Silver Point Capital L.P. Quant / Systematic

CIK: 0001332784 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 14, 2014

Total Value ($000): $1,218,116 (99.8% shares, 0.2% debt)

Holdings (32)

AIG AMERICAN INTL GROUP INC 30.8%

Value ($000) $374,625 Shares 7,338,400 Est. Cost $32.51 Unrealized +16.5%

CPS COOPER STD HLDGS INC 19.0%

Value ($000) $231,561 Shares 4,715,153 Est. Cost $50.83 Unrealized 0.0%

— DELPHI AUTOMOTIVE PLC 12.5%

Value ($000) $152,171 Shares 2,530,706 Est. Cost $50.69 Unrealized —

— E TRADE FINANCIAL CORP 5.0%

Value ($000) $60,884 Shares 3,100,000 Est. Cost $12.66 Unrealized —

— MASONITE INTL CORP NEW 4.0%

Value ($000) $49,131 Shares 818,847 Est. Cost $48.93 Unrealized —

— HOUGHTON MIFFLIN HARCOURT CO 4.0%

Value ($000) $48,679 Shares 2,870,219 Est. Cost $16.96 Unrealized —

VC VISTEON CORP 3.4%

Value ($000) $41,009 Shares 500,779 Est. Cost $34.83 Unrealized +27.8%

GM GENERAL MTRS CO 3.1%

Value ($000) $37,233 Shares 911,002 Est. Cost $23.62 Unrealized +19.3%

— AMERICAN INTL GROUP INC 1.8%

Value ($000) $22,412 Shares 1,107,864 Est. Cost $18.24 Unrealized —

— VONAGE HLDGS CORP 1.6%

Value ($000) $19,457 Shares 5,843,166 Est. Cost $2.83 Unrealized —

C CITIGROUP INC 1.3%

Value ($000) $16,441 Shares 315,500 Est. Cost $37.66 Unrealized 0.0%

NWSA NEWS CORP NEW 1.3%

Value ($000) $15,948 Shares 885,000 Est. Cost $14.03 Unrealized +8.0%

SXC SUNCOKE ENERGY INC 1.2%

Value ($000) $14,660 Shares 642,683 Est. Cost $15.30 Unrealized +34.8%

— STANDARD REGISTER CO 1.2%

Value ($000) $14,084 Shares 2,047,026 Est. Cost $6.88 Unrealized —

IWM ISHARES 1.1%

Value ($000) $13,261 Shares 115,000 Est. Cost $115.31 Unrealized —

— JPMORGAN CHASE & CO 1.0%

Value ($000) $12,307 Shares 640,000 Est. Cost $15.60 Unrealized —

JPM JPMORGAN CHASE & CO 1.0%

Value ($000) $11,696 Shares 200,000 Est. Cost $39.63 Unrealized 0.0%

— GENERAL MTRS CO 0.8%

Value ($000) $9,830 Shares 425,000 Est. Cost $16.35 Unrealized —

DAL DELTA AIR LINES INC DEL 0.8%

Value ($000) $9,615 Shares 350,000 Est. Cost $23.32 Unrealized 0.0%

— CAPITAL ONE FINL CORP 0.7%

Value ($000) $8,867 Shares 250,200 Est. Cost $24.23 Unrealized —

BAC BANK OF AMERICA CORPORATION 0.7%

Value ($000) $8,564 Shares 550,000 Est. Cost $11.68 Unrealized 0.0%

GTN GRAY TELEVISION INC 0.6%

Value ($000) $7,812 Shares 525,000 Est. Cost $5.99 Unrealized +76.4%

— SPDR S&P 500 ETF TR 0.6%

Value ($000) $7,660 Shares 20,000 Est. Cost — Unrealized —

— STAGE STORES INC 0.5%

Value ($000) $6,111 Shares 275,000 Est. Cost $22.22 Unrealized —

DAN DANA HLDG CORP 0.5%

Value ($000) $5,546 Shares 282,696 Est. Cost $14.00 Unrealized +15.3%

— MEADOWBROOK INS GROUP INC 0.4%

Value ($000) $5,290 Shares 760,000 Est. Cost $6.69 Unrealized —

— WCI CMNTYS INC 0.3%

Value ($000) $4,026 Shares 210,881 Est. Cost $17.26 Unrealized —

— DEX MEDIA INC NEW 0.3%

Value ($000) $3,919 Shares 578,000 Est. Cost $6.78 Unrealized —

— GENCO SHIPPING & TRADING LTD 0.2%

Value ($000) $2,923 Shares 5,600,000 Est. Cost $0.52 Unrealized —

— AMBAC FINL GROUP INC 0.1%

Value ($000) $1,784 Shares 119,400 Est. Cost $12.20 Unrealized —

CM CDN IMPERIAL BK OF COMMERCE 0.0%

Value ($000) $538 Shares 6,300 Est. Cost $20.76 Unrealized +12.4%

— BLACKROCK DEBT STRAT FD INC 0.0%

Value ($000) $72 Shares 17,951 Est. Cost $4.01 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AIG	AMERICAN INTL GROUP INC	7,338,400	$374,625	30.8%	$32.51	+16.5%	COM NEW	026874784
CPS	COOPER STD HLDGS INC	4,715,153	$231,561	19.0%	$50.83	0.0%	COM	21676P103
—	DELPHI AUTOMOTIVE PLC	2,530,706	$152,171	12.5%	$50.69	—	SHS	G27823106
—	E TRADE FINANCIAL CORP	3,100,000	$60,884	5.0%	$12.66	—	COM NEW	269246401
—	MASONITE INTL CORP NEW	818,847	$49,131	4.0%	$48.93	—	COM	575385109
—	HOUGHTON MIFFLIN HARCOURT CO	2,870,219	$48,679	4.0%	$16.96	—	COM	44157R109
VC	VISTEON CORP	500,779	$41,009	3.4%	$34.83	+27.8%	COM NEW	92839U206
GM	GENERAL MTRS CO	911,002	$37,233	3.1%	$23.62	+19.3%	COM	37045V100
—	AMERICAN INTL GROUP INC	1,107,864	$22,412	1.8%	$18.24	—	*W EXP 01/19/202	026874156
—	VONAGE HLDGS CORP	5,843,166	$19,457	1.6%	$2.83	—	COM	92886T201
C	CITIGROUP INC	315,500	$16,441	1.3%	$37.66	0.0%	COM NEW	172967424
NWSA	NEWS CORP NEW	885,000	$15,948	1.3%	$14.03	+8.0%	CL A	65249B109
SXC	SUNCOKE ENERGY INC	642,683	$14,660	1.2%	$15.30	+34.8%	COM	86722A103
—	STANDARD REGISTER CO	2,047,026	$14,084	1.2%	$6.88	—	COM	853887206
IWM	ISHARES	115,000	$13,261	1.1%	$115.31	—	RUSSELL 2000 ETF	464287655
—	JPMORGAN CHASE & CO	640,000	$12,307	1.0%	$15.60	—	*W EXP 10/28/201	46634E114
JPM	JPMORGAN CHASE & CO	200,000	$11,696	1.0%	$39.63	0.0%	COM	46625H100
—	GENERAL MTRS CO	425,000	$9,830	0.8%	$16.35	—	*W EXP 07/10/201	37045V126
DAL	DELTA AIR LINES INC DEL	350,000	$9,615	0.8%	$23.32	0.0%	COM NEW	247361702
—	CAPITAL ONE FINL CORP	250,200	$8,867	0.7%	$24.23	—	*W EXP 11/14/201	14040H139
BAC	BANK OF AMERICA CORPORATION	550,000	$8,564	0.7%	$11.68	0.0%	COM	060505104
GTN	GRAY TELEVISION INC	525,000	$7,812	0.6%	$5.99	+76.4%	COM	389375106
—	SPDR S&P 500 ETF TR	20,000	$7,660	0.6%	—	—	Call	78462F903
—	STAGE STORES INC	275,000	$6,111	0.5%	$22.22	—	COM NEW	85254C305
DAN	DANA HLDG CORP	282,696	$5,546	0.5%	$14.00	+15.3%	COM	235825205
—	MEADOWBROOK INS GROUP INC	760,000	$5,290	0.4%	$6.69	—	COM	58319P108
—	WCI CMNTYS INC	210,881	$4,026	0.3%	$17.26	—	COM PAR $0.01	92923C807
—	DEX MEDIA INC NEW	578,000	$3,919	0.3%	$6.78	—	COM	25213A107
—	GENCO SHIPPING & TRADING LTD	5,600,000	$2,923	0.2%	$0.52	—	NOTE 5.000% 8/1	36869MAA3
—	AMBAC FINL GROUP INC	119,400	$1,784	0.1%	$12.20	—	*W EXP 04/30/202	023139116
CM	CDN IMPERIAL BK OF COMMERCE	6,300	$538	0.0%	$20.76	+12.4%	COM	136069101
—	BLACKROCK DEBT STRAT FD INC	17,951	$72	0.0%	$4.01	—	COM	09255R103