Silver Point Capital L.P. Quant / Systematic

Location: Greenwich, CT

CIK: 0001332784 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 15, 2014

Total Value: $1.153B (99.6% shares, 0.4% debt)

Holdings (30)

AIG AMERICAN INTL GROUP INC 31.2%

Value $360M Shares 7,200,924 Share Price $50.01 * Est. Cost/Share $32.51 Unrealized @ Report Date +16.5%

CPS COOPER STD HLDGS INC 28.9%

Value $333M Shares 4,715,152 Share Price $70.65 * Est. Cost/Share $50.83 Unrealized @ Report Date +16.7%

— E TRADE FINANCIAL CORP 5.1%

Value $58.7M Shares 2,550,000 Share Price $23.02 Est. Cost/Share $12.66 Unrealized @ Report Date —

— HOUGHTON MIFFLIN HARCOURT CO 5.1%

Value $58.35M Shares 2,870,220 Share Price $20.33 Est. Cost/Share $16.96 Unrealized @ Report Date —

— MASONITE INTL CORP NEW 3.5%

Value $40.3M Shares 713,000 Share Price $56.52 Est. Cost/Share $48.93 Unrealized @ Report Date —

GM GENERAL MTRS CO 2.7%

Value $31.36M Shares 911,002 Share Price $34.42 * Est. Cost/Share $23.62 Unrealized @ Report Date +16.1%

NPO ENPRO INDS INC 2.6%

Value $29.43M Shares 405,000 Share Price $72.67 * Est. Cost/Share $70.90 Unrealized @ Report Date 0.0%

AAL AMERICAN AIRLS GROUP INC 2.5%

Value $28.77M Shares 786,152 Share Price $36.60 * Est. Cost/Share $32.09 Unrealized @ Report Date 0.0%

— AMERICAN INTL GROUP INC 2.0%

Value $22.63M Shares 1,107,864 Share Price $20.43 Est. Cost/Share $18.24 Unrealized @ Report Date —

— STANDARD REGISTER CO 1.4%

Value $16.52M Shares 2,047,026 Share Price $8.07 Est. Cost/Share $6.88 Unrealized @ Report Date —

DAL DELTA AIR LINES INC DEL 1.4%

Value $15.59M Shares 450,000 Share Price $34.65 * Est. Cost/Share $24.35 Unrealized @ Report Date +14.8%

C CITIGROUP INC 1.3%

Value $15.02M Shares 315,500 Share Price $47.60 * Est. Cost/Share $37.66 Unrealized @ Report Date -1.6%

— NORTEK INC 1.3%

Value $14.42M Shares 175,354 Share Price $82.21 Est. Cost/Share $82.21 Unrealized @ Report Date —

— JPMORGAN CHASE & CO 1.1%

Value $12.9M Shares 640,000 Share Price $20.15 Est. Cost/Share $15.60 Unrealized @ Report Date —

JPM JPMORGAN CHASE & CO 1.1%

Value $12.14M Shares 200,000 Share Price $60.71 * Est. Cost/Share $39.63 Unrealized @ Report Date +6.2%

BAC BANK OF AMERICA CORPORATION 1.0%

Value $11.61M Shares 675,000 Share Price $17.20 * Est. Cost/Share $11.97 Unrealized @ Report Date +10.7%

— LEE ENTERPRISES INC 1.0%

Value $11M Shares 2,461,759 Share Price $4.47 Est. Cost/Share $4.47 Unrealized @ Report Date —

— MEADOWBROOK INS GROUP INC 0.9%

Value $10.61M Shares 1,819,300 Share Price $5.83 Est. Cost/Share $6.19 Unrealized @ Report Date —

— AMERICAN AIRLS GROUP INC 0.8%

Value $9.746M Shares 353,131 Share Price $27.60 Est. Cost/Share $27.60 Unrealized @ Report Date —

— CAPITAL ONE FINL CORP 0.8%

Value $8.845M Shares 250,200 Share Price $35.35 Est. Cost/Share $24.23 Unrealized @ Report Date —

GTN GRAY TELEVISION INC 0.7%

Value $7.57M Shares 730,000 Share Price $10.37 * Est. Cost/Share $7.50 Unrealized @ Report Date +51.4%

— GENERAL MTRS CO 0.6%

Value $7.421M Shares 425,000 Share Price $17.46 Est. Cost/Share $16.35 Unrealized @ Report Date —

SFM SPROUTS FMRS MKT INC 0.6%

Value $7.206M Shares 200,000 Share Price $36.03 * Est. Cost/Share $36.82 Unrealized @ Report Date 0.0%

DAN DANA HLDG CORP 0.6%

Value $6.612M Shares 284,125 Share Price $23.27 * Est. Cost/Share $14.00 Unrealized @ Report Date +18.0%

IWM ISHARES 0.5%

Value $5.817M Shares 50,000 Share Price $116.34 Est. Cost/Share $115.31 Unrealized @ Report Date —

— DEX MEDIA INC NEW 0.5%

Value $5.318M Shares 578,000 Share Price $9.20 Est. Cost/Share $6.78 Unrealized @ Report Date —

— GENCO SHIPPING & TRADING LTD 0.4%

Value $4.676M Shares 5,600,000 Share Price $0.83 Est. Cost/Share $0.52 Unrealized @ Report Date —

— WCI CMNTYS INC 0.4%

Value $4.167M Shares 210,881 Share Price $19.76 Est. Cost/Share $17.26 Unrealized @ Report Date —

— NEW MEDIA INVT GROUP INC 0.3%

Value $2.972M Shares 197,900 Share Price $15.02 Est. Cost/Share $15.02 Unrealized @ Report Date —

— BLACKROCK DEBT STRAT FD INC 0.0%

Value $74,000 Shares 17,951 Share Price $4.12 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	7,200,924	$360M	31.2%	$50.01 *	$32.51	+16.5%	COM NEW	026874784
CPS	COOPER STD HLDGS INC	4,715,152	$333M	28.9%	$70.65 *	$50.83	+16.7%	COM	21676P103
—	E TRADE FINANCIAL CORP	2,550,000	$58.7M	5.1%	$23.02	$12.66	—	COM NEW	269246401
—	HOUGHTON MIFFLIN HARCOURT CO	2,870,220	$58.35M	5.1%	$20.33	$16.96	—	COM	44157R109
—	MASONITE INTL CORP NEW	713,000	$40.3M	3.5%	$56.52	$48.93	—	COM	575385109
GM	GENERAL MTRS CO	911,002	$31.36M	2.7%	$34.42 *	$23.62	+16.1%	COM	37045V100
NPO	ENPRO INDS INC	405,000	$29.43M	2.6%	$72.67 *	$70.90	0.0%	COM	29355X107
AAL	AMERICAN AIRLS GROUP INC	786,152	$28.77M	2.5%	$36.60 *	$32.09	0.0%	COM	02376R102
—	AMERICAN INTL GROUP INC	1,107,864	$22.63M	2.0%	$20.43	$18.24	—	*W EXP 01/19/202	026874156
—	STANDARD REGISTER CO	2,047,026	$16.52M	1.4%	$8.07	$6.88	—	COM	853887206
DAL	DELTA AIR LINES INC DEL	450,000	$15.59M	1.4%	$34.65 *	$24.35	+14.8%	COM NEW	247361702
C	CITIGROUP INC	315,500	$15.02M	1.3%	$47.60 *	$37.66	-1.6%	COM NEW	172967424
—	NORTEK INC	175,354	$14.42M	1.3%	$82.21	$82.21	—	COM NEW	656559309
—	JPMORGAN CHASE & CO	640,000	$12.9M	1.1%	$20.15	$15.60	—	*W EXP 10/28/201	46634E114
JPM	JPMORGAN CHASE & CO	200,000	$12.14M	1.1%	$60.71 *	$39.63	+6.2%	COM	46625H100
BAC	BANK OF AMERICA CORPORATION	675,000	$11.61M	1.0%	$17.20 *	$11.97	+10.7%	COM	060505104
—	LEE ENTERPRISES INC	2,461,759	$11M	1.0%	$4.47	$4.47	—	COM	523768109
—	MEADOWBROOK INS GROUP INC	1,819,300	$10.61M	0.9%	$5.83	$6.19	—	COM	58319P108
—	AMERICAN AIRLS GROUP INC	353,131	$9.746M	0.8%	$27.60	$27.60	—	PFD A MAND CV	02376R409
—	CAPITAL ONE FINL CORP	250,200	$8.845M	0.8%	$35.35	$24.23	—	*W EXP 11/14/201	14040H139
GTN	GRAY TELEVISION INC	730,000	$7.57M	0.7%	$10.37 *	$7.50	+51.4%	COM	389375106
—	GENERAL MTRS CO	425,000	$7.421M	0.6%	$17.46	$16.35	—	*W EXP 07/10/201	37045V126
SFM	SPROUTS FMRS MKT INC	200,000	$7.206M	0.6%	$36.03 *	$36.82	0.0%	COM	85208M102
DAN	DANA HLDG CORP	284,125	$6.612M	0.6%	$23.27 *	$14.00	+18.0%	COM	235825205
IWM	ISHARES	50,000	$5.817M	0.5%	$116.34	$115.31	—	RUSSELL 2000 ETF	464287655
—	DEX MEDIA INC NEW	578,000	$5.318M	0.5%	$9.20	$6.78	—	COM	25213A107
—	GENCO SHIPPING & TRADING LTD	5,600,000	$4.676M	0.4%	$0.83	$0.52	—	NOTE 5.000% 8/1	36869MAA3
—	WCI CMNTYS INC	210,881	$4.167M	0.4%	$19.76	$17.26	—	COM PAR $0.01	92923C807
—	NEW MEDIA INVT GROUP INC	197,900	$2.972M	0.3%	$15.02	$15.02	—	COM	64704V106
—	BLACKROCK DEBT STRAT FD INC	17,951	$74,000	0.0%	$4.12	$4.01	—	COM	09255R103