Silver Point Capital L.P. Quant / Systematic

Location: Greenwich, CT

CIK: 0001332784 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 17, 2015

Total Value: $1.056B (100.0% shares, 0.0% debt)

Holdings (21)

CPS COOPER STD HLDGS INC 25.8%

Value $273M Shares 4,710,452 Share Price $57.88 * Est. Cost/Share $50.83 Unrealized @ Report Date +9.2%

AIG AMERICAN INTL GROUP INC 25.3%

Value $267M Shares 4,765,000 Share Price $56.01 * Est. Cost/Share $32.51 Unrealized @ Report Date +26.5%

DAN DANA HLDG CORP 9.3%

Value $98.19M Shares 4,516,485 Share Price $21.74 * Est. Cost/Share $17.98 Unrealized @ Report Date -9.8%

NPO ENPRO INDS INC 6.7%

Value $71.23M Shares 1,135,000 Share Price $62.76 Est. Cost/Share $69.85 Unrealized @ Report Date -9.8%

— NORTEK INC 5.5%

Value $58.56M Shares 720,000 Share Price $81.33 Est. Cost/Share $84.43 Unrealized @ Report Date —

— E TRADE FINANCIAL CORP 4.5%

Value $47.9M Shares 1,975,000 Share Price $24.26 Est. Cost/Share $12.66 Unrealized @ Report Date —

— DYNEGY INC NEW DEL 3.3%

Value $35.36M Shares 1,165,000 Share Price $30.35 Est. Cost/Share $29.62 Unrealized @ Report Date —

GTN GRAY TELEVISION INC 3.3%

Value $34.7M Shares 3,098,300 Share Price $11.20 * Est. Cost/Share $9.54 Unrealized @ Report Date +0.3%

— TRAVELPORT WORLDWIDE LTD 2.9%

Value $30.82M Shares 1,712,213 Share Price $18.00 Est. Cost/Share $16.46 Unrealized @ Report Date —

UAL UNITED CONTL HLDGS INC 2.4%

Value $25.08M Shares 375,000 Share Price $66.89 * Est. Cost/Share $48.01 Unrealized @ Report Date +15.4%

— MEADOWBROOK INS GROUP INC 2.2%

Value $23.67M Shares 2,798,200 Share Price $8.46 Est. Cost/Share $6.35 Unrealized @ Report Date —

— AMERICAN INTL GROUP INC 2.1%

Value $22.17M Shares 901,264 Share Price $24.60 Est. Cost/Share $18.24 Unrealized @ Report Date —

— AMAG PHARMACEUTICALS INC 1.8%

Value $18.58M Shares 436,000 Share Price $42.62 Est. Cost/Share $42.62 Unrealized @ Report Date —

— JPMORGAN CHASE & CO 1.3%

Value $13.23M Shares 640,000 Share Price $20.68 Est. Cost/Share $15.60 Unrealized @ Report Date —

— LEE ENTERPRISES INC 1.2%

Value $12.42M Shares 3,375,000 Share Price $3.68 Est. Cost/Share $4.46 Unrealized @ Report Date —

— CAPITAL ONE FINL CORP 1.0%

Value $10.15M Shares 250,200 Share Price $40.56 Est. Cost/Share $24.23 Unrealized @ Report Date —

— IRSA INVERSIONES Y REP S A 0.5%

Value $5.149M Shares 335,000 Share Price $15.37 Est. Cost/Share $15.37 Unrealized @ Report Date —

— STANDARD REGISTER CO 0.5%

Value $4.862M Shares 1,491,564 Share Price $3.26 Est. Cost/Share $6.88 Unrealized @ Report Date —

— SPDR S&P 500 ETF TR 0.3%

Value $3.521M Shares 20,870 Share Price $168.71 Est. Cost/Share — Unrealized @ Report Date —

— MERIDIAN BANCORP INC MD 0.1%

Value $566K Shares 50,488 Share Price $11.21 Est. Cost/Share $10.56 Unrealized @ Report Date —

— SPDR S&P 500 ETF TR 0.0%

Value $158K Shares 7,500 Share Price $21.07 Est. Cost/Share — Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
CPS	COOPER STD HLDGS INC	4,710,452	$273M	25.8%	$57.88 *	$50.83	+9.2%	COM	21676P103
AIG	AMERICAN INTL GROUP INC	4,765,000	$267M	25.3%	$56.01 *	$32.51	+26.5%	COM NEW	026874784
DAN	DANA HLDG CORP	4,516,485	$98.19M	9.3%	$21.74 *	$17.98	-9.8%	COM	235825205
NPO	ENPRO INDS INC	1,135,000	$71.23M	6.7%	$62.76	$69.85	-9.8%	COM	29355X107
—	NORTEK INC	720,000	$58.56M	5.5%	$81.33	$84.43	—	COM NEW	656559309
—	E TRADE FINANCIAL CORP	1,975,000	$47.9M	4.5%	$24.26	$12.66	—	COM NEW	269246401
—	DYNEGY INC NEW DEL	1,165,000	$35.36M	3.3%	$30.35	$29.62	—	COM	26817R108
GTN	GRAY TELEVISION INC	3,098,300	$34.7M	3.3%	$11.20 *	$9.54	+0.3%	COM	389375106
—	TRAVELPORT WORLDWIDE LTD	1,712,213	$30.82M	2.9%	$18.00	$16.46	—	SHS	G9019D104
UAL	UNITED CONTL HLDGS INC	375,000	$25.08M	2.4%	$66.89 *	$48.01	+15.4%	COM	910047109
—	MEADOWBROOK INS GROUP INC	2,798,200	$23.67M	2.2%	$8.46	$6.35	—	COM	58319P108
—	AMERICAN INTL GROUP INC	901,264	$22.17M	2.1%	$24.60	$18.24	—	*W EXP 01/19/202	026874156
—	AMAG PHARMACEUTICALS INC	436,000	$18.58M	1.8%	$42.62	$42.62	—	COM	00163U106
—	JPMORGAN CHASE & CO	640,000	$13.23M	1.3%	$20.68	$15.60	—	*W EXP 10/28/201	46634E114
—	LEE ENTERPRISES INC	3,375,000	$12.42M	1.2%	$3.68	$4.46	—	COM	523768109
—	CAPITAL ONE FINL CORP	250,200	$10.15M	1.0%	$40.56	$24.23	—	*W EXP 11/14/201	14040H139
—	IRSA INVERSIONES Y REP S A	335,000	$5.149M	0.5%	$15.37	$15.37	—	GLOBL DEP RCPT	450047204
—	STANDARD REGISTER CO	1,491,564	$4.862M	0.5%	$3.26	$6.88	—	COM	853887206
—	SPDR S&P 500 ETF TR	20,870	$3.521M	0.3%	$168.71	—	—	Put	78462F953
—	MERIDIAN BANCORP INC MD	50,488	$566K	0.1%	$11.21	$10.56	—	COM	58958U103
—	SPDR S&P 500 ETF TR	7,500	$158K	0.0%	$21.07	—	—	Call	78462F903