Deer Park Road Corp Hedge Fund

Location: Steamboat Springs, CO

CIK: 0001702490 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 15, 2020

Total Value ($000): $5,384,454 (100.0% shares, 0.0% debt)

Holdings (20)

SPY SPDR S&P 500 ETF TR 75.2%

Value ($000) $4,046,675 Shares 15,700,000 Est. Cost — Unrealized —

TSLA TESLA INC 4.4%

Value ($000) $238,420 Shares 455,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 3.9%

Value ($000) $208,196 Shares 9,999,800 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 2.2%

Value ($000) $118,440 Shares 800,000 Est. Cost $125.73 Unrealized —

IWM ISHARES TR 2.0%

Value ($000) $108,737 Shares 950,000 Est. Cost — Unrealized —

LQD ISHARES TR 1.8%

Value ($000) $98,808 Shares 800,000 Est. Cost — Unrealized —

UUP INVESCO DB US DLR INDEX TR 1.5%

Value ($000) $80,490 Shares 3,000,000 Est. Cost $26.83 Unrealized —

— FRONT YD RESIDENTIAL CORP 1.4%

Value ($000) $77,966 Shares 6,524,359 Est. Cost $9.71 Unrealized —

HYG ISHARES TR 1.4%

Value ($000) $77,070 Shares 1,000,000 Est. Cost — Unrealized —

SLV ISHARES SILVER TRUST 1.3%

Value ($000) $69,361 Shares 5,315,000 Est. Cost $14.04 Unrealized —

FXI ISHARES TR 1.0%

Value ($000) $56,310 Shares 1,500,000 Est. Cost — Unrealized —

— MR COOPER GROUP INC 0.6%

Value ($000) $32,865 Shares 4,483,602 Est. Cost $8.02 Unrealized —

GNW GENWORTH FINL INC 0.6%

Value ($000) $31,008 Shares 9,339,778 Est. Cost $3.97 Unrealized +4.5%

GLD SPDR GOLD TRUST 0.5%

Value ($000) $29,610 Shares 200,000 Est. Cost $125.73 Unrealized —

SLV ISHARES SILVER TRUST 0.5%

Value ($000) $27,405 Shares 2,100,000 Est. Cost $14.04 Unrealized —

UUP INVESCO DB US DLR INDEX TR 0.5%

Value ($000) $26,830 Shares 1,000,000 Est. Cost $26.83 Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 0.5%

Value ($000) $26,384 Shares 3,439,844 Est. Cost $25.68 Unrealized —

TQQQ PROSHARES TR 0.3%

Value ($000) $15,721 Shares 330,000 Est. Cost — Unrealized —

— DIREXION SHS ETF TR 0.1%

Value ($000) $7,480 Shares 1,100,000 Est. Cost — Unrealized —

— OCWEN FINL CORP 0.1%

Value ($000) $6,678 Shares 13,356,147 Est. Cost $3.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	15,700,000	$4,046,675	75.2%	—	—	Put	78462F103
TSLA	TESLA INC	455,000	$238,420	4.4%	—	—	Put	88160R101
XLF	SELECT SECTOR SPDR TR	9,999,800	$208,196	3.9%	—	—	Put	81369Y605
GLD	SPDR GOLD TRUST	800,000	$118,440	2.2%	$125.73	—	GOLD SHS	78463V107
IWM	ISHARES TR	950,000	$108,737	2.0%	—	—	Put	464287655
LQD	ISHARES TR	800,000	$98,808	1.8%	—	—	Put	464287242
UUP	INVESCO DB US DLR INDEX TR	3,000,000	$80,490	1.5%	$26.83	—	Call	46141D203
—	FRONT YD RESIDENTIAL CORP	6,524,359	$77,966	1.4%	$9.71	—	COM	35904G107
HYG	ISHARES TR	1,000,000	$77,070	1.4%	—	—	Put	464288513
SLV	ISHARES SILVER TRUST	5,315,000	$69,361	1.3%	$14.04	—	Call	46428Q109
FXI	ISHARES TR	1,500,000	$56,310	1.0%	—	—	Put	464287184
—	MR COOPER GROUP INC	4,483,602	$32,865	0.6%	$8.02	—	COM	62482R107
GNW	GENWORTH FINL INC	9,339,778	$31,008	0.6%	$3.97	+4.5%	COM CL A	37247D106
GLD	SPDR GOLD TRUST	200,000	$29,610	0.5%	$125.73	—	Put	78463V107
SLV	ISHARES SILVER TRUST	2,100,000	$27,405	0.5%	$14.04	—	ISHARES	46428Q109
UUP	INVESCO DB US DLR INDEX TR	1,000,000	$26,830	0.5%	$26.83	—	BULLISH FD	46141D203
—	ALTISOURCE PORTFOLIO SOLNS S	3,439,844	$26,384	0.5%	$25.68	—	REG SHS	L0175J104
TQQQ	PROSHARES TR	330,000	$15,721	0.3%	—	—	Put	74347X831
—	DIREXION SHS ETF TR	1,100,000	$7,480	0.1%	—	—	Call	25460E844
—	OCWEN FINL CORP	13,356,147	$6,678	0.1%	$3.18	—	COM NEW	675746309