Silver Point Capital L.P. Quant / Systematic

Location: Greenwich, CT

CIK: 0001332784 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value: $1.04B (99.9% shares, 0.1% debt)

Holdings (32)

AIG AMERICAN INTL GROUP INC 34.3%

Value $357M Shares 7,338,400 Share Price $48.63 * Est. Cost/Share $32.51 Unrealized @ Report Date +10.8%

— DELPHI AUTOMOTIVE PLC 22.1%

Value $230M Shares 3,935,420 Share Price $58.42 Est. Cost/Share $50.69 Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 9.4%

Value $97.33M Shares 578,999 Share Price $168.10 Est. Cost/Share $168.10 Unrealized @ Report Date —

— E TRADE FINANCIAL CORP 6.9%

Value $71.78M Shares 4,350,000 Share Price $16.50 Est. Cost/Share $12.66 Unrealized @ Report Date —

VC VISTEON CORP 5.0%

Value $52.25M Shares 690,779 Share Price $75.64 * Est. Cost/Share $34.83 Unrealized @ Report Date +15.0%

— MASONITE INTL CORP NEW 3.9%

Value $40.07M Shares 818,847 Share Price $48.93 Est. Cost/Share $48.93 Unrealized @ Report Date —

GM GENERAL MTRS CO 3.2%

Value $32.77M Shares 911,002 Share Price $35.97 * Est. Cost/Share $23.62 Unrealized @ Report Date +13.2%

DAN DANA HLDG CORP 2.1%

Value $21.87M Shares 957,696 Share Price $22.84 * Est. Cost/Share $14.00 Unrealized @ Report Date +22.7%

— AMERICAN INTL GROUP INC 2.0%

Value $20.99M Shares 1,107,864 Share Price $18.95 Est. Cost/Share $18.24 Unrealized @ Report Date —

— VONAGE HLDGS CORP 1.8%

Value $19.06M Shares 6,069,900 Share Price $3.14 Est. Cost/Share $2.83 Unrealized @ Report Date —

NWSA NEWS CORP NEW 1.5%

Value $15.26M Shares 950,000 Share Price $16.06 * Est. Cost/Share $14.03 Unrealized @ Report Date 0.0%

SXC SUNCOKE ENERGY INC 1.1%

Value $10.93M Shares 642,683 Share Price $17.00 * Est. Cost/Share $15.30 Unrealized @ Report Date +3.9%

— JPMORGAN CHASE & CO 1.0%

Value $10.73M Shares 640,000 Share Price $16.76 Est. Cost/Share $15.60 Unrealized @ Report Date —

OSG AMBAC FINL GROUP INC 1.0%

Value $9.978M Shares 550,037 Share Price $18.14 * Est. Cost/Share $24.24 Unrealized @ Report Date -6.0%

— GENERAL MTRS CO 0.8%

Value $7.905M Shares 425,000 Share Price $18.60 Est. Cost/Share $16.35 Unrealized @ Report Date —

— CAPITAL ONE FINL CORP 0.7%

Value $7.278M Shares 250,200 Share Price $29.09 Est. Cost/Share $24.23 Unrealized @ Report Date —

NXST NEXSTAR BROADCASTING GROUP I 0.7%

Value $7.121M Shares 160,000 Share Price $44.51 * Est. Cost/Share $19.49 Unrealized @ Report Date +35.9%

— SPDR S&P 500 ETF TR 0.6%

Value $6.441M Shares 24,400 Share Price $263.98 Est. Cost/Share — Unrealized @ Report Date —

— TOWER GROUP INTL LTD 0.4%

Value $4.606M Shares 658,000 Share Price $7.00 Est. Cost/Share $7.00 Unrealized @ Report Date —

GTN GRAY TELEVISION INC 0.4%

Value $4.121M Shares 525,000 Share Price $7.85 * Est. Cost/Share $5.99 Unrealized @ Report Date +25.0%

— WCI CMNTYS INC 0.4%

Value $3.64M Shares 210,881 Share Price $17.26 Est. Cost/Share $17.26 Unrealized @ Report Date —

— MEADOWBROOK INS GROUP INC 0.3%

Value $2.925M Shares 450,000 Share Price $6.50 Est. Cost/Share $6.50 Unrealized @ Report Date —

— AMBAC FINL GROUP INC 0.1%

Value $1.509M Shares 125,000 Share Price $12.07 Est. Cost/Share $12.20 Unrealized @ Report Date —

— TOWER GROUP INC 0.1%

Value $905K Shares 1,000,000 Share Price $0.91 Est. Cost/Share $0.91 Unrealized @ Report Date —

— WESTERN ASSET MGD HI INCM FD 0.1%

Value $569K Shares 100,000 Share Price $5.69 Est. Cost/Share $5.84 Unrealized @ Report Date —

— BLACKROCK CORPOR HIGH YLD FD 0.1%

Value $539K Shares 75,000 Share Price $7.19 Est. Cost/Share $7.29 Unrealized @ Report Date —

— WESTERN ASSET HIGH INCM OPP 0.1%

Value $537K Shares 90,000 Share Price $5.97 Est. Cost/Share $5.94 Unrealized @ Report Date —

CM CDN IMPERIAL BK OF COMMERCE 0.0%

Value $501K Shares 6,300 Share Price $79.52 * Est. Cost/Share $20.76 Unrealized @ Report Date +0.9%

— APOLLO TACTICAL INCOME FD IN 0.0%

Value $418K Shares 25,000 Share Price $16.72 Est. Cost/Share $18.08 Unrealized @ Report Date —

— NEUBERGER BERMAN HGH YLD FD 0.0%

Value $327K Shares 25,000 Share Price $13.08 Est. Cost/Share $12.84 Unrealized @ Report Date —

BWA BORGWARNER INC 0.0%

Value $307K Shares 3,028 Share Price $101.39 * Est. Cost/Share $35.23 Unrealized @ Report Date 0.0%

— 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	7,338,400	$357M	34.3%	$48.63 *	$32.51	+10.8%	COM NEW	026874784
—	DELPHI AUTOMOTIVE PLC	3,935,420	$230M	22.1%	$58.42	$50.69	—	SHS	G27823106
SPY	SPDR S&P 500 ETF TR	578,999	$97.33M	9.4%	$168.10	$168.10	—	TR UNIT	78462F103
—	E TRADE FINANCIAL CORP	4,350,000	$71.78M	6.9%	$16.50	$12.66	—	COM NEW	269246401
VC	VISTEON CORP	690,779	$52.25M	5.0%	$75.64 *	$34.83	+15.0%	COM NEW	92839U206
—	MASONITE INTL CORP NEW	818,847	$40.07M	3.9%	$48.93	$48.93	—	COM	575385109
GM	GENERAL MTRS CO	911,002	$32.77M	3.2%	$35.97 *	$23.62	+13.2%	COM	37045V100
DAN	DANA HLDG CORP	957,696	$21.87M	2.1%	$22.84 *	$14.00	+22.7%	COM	235825205
—	AMERICAN INTL GROUP INC	1,107,864	$20.99M	2.0%	$18.95	$18.24	—	*W EXP 01/19/202	026874156
—	VONAGE HLDGS CORP	6,069,900	$19.06M	1.8%	$3.14	$2.83	—	COM	92886T201
NWSA	NEWS CORP NEW	950,000	$15.26M	1.5%	$16.06 *	$14.03	0.0%	CL A	65249B109
SXC	SUNCOKE ENERGY INC	642,683	$10.93M	1.1%	$17.00 *	$15.30	+3.9%	COM	86722A103
—	JPMORGAN CHASE & CO	640,000	$10.73M	1.0%	$16.76	$15.60	—	*W EXP 10/28/201	46634E114
OSG	AMBAC FINL GROUP INC	550,037	$9.978M	1.0%	$18.14 *	$24.24	-6.0%	COM NEW	023139884
—	GENERAL MTRS CO	425,000	$7.905M	0.8%	$18.60	$16.35	—	*W EXP 07/10/201	37045V126
—	CAPITAL ONE FINL CORP	250,200	$7.278M	0.7%	$29.09	$24.23	—	*W EXP 11/14/201	14040H139
NXST	NEXSTAR BROADCASTING GROUP I	160,000	$7.121M	0.7%	$44.51 *	$19.49	+35.9%	CL A	65336K103
—	SPDR S&P 500 ETF TR	24,400	$6.441M	0.6%	$263.98	—	—	Put	78462F953
—	TOWER GROUP INTL LTD	658,000	$4.606M	0.4%	$7.00	$7.00	—	COM	G8988C105
GTN	GRAY TELEVISION INC	525,000	$4.121M	0.4%	$7.85 *	$5.99	+25.0%	COM	389375106
—	WCI CMNTYS INC	210,881	$3.64M	0.4%	$17.26	$17.26	—	COM PAR $0.01	92923C807
—	MEADOWBROOK INS GROUP INC	450,000	$2.925M	0.3%	$6.50	$6.50	—	COM	58319P108
—	AMBAC FINL GROUP INC	125,000	$1.509M	0.1%	$12.07	$12.20	—	*W EXP 04/30/202	023139116
—	TOWER GROUP INC	1,000,000	$905K	0.1%	$0.91	$0.91	—	NOTE 5.000% 9/1	891777AC8
—	WESTERN ASSET MGD HI INCM FD	100,000	$569K	0.1%	$5.69	$5.84	—	COM	95766L107
—	BLACKROCK CORPOR HIGH YLD FD	75,000	$539K	0.1%	$7.19	$7.29	—	COM	09255L106
—	WESTERN ASSET HIGH INCM OPP	90,000	$537K	0.1%	$5.97	$5.94	—	COM	95766K109
CM	CDN IMPERIAL BK OF COMMERCE	6,300	$501K	0.0%	$79.52 *	$20.76	+0.9%	COM	136069101
—	APOLLO TACTICAL INCOME FD IN	25,000	$418K	0.0%	$16.72	$18.08	—	COM	037638103
—	NEUBERGER BERMAN HGH YLD FD	25,000	$327K	0.0%	$13.08	$12.84	—	COM	64128C106
BWA	BORGWARNER INC	3,028	$307K	0.0%	$101.39 *	$35.23	0.0%	COM	099724106
—	INVESCO HIGH INCOME TR II	10,000	$159K	0.0%	$15.90	$15.90	—	COM	46131F101