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: $1.774B (100.0% shares, 0.0% debt)

Holdings (22)

GLD SPDR GOLD TRUST 23.4%

Value $414M Shares 2,900,000 Share Price $142.90 Est. Cost/Share $123.79 Unrealized @ Report Date +15.4%

TSLA TESLA INC 15.3%

Value $272M Shares 650,000 Share Price $418.33 Est. Cost/Share — Unrealized @ Report Date —

TLT ISHARES TR 12.2%

Value $217M Shares 1,600,000 Share Price $135.48 Est. Cost/Share — Unrealized @ Report Date —

XLF SELECT SECTOR SPDR TR 6.4%

Value $114M Shares 3,700,000 Share Price $30.78 Est. Cost/Share — Unrealized @ Report Date —

GLD SPDR GOLD TRUST 5.5%

Value $97.17M Shares 680,000 Share Price $142.90 Est. Cost/Share $123.79 Unrealized @ Report Date +15.4%

SLV ISHARES SILVER TRUST 5.2%

Value $91.74M Shares 5,500,000 Share Price $16.68 Est. Cost/Share $14.53 Unrealized @ Report Date +14.8%

ARCC ARES CAP CORP 4.5%

Value $79.26M Shares 4,250,000 Share Price $18.65 Est. Cost/Share — Unrealized @ Report Date —

— FRONT YD RESIDENTIAL CORP 4.3%

Value $76.41M Shares 6,191,766 Share Price $12.34 Est. Cost/Share $9.59 Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 3.6%

Value $64.37M Shares 200,000 Share Price $321.86 Est. Cost/Share — Unrealized @ Report Date —

— ALTISOURCE PORTFOLIO SOLNS S 3.4%

Value $59.95M Shares 3,101,210 Share Price $19.33 Est. Cost/Share $27.65 Unrealized @ Report Date —

— MR COOPER GROUP INC 2.7%

Value $48.22M Shares 3,854,863 Share Price $12.51 Est. Cost/Share $8.13 Unrealized @ Report Date —

KRE SPDR SERIES TRUST 2.3%

Value $40.77M Shares 700,000 Share Price $58.25 Est. Cost/Share — Unrealized @ Report Date —

TREE LENDINGTREE INC NEW 1.7%

Value $30.34M Shares 100,000 Share Price $303.44 Est. Cost/Share — Unrealized @ Report Date —

EWG ISHARES INC 1.7%

Value $29.4M Shares 1,000,000 Share Price $29.40 Est. Cost/Share — Unrealized @ Report Date —

SLV ISHARES SILVER TRUST 1.5%

Value $26.69M Shares 1,600,000 Share Price $16.68 Est. Cost/Share $14.53 Unrealized @ Report Date +14.8%

GNW GENWORTH FINL INC 1.4%

Value $25.37M Shares 5,765,894 Share Price $4.40 Est. Cost/Share $3.86 Unrealized @ Report Date +14.1%

IWM ISHARES TR 1.4%

Value $24.85M Shares 150,000 Share Price $165.67 Est. Cost/Share — Unrealized @ Report Date —

GDXJ VANECK VECTORS ETF TRUST 1.2%

Value $21.13M Shares 500,000 Share Price $42.26 Est. Cost/Share — Unrealized @ Report Date —

— OCWEN FINL CORP 1.0%

Value $18.3M Shares 13,356,147 Share Price $1.37 Est. Cost/Share $3.18 Unrealized @ Report Date —

— ANNALY CAP MGMT INC 0.8%

Value $14.13M Shares 1,500,000 Share Price $9.42 Est. Cost/Share — Unrealized @ Report Date —

— DIREXION SHS ETF TR 0.3%

Value $5.226M Shares 150,000 Share Price $34.84 Est. Cost/Share — Unrealized @ Report Date —

— WASHINGTON PRIME GROUP NEW 0.2%

Value $3.64M Shares 1,000,000 Share Price $3.64 Est. Cost/Share — Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
GLD	SPDR GOLD TRUST	2,900,000	$414M	23.4%	$142.90	$123.79	+15.4%	Call	78463V107
TSLA	TESLA INC	650,000	$272M	15.3%	$418.33	—	—	Put	88160R101
TLT	ISHARES TR	1,600,000	$217M	12.2%	$135.48	—	—	Call	464287432
XLF	SELECT SECTOR SPDR TR	3,700,000	$114M	6.4%	$30.78	—	—	Put	81369Y605
GLD	SPDR GOLD TRUST	680,000	$97.17M	5.5%	$142.90	$123.79	+15.4%	GOLD SHS	78463V107
SLV	ISHARES SILVER TRUST	5,500,000	$91.74M	5.2%	$16.68	$14.53	+14.8%	Call	46428Q109
ARCC	ARES CAP CORP	4,250,000	$79.26M	4.5%	$18.65	—	—	Put	04010L103
—	FRONT YD RESIDENTIAL CORP	6,191,766	$76.41M	4.3%	$12.34	$9.59	—	COM	35904G107
SPY	SPDR S&P 500 ETF TR	200,000	$64.37M	3.6%	$321.86	—	—	Put	78462F103
—	ALTISOURCE PORTFOLIO SOLNS S	3,101,210	$59.95M	3.4%	$19.33	$27.65	—	REG SHS	L0175J104
—	MR COOPER GROUP INC	3,854,863	$48.22M	2.7%	$12.51	$8.13	—	COM	62482R107
KRE	SPDR SERIES TRUST	700,000	$40.77M	2.3%	$58.25	—	—	Put	78464A698
TREE	LENDINGTREE INC NEW	100,000	$30.34M	1.7%	$303.44	—	—	Put	52603B107
EWG	ISHARES INC	1,000,000	$29.4M	1.7%	$29.40	—	—	Put	464286806
SLV	ISHARES SILVER TRUST	1,600,000	$26.69M	1.5%	$16.68	$14.53	+14.8%	ISHARES	46428Q109
GNW	GENWORTH FINL INC	5,765,894	$25.37M	1.4%	$4.40	$3.86	+14.1%	COM CL A	37247D106
IWM	ISHARES TR	150,000	$24.85M	1.4%	$165.67	—	—	Put	464287655
GDXJ	VANECK VECTORS ETF TRUST	500,000	$21.13M	1.2%	$42.26	—	—	Call	92189F791
—	OCWEN FINL CORP	13,356,147	$18.3M	1.0%	$1.37	$3.18	—	COM NEW	675746309
—	ANNALY CAP MGMT INC	1,500,000	$14.13M	0.8%	$9.42	—	—	Put	035710409
—	DIREXION SHS ETF TR	150,000	$5.226M	0.3%	$34.84	—	—	Call	25460E844
—	WASHINGTON PRIME GROUP NEW	1,000,000	$3.64M	0.2%	$3.64	—	—	Put	93964W108