Deer Park Road Corp Hedge Fund

Location: Steamboat Springs, CO

CIK: 0001702490 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $4,395,071 (100.0% shares, 0.0% debt)

Holdings (39)

IWM ISHARES TR 14.6%

Value ($000) $643,195 Shares 4,250,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 12.5%

Value ($000) $549,025 Shares 1,850,000 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 9.2%

Value ($000) $402,723 Shares 2,900,000 Est. Cost $121.79 Unrealized —

QQQ INVESCO QQQ TR 8.2%

Value ($000) $358,739 Shares 1,900,000 Est. Cost — Unrealized —

TSLA TESLA INC 6.8%

Value ($000) $297,258 Shares 1,234,100 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 6.0%

Value ($000) $263,200 Shares 9,400,000 Est. Cost — Unrealized —

KRE SPDR SERIES TRUST 5.8%

Value ($000) $255,240 Shares 4,835,000 Est. Cost — Unrealized —

SLV ISHARES SILVER TRUST 3.0%

Value ($000) $133,728 Shares 8,400,000 Est. Cost $14.35 Unrealized —

XRT SPDR SERIES TRUST 3.0%

Value ($000) $129,836 Shares 3,060,000 Est. Cost — Unrealized —

BA BOEING CO 2.6%

Value ($000) $114,141 Shares 300,000 Est. Cost — Unrealized —

BRK/B BERKSHIRE HATHAWAY INC DEL 2.4%

Value ($000) $104,010 Shares 500,000 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 2.1%

Value ($000) $94,432 Shares 680,000 Est. Cost $121.79 Unrealized —

TGT TARGET CORP 1.9%

Value ($000) $85,528 Shares 800,000 Est. Cost — Unrealized —

— FRONT YD RESIDENTIAL CORP 1.6%

Value ($000) $71,577 Shares 6,191,766 Est. Cost $9.59 Unrealized —

EWG ISHARES INC 1.5%

Value ($000) $67,275 Shares 2,500,000 Est. Cost — Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 1.4%

Value ($000) $62,201 Shares 3,076,210 Est. Cost $27.65 Unrealized —

GDXJ VANECK VECTORS ETF TR 1.3%

Value ($000) $58,016 Shares 1,600,000 Est. Cost — Unrealized —

HYG ISHARES TR 1.3%

Value ($000) $56,661 Shares 650,000 Est. Cost — Unrealized —

SPG SIMON PPTY GROUP INC NEW 1.3%

Value ($000) $55,801 Shares 358,500 Est. Cost — Unrealized —

FXI ISHARES TR 1.3%

Value ($000) $55,720 Shares 1,400,000 Est. Cost — Unrealized —

JNK SPDR SERIES TRUST 1.2%

Value ($000) $54,370 Shares 500,000 Est. Cost — Unrealized —

LQD ISHARES TR 1.2%

Value ($000) $50,992 Shares 400,000 Est. Cost — Unrealized —

ARCC ARES CAP CORP 1.1%

Value ($000) $46,588 Shares 2,500,000 Est. Cost — Unrealized —

EWH ISHARES INC 1.0%

Value ($000) $43,584 Shares 1,920,000 Est. Cost — Unrealized —

— GENERAL ELECTRIC CO 1.0%

Value ($000) $42,018 Shares 4,700,000 Est. Cost — Unrealized —

— MR COOPER GROUP INC 0.9%

Value ($000) $40,939 Shares 3,854,863 Est. Cost $8.13 Unrealized —

AGNC AGNC INVT CORP 0.7%

Value ($000) $32,180 Shares 2,000,000 Est. Cost — Unrealized —

TREE LENDINGTREE INC NEW 0.7%

Value ($000) $31,043 Shares 100,000 Est. Cost — Unrealized —

GDX VANECK VECTORS ETF TR 0.6%

Value ($000) $26,710 Shares 1,000,000 Est. Cost — Unrealized —

SLV ISHARES SILVER TRUST 0.6%

Value ($000) $25,472 Shares 1,600,000 Est. Cost $14.35 Unrealized —

— OCWEN FINL CORP 0.6%

Value ($000) $25,110 Shares 13,356,147 Est. Cost $3.18 Unrealized —

— PROSHARES TR II 0.5%

Value ($000) $23,424 Shares 1,200,000 Est. Cost — Unrealized —

— DIREXION SHS ETF TR 0.5%

Value ($000) $22,567 Shares 810,000 Est. Cost — Unrealized —

GNW GENWORTH FINL INC 0.5%

Value ($000) $20,772 Shares 4,720,998 Est. Cost $3.78 Unrealized +10.4%

SLV ISHARES SILVER TRUST 0.4%

Value ($000) $15,920 Shares 1,000,000 Est. Cost $14.35 Unrealized —

— ANNALY CAP MGMT INC 0.3%

Value ($000) $13,200 Shares 1,500,000 Est. Cost — Unrealized —

EWA ISHARES INC 0.3%

Value ($000) $11,125 Shares 500,000 Est. Cost — Unrealized —

DDS DILLARDS INC 0.2%

Value ($000) $6,611 Shares 100,000 Est. Cost — Unrealized —

— WASHINGTON PRIME GROUP NEW 0.1%

Value ($000) $4,140 Shares 1,000,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	4,250,000	$643,195	14.6%	—	—	Put	464287655
SPY	SPDR S&P 500 ETF TR	1,850,000	$549,025	12.5%	—	—	Put	78462F103
GLD	SPDR GOLD TRUST	2,900,000	$402,723	9.2%	$121.79	—	Call	78463V107
QQQ	INVESCO QQQ TR	1,900,000	$358,739	8.2%	—	—	Put	46090E103
TSLA	TESLA INC	1,234,100	$297,258	6.8%	—	—	Put	88160R101
XLF	SELECT SECTOR SPDR TR	9,400,000	$263,200	6.0%	—	—	Put	81369Y605
KRE	SPDR SERIES TRUST	4,835,000	$255,240	5.8%	—	—	Put	78464A698
SLV	ISHARES SILVER TRUST	8,400,000	$133,728	3.0%	$14.35	—	Call	46428Q109
XRT	SPDR SERIES TRUST	3,060,000	$129,836	3.0%	—	—	Put	78464A714
BA	BOEING CO	300,000	$114,141	2.6%	—	—	Put	097023105
BRK/B	BERKSHIRE HATHAWAY INC DEL	500,000	$104,010	2.4%	—	—	Put	084670702
GLD	SPDR GOLD TRUST	680,000	$94,432	2.1%	$121.79	—	GOLD SHS	78463V107
TGT	TARGET CORP	800,000	$85,528	1.9%	—	—	Put	87612E106
—	FRONT YD RESIDENTIAL CORP	6,191,766	$71,577	1.6%	$9.59	—	COM	35904G107
EWG	ISHARES INC	2,500,000	$67,275	1.5%	—	—	Put	464286806
—	ALTISOURCE PORTFOLIO SOLNS S	3,076,210	$62,201	1.4%	$27.65	—	REG SHS	L0175J104
GDXJ	VANECK VECTORS ETF TR	1,600,000	$58,016	1.3%	—	—	Call	92189F791
HYG	ISHARES TR	650,000	$56,661	1.3%	—	—	Put	464288513
SPG	SIMON PPTY GROUP INC NEW	358,500	$55,801	1.3%	—	—	Put	828806109
FXI	ISHARES TR	1,400,000	$55,720	1.3%	—	—	Put	464287184
JNK	SPDR SERIES TRUST	500,000	$54,370	1.2%	—	—	Put	78468R622
LQD	ISHARES TR	400,000	$50,992	1.2%	—	—	Put	464287242
ARCC	ARES CAP CORP	2,500,000	$46,588	1.1%	—	—	Put	04010L103
EWH	ISHARES INC	1,920,000	$43,584	1.0%	—	—	Put	464286871
—	GENERAL ELECTRIC CO	4,700,000	$42,018	1.0%	—	—	Put	369604103
—	MR COOPER GROUP INC	3,854,863	$40,939	0.9%	$8.13	—	COM	62482R107
AGNC	AGNC INVT CORP	2,000,000	$32,180	0.7%	—	—	Put	00123Q104
TREE	LENDINGTREE INC NEW	100,000	$31,043	0.7%	—	—	Put	52603B107
GDX	VANECK VECTORS ETF TR	1,000,000	$26,710	0.6%	—	—	Call	92189F106
SLV	ISHARES SILVER TRUST	1,600,000	$25,472	0.6%	$14.35	—	ISHARES	46428Q109
—	OCWEN FINL CORP	13,356,147	$25,110	0.6%	$3.18	—	COM NEW	675746309
—	PROSHARES TR II	1,200,000	$23,424	0.5%	—	—	Call	74347W171
—	DIREXION SHS ETF TR	810,000	$22,567	0.5%	—	—	Call	25460E844
GNW	GENWORTH FINL INC	4,720,998	$20,772	0.5%	$3.78	+10.4%	COM CL A	37247D106
SLV	ISHARES SILVER TRUST	1,000,000	$15,920	0.4%	$14.35	—	Put	46428Q109
—	ANNALY CAP MGMT INC	1,500,000	$13,200	0.3%	—	—	Put	035710409
EWA	ISHARES INC	500,000	$11,125	0.3%	—	—	Put	464286103
DDS	DILLARDS INC	100,000	$6,611	0.2%	—	—	Put	254067101
—	WASHINGTON PRIME GROUP NEW	1,000,000	$4,140	0.1%	—	—	Put	93964W108