Diameter Capital Partners LP Hedge Fund

CIK: 0001727012 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 16, 2020

Total Value ($000): $1,369,008 (95.4% shares, 4.6% debt)

Holdings (22)

IWM ISHARES TR 32.8%

Value ($000) $449,370 Shares 3,000,000 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 20.3%

Value ($000) $277,840 Shares 1,000,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 16.6%

Value ($000) $227,725 Shares 680,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 5.3%

Value ($000) $72,210 Shares 3,000,000 Est. Cost — Unrealized —

— DISH NETWORK CORPORATION 4.1%

Value ($000) $55,585 Shares 60,500,000 Est. Cost $2.00 Unrealized —

FE FIRSTENERGY CORP 3.5%

Value ($000) $47,372 Shares 1,650,000 Est. Cost $25.02 Unrealized 0.0%

VICI VICI PPTYS INC 2.5%

Value ($000) $34,471 Shares 1,475,000 Est. Cost $15.62 Unrealized +7.9%

LPRO OPEN LENDING CORP 1.9%

Value ($000) $25,950 Shares 1,017,642 Est. Cost $15.84 Unrealized +23.0%

MTG MGIC INVT CORP WIS 1.8%

Value ($000) $24,144 Shares 2,725,000 Est. Cost $8.52 Unrealized 0.0%

— OAK STR HEALTH INC 1.7%

Value ($000) $23,936 Shares 447,899 Est. Cost $53.44 Unrealized —

RDN RADIAN GROUP INC 1.7%

Value ($000) $23,741 Shares 1,625,000 Est. Cost $12.56 Unrealized 0.0%

MAA MID-AMER APT CMNTYS INC 1.7%

Value ($000) $23,190 Shares 200,000 Est. Cost $95.98 Unrealized 0.0%

— CHURCHILL CAP CORP III 0.9%

Value ($000) $12,761 Shares 1,245,000 Est. Cost $10.25 Unrealized —

CX CEMEX SAB DE CV 0.9%

Value ($000) $11,875 Shares 3,125,000 Est. Cost — Unrealized —

— VEREIT INC 0.8%

Value ($000) $11,310 Shares 1,740,000 Est. Cost $6.50 Unrealized —

— ARDAGH GROUP S A 0.8%

Value ($000) $11,112 Shares 790,903 Est. Cost $14.29 Unrealized —

— AMERICAN CAMPUS CMNTYS INC 0.7%

Value ($000) $9,603 Shares 275,000 Est. Cost $34.92 Unrealized —

FCPT FOUR CORNERS PPTY TR INC 0.7%

Value ($000) $9,596 Shares 375,000 Est. Cost $25.59 Unrealized —

AAL AMERICAN AIRLS GROUP INC 0.5%

Value ($000) $7,374 Shares 600,000 Est. Cost — Unrealized —

— BLACKSTONE MTG TR INC 0.4%

Value ($000) $5,344 Shares 5,534,000 Est. Cost $0.94 Unrealized —

— THE ODP CORP 0.2%

Value ($000) $2,716 Shares 139,620 Est. Cost $19.45 Unrealized —

— LIBERTY MEDIA CORP DEL 0.1%

Value ($000) $1,783 Shares 2,400,000 Est. Cost $0.74 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	3,000,000	$449,370	32.8%	—	—	Put	464287655
QQQ	INVESCO QQQ TR	1,000,000	$277,840	20.3%	—	—	Put	46090E103
SPY	SPDR S&P 500 ETF TR	680,000	$227,725	16.6%	—	—	Put	78462F103
XLF	SELECT SECTOR SPDR TR	3,000,000	$72,210	5.3%	—	—	Call	81369Y605
—	DISH NETWORK CORPORATION	60,500,000	$55,585	4.1%	$2.00	—	NOTE 3.375% 8/1	25470MAB5
FE	FIRSTENERGY CORP	1,650,000	$47,372	3.5%	$25.02	0.0%	COM	337932107
VICI	VICI PPTYS INC	1,475,000	$34,471	2.5%	$15.62	+7.9%	COM	925652109
LPRO	OPEN LENDING CORP	1,017,642	$25,950	1.9%	$15.84	+23.0%	COM CL A	68373J104
MTG	MGIC INVT CORP WIS	2,725,000	$24,144	1.8%	$8.52	0.0%	COM	552848103
—	OAK STR HEALTH INC	447,899	$23,936	1.7%	$53.44	—	COM	67181A107
RDN	RADIAN GROUP INC	1,625,000	$23,741	1.7%	$12.56	0.0%	COM	750236101
MAA	MID-AMER APT CMNTYS INC	200,000	$23,190	1.7%	$95.98	0.0%	COM	59522J103
—	CHURCHILL CAP CORP III	1,245,000	$12,761	0.9%	$10.25	—	COM	17144C104
CX	CEMEX SAB DE CV	3,125,000	$11,875	0.9%	—	—	Call	151290889
—	VEREIT INC	1,740,000	$11,310	0.8%	$6.50	—	COM	92339V100
—	ARDAGH GROUP S A	790,903	$11,112	0.8%	$14.29	—	CL A	L0223L101
—	AMERICAN CAMPUS CMNTYS INC	275,000	$9,603	0.7%	$34.92	—	COM	024835100
FCPT	FOUR CORNERS PPTY TR INC	375,000	$9,596	0.7%	$25.59	—	COM	35086T109
AAL	AMERICAN AIRLS GROUP INC	600,000	$7,374	0.5%	—	—	Put	02376R102
—	BLACKSTONE MTG TR INC	5,534,000	$5,344	0.4%	$0.94	—	NOTE 4.375% 5/0	09257WAB6
—	THE ODP CORP	139,620	$2,716	0.2%	$19.45	—	COM	88337F105
—	LIBERTY MEDIA CORP DEL	2,400,000	$1,783	0.1%	$0.74	—	DEB 3.750% 2/1	530715AL5