC 36.8%

Value ($000) $357,081 Shares 7,988,400 Est. Cost $32.51 Unrealized 0.0%

— DELPHI AUTOMOTIVE PLC 28.5%

Value ($000) $276,789 Shares 5,460,420 Est. Cost $50.69 Unrealized —

VC VISTEON CORP 8.6%

Value ($000) $83,416 Shares 1,321,540 Est. Cost $34.83 Unrealized 0.0%

— E TRADE FINANCIAL CORP 5.7%

Value ($000) $55,071 Shares 4,350,000 Est. Cost $12.66 Unrealized —

DAN DANA HLDG CORP 4.6%

Value ($000) $44,672 Shares 2,319,396 Est. Cost $14.00 Unrealized 0.0%

GM GENERAL MTRS CO 3.1%

Value ($000) $30,345 Shares 911,002 Est. Cost $23.62 Unrealized 0.0%

NXST NEXSTAR BROADCASTING GROUP I 2.4%

Value ($000) $23,049 Shares 650,000 Est. Cost $19.49 Unrealized 0.0%

— VONAGE HLDGS CORP 2.1%

Value ($000) $20,367 Shares 7,196,900 Est. Cost $2.83 Unrealized —

— AMERICAN INTL GROUP INC 2.1%

Value ($000) $20,207 Shares 1,107,864 Est. Cost $18.24 Unrealized —

OSG AMBAC FINL GROUP INC 2.0%

Value ($000) $19,294 Shares 809,668 Est. Cost $24.24 Unrealized 0.0%

— JPMORGAN CHASE & CO 1.0%

Value ($000) $9,984 Shares 640,000 Est. Cost $15.60 Unrealized —

SXC SUNCOKE ENERGY INC 0.9%

Value ($000) $9,010 Shares 642,683 Est. Cost $15.30 Unrealized 0.0%

— GENERAL MTRS CO 0.7%

Value ($000) $6,949 Shares 425,000 Est. Cost $16.35 Unrealized —

— CAPITAL ONE FINL CORP 0.6%

Value ($000) $6,062 Shares 250,200 Est. Cost $24.23 Unrealized —

GTN GRAY TELEVISION INC 0.4%

Value ($000) $3,780 Shares 525,000 Est. Cost $5.99 Unrealized 0.0%

— AMBAC FINL GROUP INC 0.2%

Value ($000) $1,525 Shares 125,000 Est. Cost $12.20 Unrealized —

— WESTERN ASSET MGD HI INCM FD 0.1%

Value ($000) $584 Shares 100,000 Est. Cost $5.84 Unrealized —

— BLACKROCK CORPOR HIGH YLD FD 0.1%

Value ($000) $547 Shares 75,000 Est. Cost $7.29 Unrealized —

— WESTERN ASSET HIGH INCM OPP 0.1%

Value ($000) $535 Shares 90,000 Est. Cost $5.94 Unrealized —

— APOLLO TACTICAL INCOME FD IN 0.0%

Value ($000) $452 Shares 25,000 Est. Cost $18.08 Unrealized —

CM CDN IMPERIAL BK OF COMMERCE 0.0%

Value ($000) $447 Shares 6,300 Est. Cost $20.76 Unrealized 0.0%

— NEUBERGER BERMAN HGH YLD FD 0.0%

Value ($000) $321 Shares 25,000 Est. Cost $12.84 Unrealized —

— SPDR S&P 500 ETF TR 0.0%

Value ($000) $304 Shares 42,000 Est. Cost — Unrealized —

— INVESCO HIGH INCOME TR II 0.0%

Value ($000) $159 Shares 10,000 Est. Cost $15.90 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AIG	AMERICAN INTL GROUP INC	7,988,400	$357,081	36.8%	$32.51	0.0%	COM NEW	026874784
—	DELPHI AUTOMOTIVE PLC	5,460,420	$276,789	28.5%	$50.69	—	SHS	G27823106
VC	VISTEON CORP	1,321,540	$83,416	8.6%	$34.83	0.0%	COM NEW	92839U206
—	E TRADE FINANCIAL CORP	4,350,000	$55,071	5.7%	$12.66	—	COM NEW	269246401
DAN	DANA HLDG CORP	2,319,396	$44,672	4.6%	$14.00	0.0%	COM	235825205
GM	GENERAL MTRS CO	911,002	$30,345	3.1%	$23.62	0.0%	COM	37045V100
NXST	NEXSTAR BROADCASTING GROUP I	650,000	$23,049	2.4%	$19.49	0.0%	CL A	65336K103
—	VONAGE HLDGS CORP	7,196,900	$20,367	2.1%	$2.83	—	COM	92886T201
—	AMERICAN INTL GROUP INC	1,107,864	$20,207	2.1%	$18.24	—	*W EXP 01/19/202	026874156
OSG	AMBAC FINL GROUP INC	809,668	$19,294	2.0%	$24.24	0.0%	COM NEW	023139884
—	JPMORGAN CHASE & CO	640,000	$9,984	1.0%	$15.60	—	*W EXP 10/28/201	46634E114
SXC	SUNCOKE ENERGY INC	642,683	$9,010	0.9%	$15.30	0.0%	COM	86722A103
—	GENERAL MTRS CO	425,000	$6,949	0.7%	$16.35	—	*W EXP 07/10/201	37045V126
—	CAPITAL ONE FINL CORP	250,200	$6,062	0.6%	$24.23	—	*W EXP 11/14/201	14040H139
GTN	GRAY TELEVISION INC	525,000	$3,780	0.4%	$5.99	0.0%	COM	389375106
—	AMBAC FINL GROUP INC	125,000	$1,525	0.2%	$12.20	—	*W EXP 04/30/202	023139116
—	WESTERN ASSET MGD HI INCM FD	100,000	$584	0.1%	$5.84	—	COM	95766L107
—	BLACKROCK CORPOR HIGH YLD FD	75,000	$547	0.1%	$7.29	—	COM	09255L106
—	WESTERN ASSET HIGH INCM OPP	90,000	$535	0.1%	$5.94	—	COM	95766K109
—	APOLLO TACTICAL INCOME FD IN	25,000	$452	0.0%	$18.08	—	COM	037638103
CM	CDN IMPERIAL BK OF COMMERCE	6,300	$447	0.0%	$20.76	0.0%	COM	136069101
—	NEUBERGER BERMAN HGH YLD FD	25,000	$321	0.0%	$12.84	—	COM	64128C106
—	SPDR S&P 500 ETF TR	42,000	$304	0.0%	—	—	Call	78462F903
—	INVESCO HIGH INCOME TR II	10,000	$159	0.0%	$15.90	—	COM	46131F101