Silver Point Capital L.P. Quant / Systematic

Location: Greenwich, CT

CIK: 0001332784 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 14, 2014

Total Value: $1.218B (99.8% shares, 0.2% debt)

Holdings (32)

AIG AMERICAN INTL GROUP INC 30.8%

Value $375M Shares 7,338,400 Share Price $51.05 * Est. Cost/Share $32.51 Unrealized @ Report Date +16.5%

CPS COOPER STD HLDGS INC 19.0%

Value $232M Shares 4,715,153 Share Price $49.11 * Est. Cost/Share $50.83 Unrealized @ Report Date 0.0%

— DELPHI AUTOMOTIVE PLC 12.5%

Value $152M Shares 2,530,706 Share Price $60.13 Est. Cost/Share $50.69 Unrealized @ Report Date —

— E TRADE FINANCIAL CORP 5.0%

Value $60.88M Shares 3,100,000 Share Price $19.64 Est. Cost/Share $12.66 Unrealized @ Report Date —

— MASONITE INTL CORP NEW 4.0%

Value $49.13M Shares 818,847 Share Price $60.00 Est. Cost/Share $48.93 Unrealized @ Report Date —

— HOUGHTON MIFFLIN HARCOURT CO 4.0%

Value $48.68M Shares 2,870,219 Share Price $16.96 Est. Cost/Share $16.96 Unrealized @ Report Date —

VC VISTEON CORP 3.4%

Value $41.01M Shares 500,779 Share Price $81.89 * Est. Cost/Share $34.83 Unrealized @ Report Date +27.8%

GM GENERAL MTRS CO 3.1%

Value $37.23M Shares 911,002 Share Price $40.87 * Est. Cost/Share $23.62 Unrealized @ Report Date +19.3%

— AMERICAN INTL GROUP INC 1.8%

Value $22.41M Shares 1,107,864 Share Price $20.23 Est. Cost/Share $18.24 Unrealized @ Report Date —

— VONAGE HLDGS CORP 1.6%

Value $19.46M Shares 5,843,166 Share Price $3.33 Est. Cost/Share $2.83 Unrealized @ Report Date —

C CITIGROUP INC 1.3%

Value $16.44M Shares 315,500 Share Price $52.11 * Est. Cost/Share $37.66 Unrealized @ Report Date 0.0%

NWSA NEWS CORP NEW 1.3%

Value $15.95M Shares 885,000 Share Price $18.02 * Est. Cost/Share $14.03 Unrealized @ Report Date +8.0%

SXC SUNCOKE ENERGY INC 1.2%

Value $14.66M Shares 642,683 Share Price $22.81 * Est. Cost/Share $15.30 Unrealized @ Report Date +34.8%

— STANDARD REGISTER CO 1.2%

Value $14.08M Shares 2,047,026 Share Price $6.88 Est. Cost/Share $6.88 Unrealized @ Report Date —

IWM ISHARES 1.1%

Value $13.26M Shares 115,000 Share Price $115.31 Est. Cost/Share $115.31 Unrealized @ Report Date —

— JPMORGAN CHASE & CO 1.0%

Value $12.31M Shares 640,000 Share Price $19.23 Est. Cost/Share $15.60 Unrealized @ Report Date —

JPM JPMORGAN CHASE & CO 1.0%

Value $11.7M Shares 200,000 Share Price $58.48 * Est. Cost/Share $39.63 Unrealized @ Report Date 0.0%

— GENERAL MTRS CO 0.8%

Value $9.83M Shares 425,000 Share Price $23.13 Est. Cost/Share $16.35 Unrealized @ Report Date —

DAL DELTA AIR LINES INC DEL 0.8%

Value $9.615M Shares 350,000 Share Price $27.47 * Est. Cost/Share $23.32 Unrealized @ Report Date 0.0%

— CAPITAL ONE FINL CORP 0.7%

Value $8.867M Shares 250,200 Share Price $35.44 Est. Cost/Share $24.23 Unrealized @ Report Date —

BAC BANK OF AMERICA CORPORATION 0.7%

Value $8.564M Shares 550,000 Share Price $15.57 * Est. Cost/Share $11.68 Unrealized @ Report Date 0.0%

GTN GRAY TELEVISION INC 0.6%

Value $7.812M Shares 525,000 Share Price $14.88 * Est. Cost/Share $5.99 Unrealized @ Report Date +76.4%

— SPDR S&P 500 ETF TR 0.6%

Value $7.66M Shares 20,000 Share Price $383.00 Est. Cost/Share — Unrealized @ Report Date —

— STAGE STORES INC 0.5%

Value $6.111M Shares 275,000 Share Price $22.22 Est. Cost/Share $22.22 Unrealized @ Report Date —

DAN DANA HLDG CORP 0.5%

Value $5.546M Shares 282,696 Share Price $19.62 * Est. Cost/Share $14.00 Unrealized @ Report Date +15.3%

— MEADOWBROOK INS GROUP INC 0.4%

Value $5.29M Shares 760,000 Share Price $6.96 Est. Cost/Share $6.69 Unrealized @ Report Date —

— WCI CMNTYS INC 0.3%

Value $4.026M Shares 210,881 Share Price $19.09 Est. Cost/Share $17.26 Unrealized @ Report Date —

— DEX MEDIA INC NEW 0.3%

Value $3.919M Shares 578,000 Share Price $6.78 Est. Cost/Share $6.78 Unrealized @ Report Date —

— GENCO SHIPPING & TRADING LTD 0.2%

Value $2.923M Shares 5,600,000 Share Price $0.52 Est. Cost/Share $0.52 Unrealized @ Report Date —

— AMBAC FINL GROUP INC 0.1%

Value $1.784M Shares 119,400 Share Price $14.94 Est. Cost/Share $12.20 Unrealized @ Report Date —

CM CDN IMPERIAL BK OF COMMERCE 0.0%

Value $538K Shares 6,300 Share Price $85.40 * Est. Cost/Share $20.76 Unrealized @ Report Date +12.4%

— BLACKROCK DEBT STRAT FD INC 0.0%

Value $72,000 Shares 17,951 Share Price $4.01 Est. Cost/Share $4.01 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	$375M	30.8%	$51.05 *	$32.51	+16.5%	COM NEW	026874784
CPS	COOPER STD HLDGS INC	4,715,153	$232M	19.0%	$49.11 *	$50.83	0.0%	COM	21676P103
—	DELPHI AUTOMOTIVE PLC	2,530,706	$152M	12.5%	$60.13	$50.69	—	SHS	G27823106
—	E TRADE FINANCIAL CORP	3,100,000	$60.88M	5.0%	$19.64	$12.66	—	COM NEW	269246401
—	MASONITE INTL CORP NEW	818,847	$49.13M	4.0%	$60.00	$48.93	—	COM	575385109
—	HOUGHTON MIFFLIN HARCOURT CO	2,870,219	$48.68M	4.0%	$16.96	$16.96	—	COM	44157R109
VC	VISTEON CORP	500,779	$41.01M	3.4%	$81.89 *	$34.83	+27.8%	COM NEW	92839U206
GM	GENERAL MTRS CO	911,002	$37.23M	3.1%	$40.87 *	$23.62	+19.3%	COM	37045V100
—	AMERICAN INTL GROUP INC	1,107,864	$22.41M	1.8%	$20.23	$18.24	—	*W EXP 01/19/202	026874156
—	VONAGE HLDGS CORP	5,843,166	$19.46M	1.6%	$3.33	$2.83	—	COM	92886T201
C	CITIGROUP INC	315,500	$16.44M	1.3%	$52.11 *	$37.66	0.0%	COM NEW	172967424
NWSA	NEWS CORP NEW	885,000	$15.95M	1.3%	$18.02 *	$14.03	+8.0%	CL A	65249B109
SXC	SUNCOKE ENERGY INC	642,683	$14.66M	1.2%	$22.81 *	$15.30	+34.8%	COM	86722A103
—	STANDARD REGISTER CO	2,047,026	$14.08M	1.2%	$6.88	$6.88	—	COM	853887206
IWM	ISHARES	115,000	$13.26M	1.1%	$115.31	$115.31	—	RUSSELL 2000 ETF	464287655
—	JPMORGAN CHASE & CO	640,000	$12.31M	1.0%	$19.23	$15.60	—	*W EXP 10/28/201	46634E114
JPM	JPMORGAN CHASE & CO	200,000	$11.7M	1.0%	$58.48 *	$39.63	0.0%	COM	46625H100
—	GENERAL MTRS CO	425,000	$9.83M	0.8%	$23.13	$16.35	—	*W EXP 07/10/201	37045V126
DAL	DELTA AIR LINES INC DEL	350,000	$9.615M	0.8%	$27.47 *	$23.32	0.0%	COM NEW	247361702
—	CAPITAL ONE FINL CORP	250,200	$8.867M	0.7%	$35.44	$24.23	—	*W EXP 11/14/201	14040H139
BAC	BANK OF AMERICA CORPORATION	550,000	$8.564M	0.7%	$15.57 *	$11.68	0.0%	COM	060505104
GTN	GRAY TELEVISION INC	525,000	$7.812M	0.6%	$14.88 *	$5.99	+76.4%	COM	389375106
—	SPDR S&P 500 ETF TR	20,000	$7.66M	0.6%	$383.00	—	—	Call	78462F903
—	STAGE STORES INC	275,000	$6.111M	0.5%	$22.22	$22.22	—	COM NEW	85254C305
DAN	DANA HLDG CORP	282,696	$5.546M	0.5%	$19.62 *	$14.00	+15.3%	COM	235825205
—	MEADOWBROOK INS GROUP INC	760,000	$5.29M	0.4%	$6.96	$6.69	—	COM	58319P108
—	WCI CMNTYS INC	210,881	$4.026M	0.3%	$19.09	$17.26	—	COM PAR $0.01	92923C807
—	DEX MEDIA INC NEW	578,000	$3.919M	0.3%	$6.78	$6.78	—	COM	25213A107
—	GENCO SHIPPING & TRADING LTD	5,600,000	$2.923M	0.2%	$0.52	$0.52	—	NOTE 5.000% 8/1	36869MAA3
—	AMBAC FINL GROUP INC	119,400	$1.784M	0.1%	$14.94	$12.20	—	*W EXP 04/30/202	023139116
CM	CDN IMPERIAL BK OF COMMERCE	6,300	$538K	0.0%	$85.40 *	$20.76	+12.4%	COM	136069101
—	BLACKROCK DEBT STRAT FD INC	17,951	$72,000	0.0%	$4.01	$4.01	—	COM	09255R103