Diameter Capital Partners LP Hedge Fund

Location: New York, NY

CIK: 0001727012 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value: $1.03B (91.8% shares, 8.2% debt)

Holdings (20)

EEM ISHARES TR 24.0%

Value $247M Shares 5,500,000 Share Price $44.87 Est. Cost/Share — Unrealized @ Report Date —

IWM ISHARES TR 20.1%

Value $207M Shares 1,250,000 Share Price $165.67 Est. Cost/Share — Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 14.3%

Value $147M Shares 456,500 Share Price $321.86 Est. Cost/Share — Unrealized @ Report Date —

FXI ISHARES TR 10.6%

Value $109M Shares 2,500,000 Share Price $43.63 Est. Cost/Share — Unrealized @ Report Date —

— DISH NETWORK CORP 6.5%

Value $67.35M Shares 69,500,000 Share Price $0.97 Est. Cost/Share $2.08 Unrealized @ Report Date —

— ALPS ETF TR 4.6%

Value $47.17M Shares 5,550,000 Share Price $8.50 Est. Cost/Share $8.50 Unrealized @ Report Date —

— SPIRIT AEROSYSTEMS HLDGS INC 2.8%

Value $29.15M Shares 400,000 Share Price $72.88 Est. Cost/Share — Unrealized @ Report Date —

— OFFICE DEPOT INC 2.5%

Value $26.03M Shares 9,500,000 Share Price $2.74 Est. Cost/Share $2.26 Unrealized @ Report Date —

— MR COOPER GROUP INC 2.2%

Value $22.48M Shares 1,796,895 Share Price $12.51 Est. Cost/Share $11.03 Unrealized @ Report Date —

— ATLANTICA YIELD PLC 1.9%

Value $19.27M Shares 730,000 Share Price $26.39 Est. Cost/Share $20.75 Unrealized @ Report Date —

— ENSCO JERSEY FIN LTD 1.6%

Value $16.8M Shares 23,500,000 Share Price $0.71 Est. Cost/Share $3.66 Unrealized @ Report Date —

LNG CHENIERE ENERGY INC 1.6%

Value $16.31M Shares 267,000 Share Price $61.07 Est. Cost/Share $63.47 Unrealized @ Report Date -3.0%

BHC BAUSCH HEALTH COS INC 1.5%

Value $14.96M Shares 500,000 Share Price $29.92 * Est. Cost/Share $23.82 Unrealized @ Report Date +9.1%

THC TENET HEALTHCARE CORP 1.3%

Value $13.62M Shares 358,069 Share Price $38.03 * Est. Cost/Share $24.03 Unrealized @ Report Date +24.6%

CSTM CONSTELLIUM SE 1.0%

Value $10.72M Shares 799,960 Share Price $13.40 * Est. Cost/Share $13.80 Unrealized @ Report Date 0.0%

— NORTHERN OIL & GAS INC NEV 1.0%

Value $10.03M Shares 4,285,000 Share Price $2.34 Est. Cost/Share $2.34 Unrealized @ Report Date —

CX CEMEX SAB DE CV 0.9%

Value $9.45M Shares 2,500,000 Share Price $3.78 Est. Cost/Share — Unrealized @ Report Date —

NWL NEWELL BRANDS INC 0.7%

Value $7.688M Shares 400,000 Share Price $19.22 * Est. Cost/Share $14.53 Unrealized @ Report Date 0.0%

— CORNERSTONE BLDG BRANDS INC 0.5%

Value $4.713M Shares 553,768 Share Price $8.51 Est. Cost/Share $6.05 Unrealized @ Report Date —

— ARDAGH GROUP S A 0.4%

Value $3.959M Shares 202,187 Share Price $19.58 Est. Cost/Share $19.58 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
EEM	ISHARES TR	5,500,000	$247M	24.0%	$44.87	—	—	Call	464287234
IWM	ISHARES TR	1,250,000	$207M	20.1%	$165.67	—	—	Call	464287655
SPY	SPDR S&P 500 ETF TR	456,500	$147M	14.3%	$321.86	—	—	Put	78462F103
FXI	ISHARES TR	2,500,000	$109M	10.6%	$43.63	—	—	Call	464287184
—	DISH NETWORK CORP	69,500,000	$67.35M	6.5%	$0.97	$2.08	—	NOTE 3.375% 8/1	25470MAB5
—	ALPS ETF TR	5,550,000	$47.17M	4.6%	$8.50	$8.50	—	ALERIAN MLP	00162Q866
—	SPIRIT AEROSYSTEMS HLDGS INC	400,000	$29.15M	2.8%	$72.88	—	—	Put	848574109
—	OFFICE DEPOT INC	9,500,000	$26.03M	2.5%	$2.74	$2.26	—	COM	676220106
—	MR COOPER GROUP INC	1,796,895	$22.48M	2.2%	$12.51	$11.03	—	COM	62482R107
—	ATLANTICA YIELD PLC	730,000	$19.27M	1.9%	$26.39	$20.75	—	SHS	G0751N103
—	ENSCO JERSEY FIN LTD	23,500,000	$16.8M	1.6%	$0.71	$3.66	—	NOTE 3.000% 1/3	29359WAB1
LNG	CHENIERE ENERGY INC	267,000	$16.31M	1.6%	$61.07	$63.47	-3.0%	COM NEW	16411R208
BHC	BAUSCH HEALTH COS INC	500,000	$14.96M	1.5%	$29.92 *	$23.82	+9.1%	COM	071734107
THC	TENET HEALTHCARE CORP	358,069	$13.62M	1.3%	$38.03 *	$24.03	+24.6%	COM NEW	88033G407
CSTM	CONSTELLIUM SE	799,960	$10.72M	1.0%	$13.40 *	$13.80	0.0%	CL A SHS	F21107101
—	NORTHERN OIL & GAS INC NEV	4,285,000	$10.03M	1.0%	$2.34	$2.34	—	COM	665531109
CX	CEMEX SAB DE CV	2,500,000	$9.45M	0.9%	$3.78	—	—	Call	151290889
NWL	NEWELL BRANDS INC	400,000	$7.688M	0.7%	$19.22 *	$14.53	0.0%	COM	651229106
—	CORNERSTONE BLDG BRANDS INC	553,768	$4.713M	0.5%	$8.51	$6.05	—	COM	21925D109
—	ARDAGH GROUP S A	202,187	$3.959M	0.4%	$19.58	$19.58	—	CL A	L0223L101