Diameter Capital Partners LP Hedge Fund

Location: New York, NY

CIK: 0001727012 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 15, 2022

Total Value: $1.969B (83.3% shares, 16.7% debt)

Holdings (34)

SPY SPDR S&P 500 ETF TR 46.4%

Value $913M Shares 2,420,000 Share Price $377.25 Est. Cost/Share — Unrealized @ Report Date —

AAPL APPLE INC 9.0%

Value $178M Shares 1,300,000 Share Price $136.72 Est. Cost/Share — Unrealized @ Report Date —

SMH VANECK ETF TRUST 6.2%

Value $122M Shares 600,000 Share Price $203.73 Est. Cost/Share — Unrealized @ Report Date —

XLF SELECT SECTOR SPDR TR 4.0%

Value $78.63M Shares 2,500,000 Share Price $31.45 Est. Cost/Share — Unrealized @ Report Date —

IWM ISHARES TR 3.4%

Value $67.74M Shares 400,000 Share Price $169.36 Est. Cost/Share — Unrealized @ Report Date —

AAL AMERICAN AIRLS GROUP INC 3.1%

Value $61.34M Shares 4,837,500 Share Price $12.68 Est. Cost/Share — Unrealized @ Report Date —

— OAK STR HEALTH INC 2.9%

Value $57.29M Shares 80,001,000 Share Price $0.72 Est. Cost/Share $0.80 Unrealized @ Report Date —

— SUNNOVA ENERGY INTL INC. 2.4%

Value $46.31M Shares 58,669,000 Share Price $0.79 Est. Cost/Share $0.79 Unrealized @ Report Date —

XOP SPDR SER TR 2.1%

Value $41.82M Shares 350,000 Share Price $119.48 Est. Cost/Share — Unrealized @ Report Date —

— FRONTIER COMMUNICATIONS PARE 2.0%

Value $39.83M Shares 1,692,000 Share Price $23.54 Est. Cost/Share $26.50 Unrealized @ Report Date —

— 1LIFE HEALTHCARE INC 1.9%

Value $37.38M Shares 44,967,000 Share Price $0.83 Est. Cost/Share $0.87 Unrealized @ Report Date —

— NIO INC 1.8%

Value $36.04M Shares 47,250,000 Share Price $0.76 Est. Cost/Share $0.81 Unrealized @ Report Date —

AMBP ARDAGH METAL PACKAGING S A 1.8%

Value $34.6M Shares 5,672,617 Share Price $6.10 * Est. Cost/Share $6.57 Unrealized @ Report Date -29.3%

— COUPA SOFTWARE INC 1.4%

Value $28.39M Shares 37,500,000 Share Price $0.76 Est. Cost/Share $0.80 Unrealized @ Report Date —

— BRIDGEBIO PHARMA INC 1.4%

Value $27.97M Shares 69,500,000 Share Price $0.40 Est. Cost/Share $0.48 Unrealized @ Report Date —

— NEOGENOMICS INC 1.4%

Value $27.43M Shares 44,000,000 Share Price $0.62 Est. Cost/Share $0.63 Unrealized @ Report Date —

— THE REALREAL INC 1.3%

Value $25.55M Shares 57,747,000 Share Price $0.44 Est. Cost/Share $0.71 Unrealized @ Report Date —

BKD BROOKDALE SR LIVING INC 1.0%

Value $19.02M Shares 4,188,222 Share Price $4.54 * Est. Cost/Share $6.23 Unrealized @ Report Date -5.2%

UWMC UWM HOLDINGS CORPORATION 0.9%

Value $17.65M Shares 4,986,973 Share Price $3.54 * Est. Cost/Share $4.83 Unrealized @ Report Date -20.6%

ASHR DBX ETF TR 0.9%

Value $17.09M Shares 500,000 Share Price $34.17 Est. Cost/Share — Unrealized @ Report Date —

— AMERICAN CAMPUS CMNTYS INC 0.8%

Value $14.8M Shares 229,619 Share Price $64.47 Est. Cost/Share $45.25 Unrealized @ Report Date —

— DISH NETWORK CORPORATION 0.7%

Value $13.5M Shares 13,500,000 Share Price $1.00 Est. Cost/Share $0.90 Unrealized @ Report Date —

VISN COMMSCOPE HLDG CO INC 0.7%

Value $13.46M Shares 2,200,000 Share Price $6.12 * Est. Cost/Share $10.73 Unrealized @ Report Date -34.9%

— SPLUNK INC 0.7%

Value $13.27M Shares 150,000 Share Price $88.46 Est. Cost/Share $104.50 Unrealized @ Report Date —

— NUTANIX INC 0.5%

Value $10.42M Shares 15,000,000 Share Price $0.69 Est. Cost/Share $0.69 Unrealized @ Report Date —

PBF PBF ENERGY INC 0.3%

Value $6.53M Shares 225,000 Share Price $29.02 * Est. Cost/Share $31.28 Unrealized @ Report Date 0.0%

— MAGNITE INC 0.3%

Value $6.105M Shares 8,250,000 Share Price $0.74 Est. Cost/Share $0.74 Unrealized @ Report Date —

— LIBERTY MEDIA CORP DEL 0.3%

Value $5.435M Shares 11,383,243 Share Price $0.48 Est. Cost/Share $0.76 Unrealized @ Report Date —

— NIO INC 0.3%

Value $5.086M Shares 6,000,000 Share Price $0.85 Est. Cost/Share $0.85 Unrealized @ Report Date —

— LIBERTY MEDIA CORP DEL 0.1%

Value $1.947M Shares 3,973,088 Share Price $0.49 Est. Cost/Share $0.77 Unrealized @ Report Date —

— MIRION TECHNOLOGIES INC 0.0%

Value $606K Shares 576,979 Share Price $1.05 Est. Cost/Share $2.50 Unrealized @ Report Date —

SES/WS SES AI CORPORATION 0.0%

Value $266K Shares 415,020 Share Price $0.64 Est. Cost/Share $2.23 Unrealized @ Report Date —

— BENSON HILL INC 0.0%

Value $122K Shares 44,427 Share Price $2.75 Est. Cost/Share $7.13 Unrealized @ Report Date —

— ENPHYS ACQUISITION CORP 0.0%

Value $95,000 Shares 591,500 Share Price $0.16 Est. Cost/Share $0.50 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,420,000	$913M	46.4%	$377.25	—	—	Put	78462F103
AAPL	APPLE INC	1,300,000	$178M	9.0%	$136.72	—	—	Put	037833100
SMH	VANECK ETF TRUST	600,000	$122M	6.2%	$203.73	—	—	Put	92189F676
XLF	SELECT SECTOR SPDR TR	2,500,000	$78.63M	4.0%	$31.45	—	—	Put	81369Y605
IWM	ISHARES TR	400,000	$67.74M	3.4%	$169.36	—	—	Put	464287655
AAL	AMERICAN AIRLS GROUP INC	4,837,500	$61.34M	3.1%	$12.68	—	—	Put	02376R102
—	OAK STR HEALTH INC	80,001,000	$57.29M	2.9%	$0.72	$0.80	—	NOTE 3/1	67181AAB3
—	SUNNOVA ENERGY INTL INC.	58,669,000	$46.31M	2.4%	$0.79	$0.79	—	NOTE 0.250%12/0	86745KAF1
XOP	SPDR SER TR	350,000	$41.82M	2.1%	$119.48	—	—	Call	78468R556
—	FRONTIER COMMUNICATIONS PARE	1,692,000	$39.83M	2.0%	$23.54	$26.50	—	COM	35909D109
—	1LIFE HEALTHCARE INC	44,967,000	$37.38M	1.9%	$0.83	$0.87	—	NOTE 3.000% 6/1	68269GAB3
—	NIO INC	47,250,000	$36.04M	1.8%	$0.76	$0.81	—	NOTE 0.500% 2/0	62914VAF3
AMBP	ARDAGH METAL PACKAGING S A	5,672,617	$34.6M	1.8%	$6.10 *	$6.57	-29.3%	SHS	L02235106
—	COUPA SOFTWARE INC	37,500,000	$28.39M	1.4%	$0.76	$0.80	—	NOTE 0.375% 6/1	22266LAF3
—	BRIDGEBIO PHARMA INC	69,500,000	$27.97M	1.4%	$0.40	$0.48	—	NOTE 2.250% 2/0	10806XAD4
—	NEOGENOMICS INC	44,000,000	$27.43M	1.4%	$0.62	$0.63	—	NOTE 0.250% 1/1	64049MAB6
—	THE REALREAL INC	57,747,000	$25.55M	1.3%	$0.44	$0.71	—	NOTE 1.000% 3/0	88339PAD3
BKD	BROOKDALE SR LIVING INC	4,188,222	$19.02M	1.0%	$4.54 *	$6.23	-5.2%	COM	112463104
UWMC	UWM HOLDINGS CORPORATION	4,986,973	$17.65M	0.9%	$3.54 *	$4.83	-20.6%	COM CL A	91823B109
ASHR	DBX ETF TR	500,000	$17.09M	0.9%	$34.17	—	—	Call	233051879
—	AMERICAN CAMPUS CMNTYS INC	229,619	$14.8M	0.8%	$64.47	$45.25	—	COM	024835100
—	DISH NETWORK CORPORATION	13,500,000	$13.5M	0.7%	$1.00	$0.90	—	NOTE 3.375% 8/1	25470MAB5
VISN	COMMSCOPE HLDG CO INC	2,200,000	$13.46M	0.7%	$6.12 *	$10.73	-34.9%	COM	20337X109
—	SPLUNK INC	150,000	$13.27M	0.7%	$88.46	$104.50	—	COM	848637104
—	NUTANIX INC	15,000,000	$10.42M	0.5%	$0.69	$0.69	—	NOTE 1/1	67059NAB4
PBF	PBF ENERGY INC	225,000	$6.53M	0.3%	$29.02 *	$31.28	0.0%	CL A	69318G106
—	MAGNITE INC	8,250,000	$6.105M	0.3%	$0.74	$0.74	—	NOTE 0.250% 3/1	55955DAB6
—	LIBERTY MEDIA CORP DEL	11,383,243	$5.435M	0.3%	$0.48	$0.76	—	DEB 3.750% 2/1	530715AL5
—	NIO INC	6,000,000	$5.086M	0.3%	$0.85	$0.85	—	NOTE 2/0	62914VAE6
—	LIBERTY MEDIA CORP DEL	3,973,088	$1.947M	0.1%	$0.49	$0.77	—	DEB 4.000%11/1	530715AG6
—	MIRION TECHNOLOGIES INC	576,979	$606K	0.0%	$1.05	$2.50	—	*W EXP 10/20/202	60471A119
SES/WS	SES AI CORPORATION	415,020	$266K	0.0%	$0.64	$2.23	—	*W EXP 12/10/202	78397Q117
—	BENSON HILL INC	44,427	$122K	0.0%	$2.75	$7.13	—	COMMON STOCK	082490103
—	ENPHYS ACQUISITION CORP	591,500	$95,000	0.0%	$0.16	$0.50	—	*W EXP 99/99/999	G3167L117