Diameter Capital Partners LP Hedge Fund

CIK: 0001727012 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 15, 2022

Total Value ($000): $1,968,654 (83.3% shares, 16.7% debt)

Holdings (34)

SPY SPDR S&P 500 ETF TR 46.4%

Value ($000) $912,945 Shares 2,420,000 Est. Cost — Unrealized —

AAPL APPLE INC 9.0%

Value ($000) $177,736 Shares 1,300,000 Est. Cost — Unrealized —

SMH VANECK ETF TRUST 6.2%

Value ($000) $122,238 Shares 600,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 4.0%

Value ($000) $78,625 Shares 2,500,000 Est. Cost — Unrealized —

IWM ISHARES TR 3.4%

Value ($000) $67,744 Shares 400,000 Est. Cost — Unrealized —

AAL AMERICAN AIRLS GROUP INC 3.1%

Value ($000) $61,340 Shares 4,837,500 Est. Cost — Unrealized —

— OAK STR HEALTH INC 2.9%

Value ($000) $57,292 Shares 80,001,000 Est. Cost $0.80 Unrealized —

— SUNNOVA ENERGY INTL INC. 2.4%

Value ($000) $46,315 Shares 58,669,000 Est. Cost $0.79 Unrealized —

XOP SPDR SER TR 2.1%

Value ($000) $41,818 Shares 350,000 Est. Cost — Unrealized —

— FRONTIER COMMUNICATIONS PARE 2.0%

Value ($000) $39,830 Shares 1,692,000 Est. Cost $26.50 Unrealized —

— 1LIFE HEALTHCARE INC 1.9%

Value ($000) $37,375 Shares 44,967,000 Est. Cost $0.87 Unrealized —

— NIO INC 1.8%

Value ($000) $36,043 Shares 47,250,000 Est. Cost $0.81 Unrealized —

AMBP ARDAGH METAL PACKAGING S A 1.8%

Value ($000) $34,603 Shares 5,672,617 Est. Cost $6.57 Unrealized -29.3%

— COUPA SOFTWARE INC 1.4%

Value ($000) $28,393 Shares 37,500,000 Est. Cost $0.80 Unrealized —

— BRIDGEBIO PHARMA INC 1.4%

Value ($000) $27,974 Shares 69,500,000 Est. Cost $0.48 Unrealized —

— NEOGENOMICS INC 1.4%

Value ($000) $27,432 Shares 44,000,000 Est. Cost $0.63 Unrealized —

— THE REALREAL INC 1.3%

Value ($000) $25,551 Shares 57,747,000 Est. Cost $0.71 Unrealized —

BKD BROOKDALE SR LIVING INC 1.0%

Value ($000) $19,015 Shares 4,188,222 Est. Cost $6.23 Unrealized -5.2%

UWMC UWM HOLDINGS CORPORATION 0.9%

Value ($000) $17,654 Shares 4,986,973 Est. Cost $4.83 Unrealized -20.6%

ASHR DBX ETF TR 0.9%

Value ($000) $17,085 Shares 500,000 Est. Cost — Unrealized —

— AMERICAN CAMPUS CMNTYS INC 0.8%

Value ($000) $14,804 Shares 229,619 Est. Cost $45.25 Unrealized —

— DISH NETWORK CORPORATION 0.7%

Value ($000) $13,500 Shares 13,500,000 Est. Cost $0.90 Unrealized —

VISN COMMSCOPE HLDG CO INC 0.7%

Value ($000) $13,464 Shares 2,200,000 Est. Cost $10.73 Unrealized -34.9%

— SPLUNK INC 0.7%

Value ($000) $13,269 Shares 150,000 Est. Cost $104.50 Unrealized —

— NUTANIX INC 0.5%

Value ($000) $10,417 Shares 15,000,000 Est. Cost $0.69 Unrealized —

PBF PBF ENERGY INC 0.3%

Value ($000) $6,530 Shares 225,000 Est. Cost $31.28 Unrealized 0.0%

— MAGNITE INC 0.3%

Value ($000) $6,105 Shares 8,250,000 Est. Cost $0.74 Unrealized —

— LIBERTY MEDIA CORP DEL 0.3%

Value ($000) $5,435 Shares 11,383,243 Est. Cost $0.76 Unrealized —

— NIO INC 0.3%

Value ($000) $5,086 Shares 6,000,000 Est. Cost $0.85 Unrealized —

— LIBERTY MEDIA CORP DEL 0.1%

Value ($000) $1,947 Shares 3,973,088 Est. Cost $0.77 Unrealized —

— MIRION TECHNOLOGIES INC 0.0%

Value ($000) $606 Shares 576,979 Est. Cost $2.50 Unrealized —

SES/WS SES AI CORPORATION 0.0%

Value ($000) $266 Shares 415,020 Est. Cost $2.23 Unrealized —

— BENSON HILL INC 0.0%

Value ($000) $122 Shares 44,427 Est. Cost $7.13 Unrealized —

— ENPHYS ACQUISITION CORP 0.0%

Value ($000) $95 Shares 591,500 Est. Cost $0.50 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,420,000	$912,945	46.4%	—	—	Put	78462F103
AAPL	APPLE INC	1,300,000	$177,736	9.0%	—	—	Put	037833100
SMH	VANECK ETF TRUST	600,000	$122,238	6.2%	—	—	Put	92189F676
XLF	SELECT SECTOR SPDR TR	2,500,000	$78,625	4.0%	—	—	Put	81369Y605
IWM	ISHARES TR	400,000	$67,744	3.4%	—	—	Put	464287655
AAL	AMERICAN AIRLS GROUP INC	4,837,500	$61,340	3.1%	—	—	Put	02376R102
—	OAK STR HEALTH INC	80,001,000	$57,292	2.9%	$0.80	—	NOTE 3/1	67181AAB3
—	SUNNOVA ENERGY INTL INC.	58,669,000	$46,315	2.4%	$0.79	—	NOTE 0.250%12/0	86745KAF1
XOP	SPDR SER TR	350,000	$41,818	2.1%	—	—	Call	78468R556
—	FRONTIER COMMUNICATIONS PARE	1,692,000	$39,830	2.0%	$26.50	—	COM	35909D109
—	1LIFE HEALTHCARE INC	44,967,000	$37,375	1.9%	$0.87	—	NOTE 3.000% 6/1	68269GAB3
—	NIO INC	47,250,000	$36,043	1.8%	$0.81	—	NOTE 0.500% 2/0	62914VAF3
AMBP	ARDAGH METAL PACKAGING S A	5,672,617	$34,603	1.8%	$6.57	-29.3%	SHS	L02235106
—	COUPA SOFTWARE INC	37,500,000	$28,393	1.4%	$0.80	—	NOTE 0.375% 6/1	22266LAF3
—	BRIDGEBIO PHARMA INC	69,500,000	$27,974	1.4%	$0.48	—	NOTE 2.250% 2/0	10806XAD4
—	NEOGENOMICS INC	44,000,000	$27,432	1.4%	$0.63	—	NOTE 0.250% 1/1	64049MAB6
—	THE REALREAL INC	57,747,000	$25,551	1.3%	$0.71	—	NOTE 1.000% 3/0	88339PAD3
BKD	BROOKDALE SR LIVING INC	4,188,222	$19,015	1.0%	$6.23	-5.2%	COM	112463104
UWMC	UWM HOLDINGS CORPORATION	4,986,973	$17,654	0.9%	$4.83	-20.6%	COM CL A	91823B109
ASHR	DBX ETF TR	500,000	$17,085	0.9%	—	—	Call	233051879
—	AMERICAN CAMPUS CMNTYS INC	229,619	$14,804	0.8%	$45.25	—	COM	024835100
—	DISH NETWORK CORPORATION	13,500,000	$13,500	0.7%	$0.90	—	NOTE 3.375% 8/1	25470MAB5
VISN	COMMSCOPE HLDG CO INC	2,200,000	$13,464	0.7%	$10.73	-34.9%	COM	20337X109
—	SPLUNK INC	150,000	$13,269	0.7%	$104.50	—	COM	848637104
—	NUTANIX INC	15,000,000	$10,417	0.5%	$0.69	—	NOTE 1/1	67059NAB4
PBF	PBF ENERGY INC	225,000	$6,530	0.3%	$31.28	0.0%	CL A	69318G106
—	MAGNITE INC	8,250,000	$6,105	0.3%	$0.74	—	NOTE 0.250% 3/1	55955DAB6
—	LIBERTY MEDIA CORP DEL	11,383,243	$5,435	0.3%	$0.76	—	DEB 3.750% 2/1	530715AL5
—	NIO INC	6,000,000	$5,086	0.3%	$0.85	—	NOTE 2/0	62914VAE6
—	LIBERTY MEDIA CORP DEL	3,973,088	$1,947	0.1%	$0.77	—	DEB 4.000%11/1	530715AG6
—	MIRION TECHNOLOGIES INC	576,979	$606	0.0%	$2.50	—	*W EXP 10/20/202	60471A119
SES/WS	SES AI CORPORATION	415,020	$266	0.0%	$2.23	—	*W EXP 12/10/202	78397Q117
—	BENSON HILL INC	44,427	$122	0.0%	$7.13	—	COMMON STOCK	082490103
—	ENPHYS ACQUISITION CORP	591,500	$95	0.0%	$0.50	—	*W EXP 99/99/999	G3167L117