Silver Rock Financial LP Diversified Active

Location: Los Angeles, CA

CIK: 0001674784 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value: $348M (95.6% shares, 4.4% debt)

Holdings (31)

SPY SPDR S&P 500 ETF TR 26.0%

Value $90.67M Shares 375,000 Share Price $241.80 Est. Cost/Share — Unrealized @ Report Date —

— REALOGY HLDGS CORP 5.6%

Value $19.48M Shares 600,000 Share Price $32.46 Est. Cost/Share $27.11 Unrealized @ Report Date —

— MSG NETWORK INC 5.1%

Value $17.67M Shares 789,000 Share Price $22.40 Est. Cost/Share $21.94 Unrealized @ Report Date —

— ARCH COAL INC 4.9%

Value $16.97M Shares 248,600 Share Price $68.25 Est. Cost/Share $68.82 Unrealized @ Report Date —

— DISH NETWORK CORP 4.7%

Value $16.47M Shares 262,500 Share Price $62.76 Est. Cost/Share $58.40 Unrealized @ Report Date —

— WHITING PETE CORP NEW 4.1%

Value $14.3M Shares 2,600,382 Share Price $5.50 Est. Cost/Share $11.52 Unrealized @ Report Date —

THC TENET HEALTHCARE CORP 3.9%

Value $13.49M Shares 697,700 Share Price $19.33 * Est. Cost/Share $18.26 Unrealized @ Report Date -4.4%

— SELECTA BIOSCIENCES INC 3.9%

Value $13.43M Shares 677,025 Share Price $19.84 Est. Cost/Share $16.24 Unrealized @ Report Date —

— GP INVTS ACQUISITION COR 3.6%

Value $12.49M Shares 1,250,000 Share Price $9.99 Est. Cost/Share $9.90 Unrealized @ Report Date —

— BROADSOFT INC 3.1%

Value $10.79M Shares 250,896 Share Price $43.00 Est. Cost/Share $43.00 Unrealized @ Report Date —

— GTY TECHNOLOGY HOLDINGS INC 3.0%

Value $10.46M Shares 1,000,000 Share Price $10.46 Est. Cost/Share $10.26 Unrealized @ Report Date —

— OASIS PETE INC NEW 2.8%

Value $9.806M Shares 10,000,000 Share Price $0.98 Est. Cost/Share $0.98 Unrealized @ Report Date —

HUNTF HUNTER MARITIME ACQUISITION 2.8%

Value $9.78M Shares 999,996 Share Price $9.78 Est. Cost/Share $9.83 Unrealized @ Report Date 0.0%

— CALATLANTIC GROUP INC 2.8%

Value $9.718M Shares 275,000 Share Price $35.34 Est. Cost/Share $35.34 Unrealized @ Report Date —

ALLY ALLY FINL INC 2.6%

Value $9.081M Shares 434,479 Share Price $20.90 * Est. Cost/Share $15.67 Unrealized @ Report Date -2.8%

— CENTURYLINK INC 2.6%

Value $8.955M Shares 375,000 Share Price $23.88 Est. Cost/Share $23.88 Unrealized @ Report Date —

CF CF INDS HLDGS INC 2.6%

Value $8.938M Shares 319,800 Share Price $27.95 * Est. Cost/Share $24.76 Unrealized @ Report Date -11.1%

— ARDAGH GROUP S A 2.1%

Value $7.283M Shares 322,400 Share Price $22.59 Est. Cost/Share $22.01 Unrealized @ Report Date —

— MSG NETWORK INC 1.9%

Value $6.72M Shares 300,000 Share Price $22.40 Est. Cost/Share $21.94 Unrealized @ Report Date —

— LEVEL 3 COMMUNICATIONS INC 1.7%

Value $5.929M Shares 99,982 Share Price $59.30 Est. Cost/Share $56.42 Unrealized @ Report Date —

— SYNCHRONOSS TECHNOLOGIES INC 1.6%

Value $5.565M Shares 6,000,000 Share Price $0.93 Est. Cost/Share $0.93 Unrealized @ Report Date —

ASC ARDMORE SHIPPING CORP 1.6%

Value $5.54M Shares 683,900 Share Price $8.10 * Est. Cost/Share $5.88 Unrealized @ Report Date +10.7%

HGV HILTON GRAND VACATIONS INC 1.6%

Value $5.465M Shares 151,726 Share Price $36.02 * Est. Cost/Share $28.53 Unrealized @ Report Date +20.9%

— HOSTESS BRANDS INC 1.5%

Value $5.166M Shares 1,800,000 Share Price $2.87 Est. Cost/Share $2.20 Unrealized @ Report Date —

— NRG YIELD INC 1.2%

Value $4.272M Shares 250,530 Share Price $17.05 Est. Cost/Share $17.32 Unrealized @ Report Date —

— NRG YIELD INC 1.1%

Value $3.743M Shares 213,296 Share Price $17.55 Est. Cost/Share $17.63 Unrealized @ Report Date —

— GLOBALSTAR INC 1.0%

Value $3.456M Shares 1,630,000 Share Price $2.12 Est. Cost/Share $1.61 Unrealized @ Report Date —

— ENDURANCE INTL GROUP HLDGS I 0.3%

Value $1.038M Shares 125,000 Share Price $8.30 Est. Cost/Share $8.30 Unrealized @ Report Date —

— NAVIOS MARITIME ACQUIS CORP 0.2%

Value $852K Shares 583,480 Share Price $1.46 Est. Cost/Share $1.72 Unrealized @ Report Date —

— GP INVTS ACQUISITION COR 0.1%

Value $419K Shares 625,000 Share Price $0.67 Est. Cost/Share $0.45 Unrealized @ Report Date —

— HUNTER MARITIME ACQUISITION 0.0%

Value $150K Shares 499,998 Share Price $0.30 Est. Cost/Share $0.30 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	375,000	$90.67M	26.0%	$241.80	—	—	Put	78462F103
—	REALOGY HLDGS CORP	600,000	$19.48M	5.6%	$32.46	$27.11	—	COM	75605Y106
—	MSG NETWORK INC	789,000	$17.67M	5.1%	$22.40	$21.94	—	CL A	553573106
—	ARCH COAL INC	248,600	$16.97M	4.9%	$68.25	$68.82	—	CL A	039380407
—	DISH NETWORK CORP	262,500	$16.47M	4.7%	$62.76	$58.40	—	CL A	25470M109
—	WHITING PETE CORP NEW	2,600,382	$14.3M	4.1%	$5.50	$11.52	—	COM	966387102
THC	TENET HEALTHCARE CORP	697,700	$13.49M	3.9%	$19.33 *	$18.26	-4.4%	COM NEW	88033G407
—	SELECTA BIOSCIENCES INC	677,025	$13.43M	3.9%	$19.84	$16.24	—	COM	816212104
—	GP INVTS ACQUISITION COR	1,250,000	$12.49M	3.6%	$9.99	$9.90	—	SHS	G40357124
—	BROADSOFT INC	250,896	$10.79M	3.1%	$43.00	$43.00	—	COM	11133B409
—	GTY TECHNOLOGY HOLDINGS INC	1,000,000	$10.46M	3.0%	$10.46	$10.26	—	UNIT 99/99/9999	G4182A110
—	OASIS PETE INC NEW	10,000,000	$9.806M	2.8%	$0.98	$0.98	—	NOTE 2.625% 9/1	674215AJ7
HUNTF	HUNTER MARITIME ACQUISITION	999,996	$9.78M	2.8%	$9.78	$9.83	0.0%	CL A	Y37828111
—	CALATLANTIC GROUP INC	275,000	$9.718M	2.8%	$35.34	$35.34	—	COM	128195104
ALLY	ALLY FINL INC	434,479	$9.081M	2.6%	$20.90 *	$15.67	-2.8%	COM	02005N100
—	CENTURYLINK INC	375,000	$8.955M	2.6%	$23.88	$23.88	—	COM	156700106
CF	CF INDS HLDGS INC	319,800	$8.938M	2.6%	$27.95 *	$24.76	-11.1%	COM	125269100
—	ARDAGH GROUP S A	322,400	$7.283M	2.1%	$22.59	$22.01	—	CL A	L0223L101
—	MSG NETWORK INC	300,000	$6.72M	1.9%	$22.40	$21.94	—	Call	553573106
—	LEVEL 3 COMMUNICATIONS INC	99,982	$5.929M	1.7%	$59.30	$56.42	—	COM NEW	52729N308
—	SYNCHRONOSS TECHNOLOGIES INC	6,000,000	$5.565M	1.6%	$0.93	$0.93	—	NOTE 0.750% 8/1	87157BAA1
ASC	ARDMORE SHIPPING CORP	683,900	$5.54M	1.6%	$8.10 *	$5.88	+10.7%	COM	Y0207T100
HGV	HILTON GRAND VACATIONS INC	151,726	$5.465M	1.6%	$36.02 *	$28.53	+20.9%	COM	43283X105
—	HOSTESS BRANDS INC	1,800,000	$5.166M	1.5%	$2.87	$2.20	—	*W EXP 11/04/202	44109J114
—	NRG YIELD INC	250,530	$4.272M	1.2%	$17.05	$17.32	—	CL A NEW	62942X306
—	NRG YIELD INC	213,296	$3.743M	1.1%	$17.55	$17.63	—	CL C	62942X405
—	GLOBALSTAR INC	1,630,000	$3.456M	1.0%	$2.12	$1.61	—	COM	378973408
—	ENDURANCE INTL GROUP HLDGS I	125,000	$1.038M	0.3%	$8.30	$8.30	—	COM	29272B105
—	NAVIOS MARITIME ACQUIS CORP	583,480	$852K	0.2%	$1.46	$1.72	—	SHS	Y62159101
—	GP INVTS ACQUISITION COR	625,000	$419K	0.1%	$0.67	$0.45	—	*W EXP 05/19/202	G40357108
—	HUNTER MARITIME ACQUISITION	499,998	$150K	0.0%	$0.30	$0.30	—	*W EXP 99/99/999	Y37828129