Silver Point Capital L.P. Quant / Systematic

Location: Greenwich, CT

CIK: 0001332784 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value: $1.071B (100.0% shares, 0.0% debt)

Holdings (22)

AIG AMERICAN INTL GROUP INC 28.6%

Value $306M Shares 5,669,961 Share Price $54.02 * Est. Cost/Share $32.51 Unrealized @ Report Date +28.6%

CPS COOPER STD HLDGS INC 27.4%

Value $294M Shares 4,710,452 Share Price $62.40 * Est. Cost/Share $50.83 Unrealized @ Report Date +25.2%

DAN DANA HLDG CORP 11.6%

Value $124M Shares 6,468,347 Share Price $19.17 * Est. Cost/Share $17.98 Unrealized @ Report Date +1.0%

NPO ENPRO INDS INC 5.6%

Value $59.62M Shares 985,000 Share Price $60.53 * Est. Cost/Share $70.89 Unrealized @ Report Date -3.9%

— NORTEK INC 4.9%

Value $52.8M Shares 708,700 Share Price $74.50 Est. Cost/Share $84.47 Unrealized @ Report Date —

— E TRADE FINANCIAL CORP 4.2%

Value $44.62M Shares 1,975,000 Share Price $22.59 Est. Cost/Share $12.66 Unrealized @ Report Date —

— TRAVELPORT WORLDWIDE LTD 3.1%

Value $33.07M Shares 2,009,213 Share Price $16.46 Est. Cost/Share $16.46 Unrealized @ Report Date —

— AMERICAN INTL GROUP INC 2.0%

Value $21.45M Shares 901,264 Share Price $23.80 Est. Cost/Share $18.24 Unrealized @ Report Date —

— DYNEGY INC NEW DEL 1.5%

Value $16.59M Shares 575,000 Share Price $28.86 Est. Cost/Share $28.86 Unrealized @ Report Date —

DAL DELTA AIR LINES INC DEL 1.5%

Value $16.27M Shares 450,000 Share Price $36.15 * Est. Cost/Share $25.43 Unrealized @ Report Date +31.2%

— MEADOWBROOK INS GROUP INC 1.4%

Value $14.6M Shares 2,495,000 Share Price $5.85 Est. Cost/Share $6.10 Unrealized @ Report Date —

GTN GRAY TELEVISION INC 1.3%

Value $13.42M Shares 1,703,000 Share Price $7.88 * Est. Cost/Share $9.52 Unrealized @ Report Date +15.0%

— JPMORGAN CHASE & CO 1.2%

Value $12.87M Shares 640,000 Share Price $20.11 Est. Cost/Share $15.60 Unrealized @ Report Date —

— LEE ENTERPRISES INC 1.1%

Value $11.41M Shares 3,375,000 Share Price $3.38 Est. Cost/Share $4.46 Unrealized @ Report Date —

UAL UNITED CONTL HLDGS INC 1.0%

Value $10.53M Shares 225,033 Share Price $46.79 Est. Cost/Share $43.09 Unrealized @ Report Date +7.7%

— SPDR S&P 500 ETF TR 1.0%

Value $10.52M Shares 35,500 Share Price $296.20 Est. Cost/Share — Unrealized @ Report Date —

AAL AMERICAN AIRLS GROUP INC 0.9%

Value $10.05M Shares 283,348 Share Price $35.48 * Est. Cost/Share $32.72 Unrealized @ Report Date +13.5%

— CAPITAL ONE FINL CORP 0.9%

Value $9.975M Shares 250,200 Share Price $39.87 Est. Cost/Share $24.23 Unrealized @ Report Date —

— STANDARD REGISTER CO 0.8%

Value $8.221M Shares 1,602,626 Share Price $5.13 Est. Cost/Share $6.88 Unrealized @ Report Date —

— MERIDIAN BANCORP INC MD 0.0%

Value $533K Shares 50,488 Share Price $10.56 Est. Cost/Share $10.56 Unrealized @ Report Date —

CCS CENTURY CMNTYS INC 0.0%

Value $434K Shares 25,000 Share Price $17.36 * Est. Cost/Share $18.84 Unrealized @ Report Date 0.0%

— BLACKROCK DEBT STRAT FD INC 0.0%

Value $69,000 Shares 17,951 Share Price $3.84 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	5,669,961	$306M	28.6%	$54.02 *	$32.51	+28.6%	COM NEW	026874784
CPS	COOPER STD HLDGS INC	4,710,452	$294M	27.4%	$62.40 *	$50.83	+25.2%	COM	21676P103
DAN	DANA HLDG CORP	6,468,347	$124M	11.6%	$19.17 *	$17.98	+1.0%	COM	235825205
NPO	ENPRO INDS INC	985,000	$59.62M	5.6%	$60.53 *	$70.89	-3.9%	COM	29355X107
—	NORTEK INC	708,700	$52.8M	4.9%	$74.50	$84.47	—	COM NEW	656559309
—	E TRADE FINANCIAL CORP	1,975,000	$44.62M	4.2%	$22.59	$12.66	—	COM NEW	269246401
—	TRAVELPORT WORLDWIDE LTD	2,009,213	$33.07M	3.1%	$16.46	$16.46	—	SHS	G9019D104
—	AMERICAN INTL GROUP INC	901,264	$21.45M	2.0%	$23.80	$18.24	—	*W EXP 01/19/202	026874156
—	DYNEGY INC NEW DEL	575,000	$16.59M	1.5%	$28.86	$28.86	—	COM	26817R108
DAL	DELTA AIR LINES INC DEL	450,000	$16.27M	1.5%	$36.15 *	$25.43	+31.2%	COM NEW	247361702
—	MEADOWBROOK INS GROUP INC	2,495,000	$14.6M	1.4%	$5.85	$6.10	—	COM	58319P108
GTN	GRAY TELEVISION INC	1,703,000	$13.42M	1.3%	$7.88 *	$9.52	+15.0%	COM	389375106
—	JPMORGAN CHASE & CO	640,000	$12.87M	1.2%	$20.11	$15.60	—	*W EXP 10/28/201	46634E114
—	LEE ENTERPRISES INC	3,375,000	$11.41M	1.1%	$3.38	$4.46	—	COM	523768109
UAL	UNITED CONTL HLDGS INC	225,033	$10.53M	1.0%	$46.79	$43.09	+7.7%	COM	910047109
—	SPDR S&P 500 ETF TR	35,500	$10.52M	1.0%	$296.20	—	—	Put	78462F953
AAL	AMERICAN AIRLS GROUP INC	283,348	$10.05M	0.9%	$35.48 *	$32.72	+13.5%	COM	02376R102
—	CAPITAL ONE FINL CORP	250,200	$9.975M	0.9%	$39.87	$24.23	—	*W EXP 11/14/201	14040H139
—	STANDARD REGISTER CO	1,602,626	$8.221M	0.8%	$5.13	$6.88	—	COM	853887206
—	MERIDIAN BANCORP INC MD	50,488	$533K	0.0%	$10.56	$10.56	—	COM	58958U103
CCS	CENTURY CMNTYS INC	25,000	$434K	0.0%	$17.36 *	$18.84	0.0%	COM	156504300
—	BLACKROCK DEBT STRAT FD INC	17,951	$69,000	0.0%	$3.84	$4.01	—	COM	09255R103