Silver Rock Financial LP Diversified Active

CIK: 0001674784 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $348,100 (95.6% shares, 4.4% debt)

Holdings (31)

SPY SPDR S&P 500 ETF TR 26.0%

Value ($000) $90,675 Shares 375,000 Est. Cost — Unrealized —

— REALOGY HLDGS CORP 5.6%

Value ($000) $19,476 Shares 600,000 Est. Cost $27.11 Unrealized —

— MSG NETWORK INC 5.1%

Value ($000) $17,674 Shares 789,000 Est. Cost $21.94 Unrealized —

— ARCH COAL INC 4.9%

Value ($000) $16,967 Shares 248,600 Est. Cost $68.82 Unrealized —

— DISH NETWORK CORP 4.7%

Value ($000) $16,474 Shares 262,500 Est. Cost $58.40 Unrealized —

— WHITING PETE CORP NEW 4.1%

Value ($000) $14,302 Shares 2,600,382 Est. Cost $11.52 Unrealized —

THC TENET HEALTHCARE CORP 3.9%

Value ($000) $13,487 Shares 697,700 Est. Cost $18.26 Unrealized -4.4%

— SELECTA BIOSCIENCES INC 3.9%

Value ($000) $13,432 Shares 677,025 Est. Cost $16.24 Unrealized —

— GP INVTS ACQUISITION COR 3.6%

Value ($000) $12,488 Shares 1,250,000 Est. Cost $9.90 Unrealized —

— BROADSOFT INC 3.1%

Value ($000) $10,789 Shares 250,896 Est. Cost $43.00 Unrealized —

— GTY TECHNOLOGY HOLDINGS INC 3.0%

Value ($000) $10,460 Shares 1,000,000 Est. Cost $10.26 Unrealized —

— OASIS PETE INC NEW 2.8%

Value ($000) $9,806 Shares 10,000,000 Est. Cost $0.98 Unrealized —

HUNTF HUNTER MARITIME ACQUISITION 2.8%

Value ($000) $9,780 Shares 999,996 Est. Cost $9.83 Unrealized 0.0%

— CALATLANTIC GROUP INC 2.8%

Value ($000) $9,718 Shares 275,000 Est. Cost $35.34 Unrealized —

ALLY ALLY FINL INC 2.6%

Value ($000) $9,081 Shares 434,479 Est. Cost $15.67 Unrealized -2.8%

— CENTURYLINK INC 2.6%

Value ($000) $8,955 Shares 375,000 Est. Cost $23.88 Unrealized —

CF CF INDS HLDGS INC 2.6%

Value ($000) $8,938 Shares 319,800 Est. Cost $24.76 Unrealized -11.1%

— ARDAGH GROUP S A 2.1%

Value ($000) $7,283 Shares 322,400 Est. Cost $22.01 Unrealized —

— MSG NETWORK INC 1.9%

Value ($000) $6,720 Shares 300,000 Est. Cost $21.94 Unrealized —

— LEVEL 3 COMMUNICATIONS INC 1.7%

Value ($000) $5,929 Shares 99,982 Est. Cost $56.42 Unrealized —

— SYNCHRONOSS TECHNOLOGIES INC 1.6%

Value ($000) $5,565 Shares 6,000,000 Est. Cost $0.93 Unrealized —

ASC ARDMORE SHIPPING CORP 1.6%

Value ($000) $5,540 Shares 683,900 Est. Cost $5.88 Unrealized +10.7%

HGV HILTON GRAND VACATIONS INC 1.6%

Value ($000) $5,465 Shares 151,726 Est. Cost $28.53 Unrealized +20.9%

— HOSTESS BRANDS INC 1.5%

Value ($000) $5,166 Shares 1,800,000 Est. Cost $2.20 Unrealized —

— NRG YIELD INC 1.2%

Value ($000) $4,272 Shares 250,530 Est. Cost $17.32 Unrealized —

— NRG YIELD INC 1.1%

Value ($000) $3,743 Shares 213,296 Est. Cost $17.63 Unrealized —

— GLOBALSTAR INC 1.0%

Value ($000) $3,456 Shares 1,630,000 Est. Cost $1.61 Unrealized —

— ENDURANCE INTL GROUP HLDGS I 0.3%

Value ($000) $1,038 Shares 125,000 Est. Cost $8.30 Unrealized —

— NAVIOS MARITIME ACQUIS CORP 0.2%

Value ($000) $852 Shares 583,480 Est. Cost $1.72 Unrealized —

— GP INVTS ACQUISITION COR 0.1%

Value ($000) $419 Shares 625,000 Est. Cost $0.45 Unrealized —

— HUNTER MARITIME ACQUISITION 0.0%

Value ($000) $150 Shares 499,998 Est. Cost $0.30 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	375,000	$90,675	26.0%	—	—	Put	78462F103
—	REALOGY HLDGS CORP	600,000	$19,476	5.6%	$27.11	—	COM	75605Y106
—	MSG NETWORK INC	789,000	$17,674	5.1%	$21.94	—	CL A	553573106
—	ARCH COAL INC	248,600	$16,967	4.9%	$68.82	—	CL A	039380407
—	DISH NETWORK CORP	262,500	$16,474	4.7%	$58.40	—	CL A	25470M109
—	WHITING PETE CORP NEW	2,600,382	$14,302	4.1%	$11.52	—	COM	966387102
THC	TENET HEALTHCARE CORP	697,700	$13,487	3.9%	$18.26	-4.4%	COM NEW	88033G407
—	SELECTA BIOSCIENCES INC	677,025	$13,432	3.9%	$16.24	—	COM	816212104
—	GP INVTS ACQUISITION COR	1,250,000	$12,488	3.6%	$9.90	—	SHS	G40357124
—	BROADSOFT INC	250,896	$10,789	3.1%	$43.00	—	COM	11133B409
—	GTY TECHNOLOGY HOLDINGS INC	1,000,000	$10,460	3.0%	$10.26	—	UNIT 99/99/9999	G4182A110
—	OASIS PETE INC NEW	10,000,000	$9,806	2.8%	$0.98	—	NOTE 2.625% 9/1	674215AJ7
HUNTF	HUNTER MARITIME ACQUISITION	999,996	$9,780	2.8%	$9.83	0.0%	CL A	Y37828111
—	CALATLANTIC GROUP INC	275,000	$9,718	2.8%	$35.34	—	COM	128195104
ALLY	ALLY FINL INC	434,479	$9,081	2.6%	$15.67	-2.8%	COM	02005N100
—	CENTURYLINK INC	375,000	$8,955	2.6%	$23.88	—	COM	156700106
CF	CF INDS HLDGS INC	319,800	$8,938	2.6%	$24.76	-11.1%	COM	125269100
—	ARDAGH GROUP S A	322,400	$7,283	2.1%	$22.01	—	CL A	L0223L101
—	MSG NETWORK INC	300,000	$6,720	1.9%	$21.94	—	Call	553573106
—	LEVEL 3 COMMUNICATIONS INC	99,982	$5,929	1.7%	$56.42	—	COM NEW	52729N308
—	SYNCHRONOSS TECHNOLOGIES INC	6,000,000	$5,565	1.6%	$0.93	—	NOTE 0.750% 8/1	87157BAA1
ASC	ARDMORE SHIPPING CORP	683,900	$5,540	1.6%	$5.88	+10.7%	COM	Y0207T100
HGV	HILTON GRAND VACATIONS INC	151,726	$5,465	1.6%	$28.53	+20.9%	COM	43283X105
—	HOSTESS BRANDS INC	1,800,000	$5,166	1.5%	$2.20	—	*W EXP 11/04/202	44109J114
—	NRG YIELD INC	250,530	$4,272	1.2%	$17.32	—	CL A NEW	62942X306
—	NRG YIELD INC	213,296	$3,743	1.1%	$17.63	—	CL C	62942X405
—	GLOBALSTAR INC	1,630,000	$3,456	1.0%	$1.61	—	COM	378973408
—	ENDURANCE INTL GROUP HLDGS I	125,000	$1,038	0.3%	$8.30	—	COM	29272B105
—	NAVIOS MARITIME ACQUIS CORP	583,480	$852	0.2%	$1.72	—	SHS	Y62159101
—	GP INVTS ACQUISITION COR	625,000	$419	0.1%	$0.45	—	*W EXP 05/19/202	G40357108
—	HUNTER MARITIME ACQUISITION	499,998	$150	0.0%	$0.30	—	*W EXP 99/99/999	Y37828129