Diameter Capital Partners LP Hedge Fund

Location: New York, NY

CIK: 0001727012 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 16, 2020

Total Value: $1.369B (95.4% shares, 4.6% debt)

Holdings (22)

IWM ISHARES TR 32.8%

Value $449M Shares 3,000,000 Share Price $149.79 Est. Cost/Share — Unrealized @ Report Date —

QQQ INVESCO QQQ TR 20.3%

Value $278M Shares 1,000,000 Share Price $277.84 Est. Cost/Share — Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 16.6%

Value $228M Shares 680,000 Share Price $334.89 Est. Cost/Share — Unrealized @ Report Date —

XLF SELECT SECTOR SPDR TR 5.3%

Value $72.21M Shares 3,000,000 Share Price $24.07 Est. Cost/Share — Unrealized @ Report Date —

— DISH NETWORK CORPORATION 4.1%

Value $55.59M Shares 60,500,000 Share Price $0.92 Est. Cost/Share $2.00 Unrealized @ Report Date —

FE FIRSTENERGY CORP 3.5%

Value $47.37M Shares 1,650,000 Share Price $28.71 * Est. Cost/Share $25.02 Unrealized @ Report Date 0.0%

VICI VICI PPTYS INC 2.5%

Value $34.47M Shares 1,475,000 Share Price $23.37 * Est. Cost/Share $15.62 Unrealized @ Report Date +7.9%

LPRO OPEN LENDING CORP 1.9%

Value $25.95M Shares 1,017,642 Share Price $25.50 * Est. Cost/Share $15.84 Unrealized @ Report Date +23.0%

MTG MGIC INVT CORP WIS 1.8%

Value $24.14M Shares 2,725,000 Share Price $8.86 * Est. Cost/Share $8.52 Unrealized @ Report Date 0.0%

— OAK STR HEALTH INC 1.7%

Value $23.94M Shares 447,899 Share Price $53.44 Est. Cost/Share $53.44 Unrealized @ Report Date —

RDN RADIAN GROUP INC 1.7%

Value $23.74M Shares 1,625,000 Share Price $14.61 * Est. Cost/Share $12.56 Unrealized @ Report Date 0.0%

MAA MID-AMER APT CMNTYS INC 1.7%

Value $23.19M Shares 200,000 Share Price $115.95 * Est. Cost/Share $95.98 Unrealized @ Report Date 0.0%

— CHURCHILL CAP CORP III 0.9%

Value $12.76M Shares 1,245,000 Share Price $10.25 Est. Cost/Share $10.25 Unrealized @ Report Date —

CX CEMEX SAB DE CV 0.9%

Value $11.88M Shares 3,125,000 Share Price $3.80 Est. Cost/Share — Unrealized @ Report Date —

— VEREIT INC 0.8%

Value $11.31M Shares 1,740,000 Share Price $6.50 Est. Cost/Share $6.50 Unrealized @ Report Date —

— ARDAGH GROUP S A 0.8%

Value $11.11M Shares 790,903 Share Price $14.05 Est. Cost/Share $14.29 Unrealized @ Report Date —

— AMERICAN CAMPUS CMNTYS INC 0.7%

Value $9.603M Shares 275,000 Share Price $34.92 Est. Cost/Share $34.92 Unrealized @ Report Date —

FCPT FOUR CORNERS PPTY TR INC 0.7%

Value $9.596M Shares 375,000 Share Price $25.59 Est. Cost/Share $25.59 Unrealized @ Report Date —

AAL AMERICAN AIRLS GROUP INC 0.5%

Value $7.374M Shares 600,000 Share Price $12.29 Est. Cost/Share — Unrealized @ Report Date —

— BLACKSTONE MTG TR INC 0.4%

Value $5.344M Shares 5,534,000 Share Price $0.97 Est. Cost/Share $0.94 Unrealized @ Report Date —

— THE ODP CORP 0.2%

Value $2.716M Shares 139,620 Share Price $19.45 Est. Cost/Share $19.45 Unrealized @ Report Date —

— LIBERTY MEDIA CORP DEL 0.1%

Value $1.783M Shares 2,400,000 Share Price $0.74 Est. Cost/Share $0.74 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IWM	ISHARES TR	3,000,000	$449M	32.8%	$149.79	—	—	Put	464287655
QQQ	INVESCO QQQ TR	1,000,000	$278M	20.3%	$277.84	—	—	Put	46090E103
SPY	SPDR S&P 500 ETF TR	680,000	$228M	16.6%	$334.89	—	—	Put	78462F103
XLF	SELECT SECTOR SPDR TR	3,000,000	$72.21M	5.3%	$24.07	—	—	Call	81369Y605
—	DISH NETWORK CORPORATION	60,500,000	$55.59M	4.1%	$0.92	$2.00	—	NOTE 3.375% 8/1	25470MAB5
FE	FIRSTENERGY CORP	1,650,000	$47.37M	3.5%	$28.71 *	$25.02	0.0%	COM	337932107
VICI	VICI PPTYS INC	1,475,000	$34.47M	2.5%	$23.37 *	$15.62	+7.9%	COM	925652109
LPRO	OPEN LENDING CORP	1,017,642	$25.95M	1.9%	$25.50 *	$15.84	+23.0%	COM CL A	68373J104
MTG	MGIC INVT CORP WIS	2,725,000	$24.14M	1.8%	$8.86 *	$8.52	0.0%	COM	552848103
—	OAK STR HEALTH INC	447,899	$23.94M	1.7%	$53.44	$53.44	—	COM	67181A107
RDN	RADIAN GROUP INC	1,625,000	$23.74M	1.7%	$14.61 *	$12.56	0.0%	COM	750236101
MAA	MID-AMER APT CMNTYS INC	200,000	$23.19M	1.7%	$115.95 *	$95.98	0.0%	COM	59522J103
—	CHURCHILL CAP CORP III	1,245,000	$12.76M	0.9%	$10.25	$10.25	—	COM	17144C104
CX	CEMEX SAB DE CV	3,125,000	$11.88M	0.9%	$3.80	—	—	Call	151290889
—	VEREIT INC	1,740,000	$11.31M	0.8%	$6.50	$6.50	—	COM	92339V100
—	ARDAGH GROUP S A	790,903	$11.11M	0.8%	$14.05	$14.29	—	CL A	L0223L101
—	AMERICAN CAMPUS CMNTYS INC	275,000	$9.603M	0.7%	$34.92	$34.92	—	COM	024835100
FCPT	FOUR CORNERS PPTY TR INC	375,000	$9.596M	0.7%	$25.59	$25.59	—	COM	35086T109
AAL	AMERICAN AIRLS GROUP INC	600,000	$7.374M	0.5%	$12.29	—	—	Put	02376R102
—	BLACKSTONE MTG TR INC	5,534,000	$5.344M	0.4%	$0.97	$0.94	—	NOTE 4.375% 5/0	09257WAB6
—	THE ODP CORP	139,620	$2.716M	0.2%	$19.45	$19.45	—	COM	88337F105
—	LIBERTY MEDIA CORP DEL	2,400,000	$1.783M	0.1%	$0.74	$0.74	—	DEB 3.750% 2/1	530715AL5