Diameter Capital Partners LP Q2 2022 Filing

Filed August 15, 2022

Portfolio Value

$2.0T

Holdings

34

Report Date

Q2 2022

Filing Type

13F-HR

All Holdings (34 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
2,420,000$912.9B46.37%Put
2
AAPLAPPLE INC
1,300,000$177.7B9.03%Put
3
SMHVANECK ETF TRUST
600,000$122.2B6.21%Put
4
XLFSELECT SECTOR SPDR TR
2,500,000$78.6B3.99%Put
5
IWMISHARES TR
400,000$67.7B3.44%Put
6
AALAMERICAN AIRLS GROUP INC
4,837,500$61.3B3.12%Put
7
OSH 0 03/15/26OAK STR HEALTH INC
80,001,000$57.3B2.91%
8
NOVA 0.25 12/01/26SUNNOVA ENERGY INTL INC.
58,669,000$46.3B2.35%
9
XOPSPDR SER TR
350,000$41.8B2.12%Call
10
FYBRFRONTIER COMMUNICATIONS PARE
1,692,000$39.8B2.02%
11
ONEM 3 06/15/251LIFE HEALTHCARE INC
44,967,000$37.4B1.90%
1247,250,000$36.0B1.83%
13
AMBPARDAGH METAL PACKAGING S A
5,672,617$34.6B1.76%
14
COUP 0.375 06/15/26COUPA SOFTWARE INC
37,500,000$28.4B1.44%
15
BBIO 2.25 02/01/29BRIDGEBIO PHARMA INC
69,500,000$28.0B1.42%
16
NEO 0.25 01/15/28NEOGENOMICS INC
44,000,000$27.4B1.39%
17
REAL 1 03/01/28THE REALREAL INC
57,747,000$25.6B1.30%
18
B7SBROOKDALE SR LIVING INC
4,188,222$19.0B0.97%
19
UWMCUWM HOLDINGS CORPORATION
4,986,973$17.7B0.90%
20
ASHRDBX ETF TR
500,000$17.1B0.87%Call
21
ACCUSDAMERICAN CAMPUS CMNTYS INC
229,619$14.8B0.75%
22
DISH 3.375 08/15/26DISH NETWORK CORPORATION
13,500,000$13.5B0.69%
23
VISNCOMMSCOPE HLDG CO INC
2,200,000$13.5B0.68%
24
SPLKCHFSPLUNK INC
150,000$13.3B0.67%
25
NTNX 0 01/15/23NUTANIX INC
15,000,000$10.4B0.53%
26
PBFPBF ENERGY INC
225,000$6.5B0.33%
278,250,000$6.1B0.31%
28
LINTA 3.75 02/15/30LIBERTY MEDIA CORP DEL
11,383,243$5.4B0.28%
296,000,000$5.1B0.26%
30
LINTA 4 11/15/29LIBERTY MEDIA CORP DEL
3,973,088$1.9B0.10%
31
MIRION TECHNOLOGIES INC
576,979$606.0M0.03%
32
SES/WSSES AI CORPORATION
415,020$266.0M0.01%
33
BENSON HILL INC
44,427$122.0M0.01%
34
ENPHYS ACQUISITION CORP
591,500$95.0M0.00%