Diameter Capital Partners LP Hedge Fund

CIK: 0001727012 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $1,120,161 (93.1% shares, 6.9% debt)

Holdings (23)

QQQ INVESCO QQQ TR 33.3%

Value ($000) $373,257 Shares 1,507,500 Est. Cost — Unrealized —

HYG ISHARES TR 16.5%

Value ($000) $184,624 Shares 2,262,000 Est. Cost $81.62 Unrealized —

LQD ISHARES TR 14.2%

Value ($000) $159,383 Shares 1,185,000 Est. Cost $134.50 Unrealized —

BA BOEING CO 8.2%

Value ($000) $91,650 Shares 500,000 Est. Cost — Unrealized —

— DISH NETWORK CORPORATION 5.9%

Value ($000) $66,486 Shares 72,000,000 Est. Cost $2.00 Unrealized —

TMUS T-MOBILE US INC 4.2%

Value ($000) $46,868 Shares 450,000 Est. Cost $92.61 Unrealized 0.0%

IWM ISHARES TR 2.9%

Value ($000) $32,931 Shares 230,000 Est. Cost — Unrealized —

— OFFICE DEPOT INC 2.3%

Value ($000) $25,265 Shares 10,751,000 Est. Cost $2.29 Unrealized —

GDX VANECK VECTORS ETF TR 1.6%

Value ($000) $17,423 Shares 475,000 Est. Cost $36.68 Unrealized —

PCG PG&E CORP 1.4%

Value ($000) $15,523 Shares 1,750,000 Est. Cost $10.77 Unrealized 0.0%

MAR MARRIOTT INTL INC NEW 1.3%

Value ($000) $14,531 Shares 169,500 Est. Cost — Unrealized —

VICI VICI PPTYS INC 1.0%

Value ($000) $11,105 Shares 550,000 Est. Cost $13.55 Unrealized 0.0%

— GENERAL ELECTRIC CO 0.9%

Value ($000) $10,245 Shares 1,500,000 Est. Cost — Unrealized —

— ARDAGH GROUP S A 0.9%

Value ($000) $10,155 Shares 786,596 Est. Cost $14.29 Unrealized —

H HYATT HOTELS CORP 0.9%

Value ($000) $9,681 Shares 192,500 Est. Cost — Unrealized —

CX CEMEX SAB DE CV 0.8%

Value ($000) $9,000 Shares 3,125,000 Est. Cost — Unrealized —

GDXJ VANECK VECTORS ETF TR 0.7%

Value ($000) $8,181 Shares 165,000 Est. Cost $49.58 Unrealized —

AAL AMERICAN AIRLS GROUP INC 0.7%

Value ($000) $7,842 Shares 600,000 Est. Cost — Unrealized —

LPRO OPEN LENDING CORP 0.6%

Value ($000) $6,864 Shares 454,563 Est. Cost $11.33 Unrealized 0.0%

— SM ENERGY CO 0.5%

Value ($000) $5,516 Shares 6,000,000 Est. Cost $0.40 Unrealized —

— BLACKSTONE MTG TR INC 0.5%

Value ($000) $5,186 Shares 5,534,000 Est. Cost $0.94 Unrealized —

— UNITED STATES STL CORP NEW 0.5%

Value ($000) $5,089 Shares 704,900 Est. Cost — Unrealized —

— CORNERSTONE BLDG BRANDS INC 0.3%

Value ($000) $3,356 Shares 553,768 Est. Cost $6.05 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
QQQ	INVESCO QQQ TR	1,507,500	$373,257	33.3%	—	—	Put	46090E103
HYG	ISHARES TR	2,262,000	$184,624	16.5%	$81.62	—	IBOXX HI YD ETF	464288513
LQD	ISHARES TR	1,185,000	$159,383	14.2%	$134.50	—	IBOXX INV CP ETF	464287242
BA	BOEING CO	500,000	$91,650	8.2%	—	—	Put	097023105
—	DISH NETWORK CORPORATION	72,000,000	$66,486	5.9%	$2.00	—	NOTE 3.375% 8/1	25470MAB5
TMUS	T-MOBILE US INC	450,000	$46,868	4.2%	$92.61	0.0%	COM	872590104
IWM	ISHARES TR	230,000	$32,931	2.9%	—	—	Put	464287655
—	OFFICE DEPOT INC	10,751,000	$25,265	2.3%	$2.29	—	COM	676220106
GDX	VANECK VECTORS ETF TR	475,000	$17,423	1.6%	$36.68	—	GOLD MINERS ETF	92189F106
PCG	PG&E CORP	1,750,000	$15,523	1.4%	$10.77	0.0%	COM	69331C108
MAR	MARRIOTT INTL INC NEW	169,500	$14,531	1.3%	—	—	Put	571903202
VICI	VICI PPTYS INC	550,000	$11,105	1.0%	$13.55	0.0%	COM	925652109
—	GENERAL ELECTRIC CO	1,500,000	$10,245	0.9%	—	—	Put	369604103
—	ARDAGH GROUP S A	786,596	$10,155	0.9%	$14.29	—	CL A	L0223L101
H	HYATT HOTELS CORP	192,500	$9,681	0.9%	—	—	Put	448579102
CX	CEMEX SAB DE CV	3,125,000	$9,000	0.8%	—	—	Call	151290889
GDXJ	VANECK VECTORS ETF TR	165,000	$8,181	0.7%	$49.58	—	JR GOLD MINERS E	92189F791
AAL	AMERICAN AIRLS GROUP INC	600,000	$7,842	0.7%	—	—	Put	02376R102
LPRO	OPEN LENDING CORP	454,563	$6,864	0.6%	$11.33	0.0%	COM CL A	68373J104
—	SM ENERGY CO	6,000,000	$5,516	0.5%	$0.40	—	NOTE 1.500% 7/0	78454LAM2
—	BLACKSTONE MTG TR INC	5,534,000	$5,186	0.5%	$0.94	—	NOTE 4.375% 5/0	09257WAB6
—	UNITED STATES STL CORP NEW	704,900	$5,089	0.5%	—	—	Put	912909108
—	CORNERSTONE BLDG BRANDS INC	553,768	$3,356	0.3%	$6.05	—	COM	21925D109