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: $4.395B (100.0% shares, 0.0% debt)

Holdings (39)

IWM ISHARES TR 14.6%

Value $643M Shares 4,250,000 Share Price $151.34 Est. Cost/Share — Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 12.5%

Value $549M Shares 1,850,000 Share Price $296.77 Est. Cost/Share — Unrealized @ Report Date —

GLD SPDR GOLD TRUST 9.2%

Value $403M Shares 2,900,000 Share Price $138.87 Est. Cost/Share $123.79 Unrealized @ Report Date +12.2%

QQQ INVESCO QQQ TR 8.2%

Value $359M Shares 1,900,000 Share Price $188.81 Est. Cost/Share — Unrealized @ Report Date —

TSLA TESLA INC 6.8%

Value $297M Shares 1,234,100 Share Price $240.87 Est. Cost/Share — Unrealized @ Report Date —

XLF SELECT SECTOR SPDR TR 6.0%

Value $263M Shares 9,400,000 Share Price $28.00 Est. Cost/Share — Unrealized @ Report Date —

KRE SPDR SERIES TRUST 5.8%

Value $255M Shares 4,835,000 Share Price $52.79 Est. Cost/Share — Unrealized @ Report Date —

SLV ISHARES SILVER TRUST 3.0%

Value $134M Shares 8,400,000 Share Price $15.92 Est. Cost/Share $14.53 Unrealized @ Report Date +9.6%

XRT SPDR SERIES TRUST 3.0%

Value $130M Shares 3,060,000 Share Price $42.43 Est. Cost/Share — Unrealized @ Report Date —

BA BOEING CO 2.6%

Value $114M Shares 300,000 Share Price $380.47 Est. Cost/Share — Unrealized @ Report Date —

BRK/B BERKSHIRE HATHAWAY INC DEL 2.4%

Value $104M Shares 500,000 Share Price $208.02 Est. Cost/Share — Unrealized @ Report Date —

GLD SPDR GOLD TRUST 2.1%

Value $94.43M Shares 680,000 Share Price $138.87 Est. Cost/Share $123.79 Unrealized @ Report Date +12.2%

TGT TARGET CORP 1.9%

Value $85.53M Shares 800,000 Share Price $106.91 Est. Cost/Share — Unrealized @ Report Date —

— FRONT YD RESIDENTIAL CORP 1.6%

Value $71.58M Shares 6,191,766 Share Price $11.56 Est. Cost/Share $9.59 Unrealized @ Report Date —

EWG ISHARES INC 1.5%

Value $67.28M Shares 2,500,000 Share Price $26.91 Est. Cost/Share — Unrealized @ Report Date —

— ALTISOURCE PORTFOLIO SOLNS S 1.4%

Value $62.2M Shares 3,076,210 Share Price $20.22 Est. Cost/Share $27.65 Unrealized @ Report Date —

GDXJ VANECK VECTORS ETF TR 1.3%

Value $58.02M Shares 1,600,000 Share Price $36.26 Est. Cost/Share — Unrealized @ Report Date —

HYG ISHARES TR 1.3%

Value $56.66M Shares 650,000 Share Price $87.17 Est. Cost/Share — Unrealized @ Report Date —

SPG SIMON PPTY GROUP INC NEW 1.3%

Value $55.8M Shares 358,500 Share Price $155.65 Est. Cost/Share — Unrealized @ Report Date —

FXI ISHARES TR 1.3%

Value $55.72M Shares 1,400,000 Share Price $39.80 Est. Cost/Share — Unrealized @ Report Date —

JNK SPDR SERIES TRUST 1.2%

Value $54.37M Shares 500,000 Share Price $108.74 Est. Cost/Share — Unrealized @ Report Date —

LQD ISHARES TR 1.2%

Value $50.99M Shares 400,000 Share Price $127.48 Est. Cost/Share — Unrealized @ Report Date —

ARCC ARES CAP CORP 1.1%

Value $46.59M Shares 2,500,000 Share Price $18.64 Est. Cost/Share — Unrealized @ Report Date —

EWH ISHARES INC 1.0%

Value $43.58M Shares 1,920,000 Share Price $22.70 Est. Cost/Share — Unrealized @ Report Date —

— GENERAL ELECTRIC CO 1.0%

Value $42.02M Shares 4,700,000 Share Price $8.94 Est. Cost/Share — Unrealized @ Report Date —

— MR COOPER GROUP INC 0.9%

Value $40.94M Shares 3,854,863 Share Price $10.62 Est. Cost/Share $8.13 Unrealized @ Report Date —

AGNC AGNC INVT CORP 0.7%

Value $32.18M Shares 2,000,000 Share Price $16.09 Est. Cost/Share — Unrealized @ Report Date —

TREE LENDINGTREE INC NEW 0.7%

Value $31.04M Shares 100,000 Share Price $310.43 Est. Cost/Share — Unrealized @ Report Date —

GDX VANECK VECTORS ETF TR 0.6%

Value $26.71M Shares 1,000,000 Share Price $26.71 Est. Cost/Share — Unrealized @ Report Date —

SLV ISHARES SILVER TRUST 0.6%

Value $25.47M Shares 1,600,000 Share Price $15.92 Est. Cost/Share $14.53 Unrealized @ Report Date +9.6%

— OCWEN FINL CORP 0.6%

Value $25.11M Shares 13,356,147 Share Price $1.88 Est. Cost/Share $3.18 Unrealized @ Report Date —

— PROSHARES TR II 0.5%

Value $23.42M Shares 1,200,000 Share Price $19.52 Est. Cost/Share — Unrealized @ Report Date —

— DIREXION SHS ETF TR 0.5%

Value $22.57M Shares 810,000 Share Price $27.86 Est. Cost/Share — Unrealized @ Report Date —

GNW GENWORTH FINL INC 0.5%

Value $20.77M Shares 4,720,998 Share Price $4.40 Est. Cost/Share $3.78 Unrealized @ Report Date +16.4%

SLV ISHARES SILVER TRUST 0.4%

Value $15.92M Shares 1,000,000 Share Price $15.92 Est. Cost/Share $14.53 Unrealized @ Report Date +9.6%

— ANNALY CAP MGMT INC 0.3%

Value $13.2M Shares 1,500,000 Share Price $8.80 Est. Cost/Share — Unrealized @ Report Date —

EWA ISHARES INC 0.3%

Value $11.13M Shares 500,000 Share Price $22.25 Est. Cost/Share — Unrealized @ Report Date —

DDS DILLARDS INC 0.2%

Value $6.611M Shares 100,000 Share Price $66.11 Est. Cost/Share — Unrealized @ Report Date —

— WASHINGTON PRIME GROUP NEW 0.1%

Value $4.14M Shares 1,000,000 Share Price $4.14 Est. Cost/Share — Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IWM	ISHARES TR	4,250,000	$643M	14.6%	$151.34	—	—	Put	464287655
SPY	SPDR S&P 500 ETF TR	1,850,000	$549M	12.5%	$296.77	—	—	Put	78462F103
GLD	SPDR GOLD TRUST	2,900,000	$403M	9.2%	$138.87	$123.79	+12.2%	Call	78463V107
QQQ	INVESCO QQQ TR	1,900,000	$359M	8.2%	$188.81	—	—	Put	46090E103
TSLA	TESLA INC	1,234,100	$297M	6.8%	$240.87	—	—	Put	88160R101
XLF	SELECT SECTOR SPDR TR	9,400,000	$263M	6.0%	$28.00	—	—	Put	81369Y605
KRE	SPDR SERIES TRUST	4,835,000	$255M	5.8%	$52.79	—	—	Put	78464A698
SLV	ISHARES SILVER TRUST	8,400,000	$134M	3.0%	$15.92	$14.53	+9.6%	Call	46428Q109
XRT	SPDR SERIES TRUST	3,060,000	$130M	3.0%	$42.43	—	—	Put	78464A714
BA	BOEING CO	300,000	$114M	2.6%	$380.47	—	—	Put	097023105
BRK/B	BERKSHIRE HATHAWAY INC DEL	500,000	$104M	2.4%	$208.02	—	—	Put	084670702
GLD	SPDR GOLD TRUST	680,000	$94.43M	2.1%	$138.87	$123.79	+12.2%	GOLD SHS	78463V107
TGT	TARGET CORP	800,000	$85.53M	1.9%	$106.91	—	—	Put	87612E106
—	FRONT YD RESIDENTIAL CORP	6,191,766	$71.58M	1.6%	$11.56	$9.59	—	COM	35904G107
EWG	ISHARES INC	2,500,000	$67.28M	1.5%	$26.91	—	—	Put	464286806
—	ALTISOURCE PORTFOLIO SOLNS S	3,076,210	$62.2M	1.4%	$20.22	$27.65	—	REG SHS	L0175J104
GDXJ	VANECK VECTORS ETF TR	1,600,000	$58.02M	1.3%	$36.26	—	—	Call	92189F791
HYG	ISHARES TR	650,000	$56.66M	1.3%	$87.17	—	—	Put	464288513
SPG	SIMON PPTY GROUP INC NEW	358,500	$55.8M	1.3%	$155.65	—	—	Put	828806109
FXI	ISHARES TR	1,400,000	$55.72M	1.3%	$39.80	—	—	Put	464287184
JNK	SPDR SERIES TRUST	500,000	$54.37M	1.2%	$108.74	—	—	Put	78468R622
LQD	ISHARES TR	400,000	$50.99M	1.2%	$127.48	—	—	Put	464287242
ARCC	ARES CAP CORP	2,500,000	$46.59M	1.1%	$18.64	—	—	Put	04010L103
EWH	ISHARES INC	1,920,000	$43.58M	1.0%	$22.70	—	—	Put	464286871
—	GENERAL ELECTRIC CO	4,700,000	$42.02M	1.0%	$8.94	—	—	Put	369604103
—	MR COOPER GROUP INC	3,854,863	$40.94M	0.9%	$10.62	$8.13	—	COM	62482R107
AGNC	AGNC INVT CORP	2,000,000	$32.18M	0.7%	$16.09	—	—	Put	00123Q104
TREE	LENDINGTREE INC NEW	100,000	$31.04M	0.7%	$310.43	—	—	Put	52603B107
GDX	VANECK VECTORS ETF TR	1,000,000	$26.71M	0.6%	$26.71	—	—	Call	92189F106
SLV	ISHARES SILVER TRUST	1,600,000	$25.47M	0.6%	$15.92	$14.53	+9.6%	ISHARES	46428Q109
—	OCWEN FINL CORP	13,356,147	$25.11M	0.6%	$1.88	$3.18	—	COM NEW	675746309
—	PROSHARES TR II	1,200,000	$23.42M	0.5%	$19.52	—	—	Call	74347W171
—	DIREXION SHS ETF TR	810,000	$22.57M	0.5%	$27.86	—	—	Call	25460E844
GNW	GENWORTH FINL INC	4,720,998	$20.77M	0.5%	$4.40	$3.78	+16.4%	COM CL A	37247D106
SLV	ISHARES SILVER TRUST	1,000,000	$15.92M	0.4%	$15.92	$14.53	+9.6%	Put	46428Q109
—	ANNALY CAP MGMT INC	1,500,000	$13.2M	0.3%	$8.80	—	—	Put	035710409
EWA	ISHARES INC	500,000	$11.13M	0.3%	$22.25	—	—	Put	464286103
DDS	DILLARDS INC	100,000	$6.611M	0.2%	$66.11	—	—	Put	254067101
—	WASHINGTON PRIME GROUP NEW	1,000,000	$4.14M	0.1%	$4.14	—	—	Put	93964W108