Silver Point Capital L.P. Quant / Systematic

CIK: 0001332784 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 15, 2014

Total Value ($000): $1,153,019 (99.6% shares, 0.4% debt)

Holdings (30)

AIG AMERICAN INTL GROUP INC 31.2%

Value ($000) $360,118 Shares 7,200,924 Est. Cost $32.51 Unrealized +16.5%

CPS COOPER STD HLDGS INC 28.9%

Value ($000) $333,125 Shares 4,715,152 Est. Cost $50.83 Unrealized +16.7%

— E TRADE FINANCIAL CORP 5.1%

Value ($000) $58,701 Shares 2,550,000 Est. Cost $12.66 Unrealized —

— HOUGHTON MIFFLIN HARCOURT CO 5.1%

Value ($000) $58,352 Shares 2,870,220 Est. Cost $16.96 Unrealized —

— MASONITE INTL CORP NEW 3.5%

Value ($000) $40,299 Shares 713,000 Est. Cost $48.93 Unrealized —

GM GENERAL MTRS CO 2.7%

Value ($000) $31,357 Shares 911,002 Est. Cost $23.62 Unrealized +16.1%

NPO ENPRO INDS INC 2.6%

Value ($000) $29,431 Shares 405,000 Est. Cost $70.90 Unrealized 0.0%

AAL AMERICAN AIRLS GROUP INC 2.5%

Value ($000) $28,773 Shares 786,152 Est. Cost $32.09 Unrealized 0.0%

— AMERICAN INTL GROUP INC 2.0%

Value ($000) $22,634 Shares 1,107,864 Est. Cost $18.24 Unrealized —

— STANDARD REGISTER CO 1.4%

Value ($000) $16,519 Shares 2,047,026 Est. Cost $6.88 Unrealized —

DAL DELTA AIR LINES INC DEL 1.4%

Value ($000) $15,593 Shares 450,000 Est. Cost $24.35 Unrealized +14.8%

C CITIGROUP INC 1.3%

Value ($000) $15,018 Shares 315,500 Est. Cost $37.66 Unrealized -1.6%

— NORTEK INC 1.3%

Value ($000) $14,416 Shares 175,354 Est. Cost $82.21 Unrealized —

— JPMORGAN CHASE & CO 1.1%

Value ($000) $12,896 Shares 640,000 Est. Cost $15.60 Unrealized —

JPM JPMORGAN CHASE & CO 1.1%

Value ($000) $12,142 Shares 200,000 Est. Cost $39.63 Unrealized +6.2%

BAC BANK OF AMERICA CORPORATION 1.0%

Value ($000) $11,610 Shares 675,000 Est. Cost $11.97 Unrealized +10.7%

— LEE ENTERPRISES INC 1.0%

Value ($000) $11,004 Shares 2,461,759 Est. Cost $4.47 Unrealized —

— MEADOWBROOK INS GROUP INC 0.9%

Value ($000) $10,607 Shares 1,819,300 Est. Cost $6.19 Unrealized —

— AMERICAN AIRLS GROUP INC 0.8%

Value ($000) $9,746 Shares 353,131 Est. Cost $27.60 Unrealized —

— CAPITAL ONE FINL CORP 0.8%

Value ($000) $8,845 Shares 250,200 Est. Cost $24.23 Unrealized —

GTN GRAY TELEVISION INC 0.7%

Value ($000) $7,570 Shares 730,000 Est. Cost $7.50 Unrealized +51.4%

— GENERAL MTRS CO 0.6%

Value ($000) $7,421 Shares 425,000 Est. Cost $16.35 Unrealized —

SFM SPROUTS FMRS MKT INC 0.6%

Value ($000) $7,206 Shares 200,000 Est. Cost $36.82 Unrealized 0.0%

DAN DANA HLDG CORP 0.6%

Value ($000) $6,612 Shares 284,125 Est. Cost $14.00 Unrealized +18.0%

IWM ISHARES 0.5%

Value ($000) $5,817 Shares 50,000 Est. Cost $115.31 Unrealized —

— DEX MEDIA INC NEW 0.5%

Value ($000) $5,318 Shares 578,000 Est. Cost $6.78 Unrealized —

— GENCO SHIPPING & TRADING LTD 0.4%

Value ($000) $4,676 Shares 5,600,000 Est. Cost $0.52 Unrealized —

— WCI CMNTYS INC 0.4%

Value ($000) $4,167 Shares 210,881 Est. Cost $17.26 Unrealized —

— NEW MEDIA INVT GROUP INC 0.3%

Value ($000) $2,972 Shares 197,900 Est. Cost $15.02 Unrealized —

— BLACKROCK DEBT STRAT FD INC 0.0%

Value ($000) $74 Shares 17,951 Est. Cost $4.01 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AIG	AMERICAN INTL GROUP INC	7,200,924	$360,118	31.2%	$32.51	+16.5%	COM NEW	026874784
CPS	COOPER STD HLDGS INC	4,715,152	$333,125	28.9%	$50.83	+16.7%	COM	21676P103
—	E TRADE FINANCIAL CORP	2,550,000	$58,701	5.1%	$12.66	—	COM NEW	269246401
—	HOUGHTON MIFFLIN HARCOURT CO	2,870,220	$58,352	5.1%	$16.96	—	COM	44157R109
—	MASONITE INTL CORP NEW	713,000	$40,299	3.5%	$48.93	—	COM	575385109
GM	GENERAL MTRS CO	911,002	$31,357	2.7%	$23.62	+16.1%	COM	37045V100
NPO	ENPRO INDS INC	405,000	$29,431	2.6%	$70.90	0.0%	COM	29355X107
AAL	AMERICAN AIRLS GROUP INC	786,152	$28,773	2.5%	$32.09	0.0%	COM	02376R102
—	AMERICAN INTL GROUP INC	1,107,864	$22,634	2.0%	$18.24	—	*W EXP 01/19/202	026874156
—	STANDARD REGISTER CO	2,047,026	$16,519	1.4%	$6.88	—	COM	853887206
DAL	DELTA AIR LINES INC DEL	450,000	$15,593	1.4%	$24.35	+14.8%	COM NEW	247361702
C	CITIGROUP INC	315,500	$15,018	1.3%	$37.66	-1.6%	COM NEW	172967424
—	NORTEK INC	175,354	$14,416	1.3%	$82.21	—	COM NEW	656559309
—	JPMORGAN CHASE & CO	640,000	$12,896	1.1%	$15.60	—	*W EXP 10/28/201	46634E114
JPM	JPMORGAN CHASE & CO	200,000	$12,142	1.1%	$39.63	+6.2%	COM	46625H100
BAC	BANK OF AMERICA CORPORATION	675,000	$11,610	1.0%	$11.97	+10.7%	COM	060505104
—	LEE ENTERPRISES INC	2,461,759	$11,004	1.0%	$4.47	—	COM	523768109
—	MEADOWBROOK INS GROUP INC	1,819,300	$10,607	0.9%	$6.19	—	COM	58319P108
—	AMERICAN AIRLS GROUP INC	353,131	$9,746	0.8%	$27.60	—	PFD A MAND CV	02376R409
—	CAPITAL ONE FINL CORP	250,200	$8,845	0.8%	$24.23	—	*W EXP 11/14/201	14040H139
GTN	GRAY TELEVISION INC	730,000	$7,570	0.7%	$7.50	+51.4%	COM	389375106
—	GENERAL MTRS CO	425,000	$7,421	0.6%	$16.35	—	*W EXP 07/10/201	37045V126
SFM	SPROUTS FMRS MKT INC	200,000	$7,206	0.6%	$36.82	0.0%	COM	85208M102
DAN	DANA HLDG CORP	284,125	$6,612	0.6%	$14.00	+18.0%	COM	235825205
IWM	ISHARES	50,000	$5,817	0.5%	$115.31	—	RUSSELL 2000 ETF	464287655
—	DEX MEDIA INC NEW	578,000	$5,318	0.5%	$6.78	—	COM	25213A107
—	GENCO SHIPPING & TRADING LTD	5,600,000	$4,676	0.4%	$0.52	—	NOTE 5.000% 8/1	36869MAA3
—	WCI CMNTYS INC	210,881	$4,167	0.4%	$17.26	—	COM PAR $0.01	92923C807
—	NEW MEDIA INVT GROUP INC	197,900	$2,972	0.3%	$15.02	—	COM	64704V106
—	BLACKROCK DEBT STRAT FD INC	17,951	$74	0.0%	$4.01	—	COM	09255R103