Deer Park Road Corp Hedge Fund

Location: Steamboat Springs, CO

CIK: 0001702490 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value ($000): $1,773,954 (100.0% shares, 0.0% debt)

Holdings (22)

GLD SPDR GOLD TRUST 23.4%

Value ($000) $414,410 Shares 2,900,000 Est. Cost $121.79 Unrealized —

TSLA TESLA INC 15.3%

Value ($000) $271,915 Shares 650,000 Est. Cost — Unrealized —

TLT ISHARES TR 12.2%

Value ($000) $216,768 Shares 1,600,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 6.4%

Value ($000) $113,886 Shares 3,700,000 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 5.5%

Value ($000) $97,172 Shares 680,000 Est. Cost $121.79 Unrealized —

SLV ISHARES SILVER TRUST 5.2%

Value ($000) $91,740 Shares 5,500,000 Est. Cost $14.35 Unrealized —

ARCC ARES CAP CORP 4.5%

Value ($000) $79,263 Shares 4,250,000 Est. Cost — Unrealized —

— FRONT YD RESIDENTIAL CORP 4.3%

Value ($000) $76,406 Shares 6,191,766 Est. Cost $9.59 Unrealized —

SPY SPDR S&P 500 ETF TR 3.6%

Value ($000) $64,372 Shares 200,000 Est. Cost — Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 3.4%

Value ($000) $59,946 Shares 3,101,210 Est. Cost $27.65 Unrealized —

— MR COOPER GROUP INC 2.7%

Value ($000) $48,224 Shares 3,854,863 Est. Cost $8.13 Unrealized —

KRE SPDR SERIES TRUST 2.3%

Value ($000) $40,775 Shares 700,000 Est. Cost — Unrealized —

TREE LENDINGTREE INC NEW 1.7%

Value ($000) $30,344 Shares 100,000 Est. Cost — Unrealized —

EWG ISHARES INC 1.7%

Value ($000) $29,400 Shares 1,000,000 Est. Cost — Unrealized —

SLV ISHARES SILVER TRUST 1.5%

Value ($000) $26,688 Shares 1,600,000 Est. Cost $14.35 Unrealized —

GNW GENWORTH FINL INC 1.4%

Value ($000) $25,370 Shares 5,765,894 Est. Cost $3.86 Unrealized +9.0%

IWM ISHARES TR 1.4%

Value ($000) $24,851 Shares 150,000 Est. Cost — Unrealized —

GDXJ VANECK VECTORS ETF TRUST 1.2%

Value ($000) $21,130 Shares 500,000 Est. Cost — Unrealized —

— OCWEN FINL CORP 1.0%

Value ($000) $18,298 Shares 13,356,147 Est. Cost $3.18 Unrealized —

— ANNALY CAP MGMT INC 0.8%

Value ($000) $14,130 Shares 1,500,000 Est. Cost — Unrealized —

— DIREXION SHS ETF TR 0.3%

Value ($000) $5,226 Shares 150,000 Est. Cost — Unrealized —

— WASHINGTON PRIME GROUP NEW 0.2%

Value ($000) $3,640 Shares 1,000,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	2,900,000	$414,410	23.4%	$121.79	—	Call	78463V107
TSLA	TESLA INC	650,000	$271,915	15.3%	—	—	Put	88160R101
TLT	ISHARES TR	1,600,000	$216,768	12.2%	—	—	Call	464287432
XLF	SELECT SECTOR SPDR TR	3,700,000	$113,886	6.4%	—	—	Put	81369Y605
GLD	SPDR GOLD TRUST	680,000	$97,172	5.5%	$121.79	—	GOLD SHS	78463V107
SLV	ISHARES SILVER TRUST	5,500,000	$91,740	5.2%	$14.35	—	Call	46428Q109
ARCC	ARES CAP CORP	4,250,000	$79,263	4.5%	—	—	Put	04010L103
—	FRONT YD RESIDENTIAL CORP	6,191,766	$76,406	4.3%	$9.59	—	COM	35904G107
SPY	SPDR S&P 500 ETF TR	200,000	$64,372	3.6%	—	—	Put	78462F103
—	ALTISOURCE PORTFOLIO SOLNS S	3,101,210	$59,946	3.4%	$27.65	—	REG SHS	L0175J104
—	MR COOPER GROUP INC	3,854,863	$48,224	2.7%	$8.13	—	COM	62482R107
KRE	SPDR SERIES TRUST	700,000	$40,775	2.3%	—	—	Put	78464A698
TREE	LENDINGTREE INC NEW	100,000	$30,344	1.7%	—	—	Put	52603B107
EWG	ISHARES INC	1,000,000	$29,400	1.7%	—	—	Put	464286806
SLV	ISHARES SILVER TRUST	1,600,000	$26,688	1.5%	$14.35	—	ISHARES	46428Q109
GNW	GENWORTH FINL INC	5,765,894	$25,370	1.4%	$3.86	+9.0%	COM CL A	37247D106
IWM	ISHARES TR	150,000	$24,851	1.4%	—	—	Put	464287655
GDXJ	VANECK VECTORS ETF TRUST	500,000	$21,130	1.2%	—	—	Call	92189F791
—	OCWEN FINL CORP	13,356,147	$18,298	1.0%	$3.18	—	COM NEW	675746309
—	ANNALY CAP MGMT INC	1,500,000	$14,130	0.8%	—	—	Put	035710409
—	DIREXION SHS ETF TR	150,000	$5,226	0.3%	—	—	Call	25460E844
—	WASHINGTON PRIME GROUP NEW	1,000,000	$3,640	0.2%	—	—	Put	93964W108