Silver Point Capital L.P. Quant / Systematic

CIK: 0001332784 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value ($000): $1,039,586 (99.9% shares, 0.1% debt)

Holdings (32)

AIG AMERICAN INTL GROUP INC 34.3%

Value ($000) $356,866 Shares 7,338,400 Est. Cost $32.51 Unrealized +10.8%

— DELPHI AUTOMOTIVE PLC 22.1%

Value ($000) $229,907 Shares 3,935,420 Est. Cost $50.69 Unrealized —

SPY SPDR S&P 500 ETF TR 9.4%

Value ($000) $97,330 Shares 578,999 Est. Cost $168.10 Unrealized —

— E TRADE FINANCIAL CORP 6.9%

Value ($000) $71,775 Shares 4,350,000 Est. Cost $12.66 Unrealized —

VC VISTEON CORP 5.0%

Value ($000) $52,251 Shares 690,779 Est. Cost $34.83 Unrealized +15.0%

— MASONITE INTL CORP NEW 3.9%

Value ($000) $40,066 Shares 818,847 Est. Cost $48.93 Unrealized —

GM GENERAL MTRS CO 3.2%

Value ($000) $32,769 Shares 911,002 Est. Cost $23.62 Unrealized +13.2%

DAN DANA HLDG CORP 2.1%

Value ($000) $21,874 Shares 957,696 Est. Cost $14.00 Unrealized +22.7%

— AMERICAN INTL GROUP INC 2.0%

Value ($000) $20,994 Shares 1,107,864 Est. Cost $18.24 Unrealized —

— VONAGE HLDGS CORP 1.8%

Value ($000) $19,059 Shares 6,069,900 Est. Cost $2.83 Unrealized —

NWSA NEWS CORP NEW 1.5%

Value ($000) $15,257 Shares 950,000 Est. Cost $14.03 Unrealized 0.0%

SXC SUNCOKE ENERGY INC 1.1%

Value ($000) $10,926 Shares 642,683 Est. Cost $15.30 Unrealized +3.9%

— JPMORGAN CHASE & CO 1.0%

Value ($000) $10,726 Shares 640,000 Est. Cost $15.60 Unrealized —

OSG AMBAC FINL GROUP INC 1.0%

Value ($000) $9,978 Shares 550,037 Est. Cost $24.24 Unrealized -6.0%

— GENERAL MTRS CO 0.8%

Value ($000) $7,905 Shares 425,000 Est. Cost $16.35 Unrealized —

— CAPITAL ONE FINL CORP 0.7%

Value ($000) $7,278 Shares 250,200 Est. Cost $24.23 Unrealized —

NXST NEXSTAR BROADCASTING GROUP I 0.7%

Value ($000) $7,121 Shares 160,000 Est. Cost $19.49 Unrealized +35.9%

— SPDR S&P 500 ETF TR 0.6%

Value ($000) $6,441 Shares 24,400 Est. Cost — Unrealized —

— TOWER GROUP INTL LTD 0.4%

Value ($000) $4,606 Shares 658,000 Est. Cost $7.00 Unrealized —

GTN GRAY TELEVISION INC 0.4%

Value ($000) $4,121 Shares 525,000 Est. Cost $5.99 Unrealized +25.0%

— WCI CMNTYS INC 0.4%

Value ($000) $3,640 Shares 210,881 Est. Cost $17.26 Unrealized —

— MEADOWBROOK INS GROUP INC 0.3%

Value ($000) $2,925 Shares 450,000 Est. Cost $6.50 Unrealized —

— AMBAC FINL GROUP INC 0.1%

Value ($000) $1,509 Shares 125,000 Est. Cost $12.20 Unrealized —

— TOWER GROUP INC 0.1%

Value ($000) $905 Shares 1,000,000 Est. Cost $0.91 Unrealized —

— WESTERN ASSET MGD HI INCM FD 0.1%

Value ($000) $569 Shares 100,000 Est. Cost $5.84 Unrealized —

— BLACKROCK CORPOR HIGH YLD FD 0.1%

Value ($000) $539 Shares 75,000 Est. Cost $7.29 Unrealized —

— WESTERN ASSET HIGH INCM OPP 0.1%

Value ($000) $537 Shares 90,000 Est. Cost $5.94 Unrealized —

CM CDN IMPERIAL BK OF COMMERCE 0.0%

Value ($000) $501 Shares 6,300 Est. Cost $20.76 Unrealized +0.9%

— APOLLO TACTICAL INCOME FD IN 0.0%

Value ($000) $418 Shares 25,000 Est. Cost $18.08 Unrealized —

— NEUBERGER BERMAN HGH YLD FD 0.0%

Value ($000) $327 Shares 25,000 Est. Cost $12.84 Unrealized —

BWA BORGWARNER INC 0.0%

Value ($000) $307 Shares 3,028 Est. Cost $35.23 Unrealized 0.0%

— 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	7,338,400	$356,866	34.3%	$32.51	+10.8%	COM NEW	026874784
—	DELPHI AUTOMOTIVE PLC	3,935,420	$229,907	22.1%	$50.69	—	SHS	G27823106
SPY	SPDR S&P 500 ETF TR	578,999	$97,330	9.4%	$168.10	—	TR UNIT	78462F103
—	E TRADE FINANCIAL CORP	4,350,000	$71,775	6.9%	$12.66	—	COM NEW	269246401
VC	VISTEON CORP	690,779	$52,251	5.0%	$34.83	+15.0%	COM NEW	92839U206
—	MASONITE INTL CORP NEW	818,847	$40,066	3.9%	$48.93	—	COM	575385109
GM	GENERAL MTRS CO	911,002	$32,769	3.2%	$23.62	+13.2%	COM	37045V100
DAN	DANA HLDG CORP	957,696	$21,874	2.1%	$14.00	+22.7%	COM	235825205
—	AMERICAN INTL GROUP INC	1,107,864	$20,994	2.0%	$18.24	—	*W EXP 01/19/202	026874156
—	VONAGE HLDGS CORP	6,069,900	$19,059	1.8%	$2.83	—	COM	92886T201
NWSA	NEWS CORP NEW	950,000	$15,257	1.5%	$14.03	0.0%	CL A	65249B109
SXC	SUNCOKE ENERGY INC	642,683	$10,926	1.1%	$15.30	+3.9%	COM	86722A103
—	JPMORGAN CHASE & CO	640,000	$10,726	1.0%	$15.60	—	*W EXP 10/28/201	46634E114
OSG	AMBAC FINL GROUP INC	550,037	$9,978	1.0%	$24.24	-6.0%	COM NEW	023139884
—	GENERAL MTRS CO	425,000	$7,905	0.8%	$16.35	—	*W EXP 07/10/201	37045V126
—	CAPITAL ONE FINL CORP	250,200	$7,278	0.7%	$24.23	—	*W EXP 11/14/201	14040H139
NXST	NEXSTAR BROADCASTING GROUP I	160,000	$7,121	0.7%	$19.49	+35.9%	CL A	65336K103
—	SPDR S&P 500 ETF TR	24,400	$6,441	0.6%	—	—	Put	78462F953
—	TOWER GROUP INTL LTD	658,000	$4,606	0.4%	$7.00	—	COM	G8988C105
GTN	GRAY TELEVISION INC	525,000	$4,121	0.4%	$5.99	+25.0%	COM	389375106
—	WCI CMNTYS INC	210,881	$3,640	0.4%	$17.26	—	COM PAR $0.01	92923C807
—	MEADOWBROOK INS GROUP INC	450,000	$2,925	0.3%	$6.50	—	COM	58319P108
—	AMBAC FINL GROUP INC	125,000	$1,509	0.1%	$12.20	—	*W EXP 04/30/202	023139116
—	TOWER GROUP INC	1,000,000	$905	0.1%	$0.91	—	NOTE 5.000% 9/1	891777AC8
—	WESTERN ASSET MGD HI INCM FD	100,000	$569	0.1%	$5.84	—	COM	95766L107
—	BLACKROCK CORPOR HIGH YLD FD	75,000	$539	0.1%	$7.29	—	COM	09255L106
—	WESTERN ASSET HIGH INCM OPP	90,000	$537	0.1%	$5.94	—	COM	95766K109
CM	CDN IMPERIAL BK OF COMMERCE	6,300	$501	0.0%	$20.76	+0.9%	COM	136069101
—	APOLLO TACTICAL INCOME FD IN	25,000	$418	0.0%	$18.08	—	COM	037638103
—	NEUBERGER BERMAN HGH YLD FD	25,000	$327	0.0%	$12.84	—	COM	64128C106
BWA	BORGWARNER INC	3,028	$307	0.0%	$35.23	0.0%	COM	099724106
—	INVESCO HIGH INCOME TR II	10,000	$159	0.0%	$15.90	—	COM	46131F101