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: $5.384B (100.0% shares, 0.0% debt)

Holdings (20)

SPY SPDR S&P 500 ETF TR 75.2%

Value $4.047B Shares 15,700,000 Share Price $257.75 Est. Cost/Share — Unrealized @ Report Date —

TSLA TESLA INC 4.4%

Value $238M Shares 455,000 Share Price $524.00 Est. Cost/Share — Unrealized @ Report Date —

XLF SELECT SECTOR SPDR TR 3.9%

Value $208M Shares 9,999,800 Share Price $20.82 Est. Cost/Share — Unrealized @ Report Date —

GLD SPDR GOLD TRUST 2.2%

Value $118M Shares 800,000 Share Price $148.05 Est. Cost/Share $127.56 Unrealized @ Report Date +16.1%

IWM ISHARES TR 2.0%

Value $109M Shares 950,000 Share Price $114.46 Est. Cost/Share — Unrealized @ Report Date —

LQD ISHARES TR 1.8%

Value $98.81M Shares 800,000 Share Price $123.51 Est. Cost/Share — Unrealized @ Report Date —

UUP INVESCO DB US DLR INDEX TR 1.5%

Value $80.49M Shares 3,000,000 Share Price $26.83 Est. Cost/Share $26.61 Unrealized @ Report Date +0.8%

— FRONT YD RESIDENTIAL CORP 1.4%

Value $77.97M Shares 6,524,359 Share Price $11.95 Est. Cost/Share $9.71 Unrealized @ Report Date —

HYG ISHARES TR 1.4%

Value $77.07M Shares 1,000,000 Share Price $77.07 Est. Cost/Share — Unrealized @ Report Date —

SLV ISHARES SILVER TRUST 1.3%

Value $69.36M Shares 5,315,000 Share Price $13.05 Est. Cost/Share $14.81 Unrealized @ Report Date -11.9%

FXI ISHARES TR 1.0%

Value $56.31M Shares 1,500,000 Share Price $37.54 Est. Cost/Share — Unrealized @ Report Date —

— MR COOPER GROUP INC 0.6%

Value $32.87M Shares 4,483,602 Share Price $7.33 Est. Cost/Share $8.02 Unrealized @ Report Date —

GNW GENWORTH FINL INC 0.6%

Value $31.01M Shares 9,339,778 Share Price $3.32 Est. Cost/Share $3.97 Unrealized @ Report Date -16.3%

GLD SPDR GOLD TRUST 0.5%

Value $29.61M Shares 200,000 Share Price $148.05 Est. Cost/Share $127.56 Unrealized @ Report Date +16.1%

SLV ISHARES SILVER TRUST 0.5%

Value $27.41M Shares 2,100,000 Share Price $13.05 Est. Cost/Share $14.81 Unrealized @ Report Date -11.9%

UUP INVESCO DB US DLR INDEX TR 0.5%

Value $26.83M Shares 1,000,000 Share Price $26.83 Est. Cost/Share $26.61 Unrealized @ Report Date +0.8%

— ALTISOURCE PORTFOLIO SOLNS S 0.5%

Value $26.38M Shares 3,439,844 Share Price $7.67 Est. Cost/Share $25.68 Unrealized @ Report Date —

TQQQ PROSHARES TR 0.3%

Value $15.72M Shares 330,000 Share Price $47.64 Est. Cost/Share — Unrealized @ Report Date —

— DIREXION SHS ETF TR 0.1%

Value $7.48M Shares 1,100,000 Share Price $6.80 Est. Cost/Share — Unrealized @ Report Date —

— OCWEN FINL CORP 0.1%

Value $6.678M Shares 13,356,147 Share Price $0.50 Est. Cost/Share $3.18 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	15,700,000	$4.047B	75.2%	$257.75	—	—	Put	78462F103
TSLA	TESLA INC	455,000	$238M	4.4%	$524.00	—	—	Put	88160R101
XLF	SELECT SECTOR SPDR TR	9,999,800	$208M	3.9%	$20.82	—	—	Put	81369Y605
GLD	SPDR GOLD TRUST	800,000	$118M	2.2%	$148.05	$127.56	+16.1%	GOLD SHS	78463V107
IWM	ISHARES TR	950,000	$109M	2.0%	$114.46	—	—	Put	464287655
LQD	ISHARES TR	800,000	$98.81M	1.8%	$123.51	—	—	Put	464287242
UUP	INVESCO DB US DLR INDEX TR	3,000,000	$80.49M	1.5%	$26.83	$26.61	+0.8%	Call	46141D203
—	FRONT YD RESIDENTIAL CORP	6,524,359	$77.97M	1.4%	$11.95	$9.71	—	COM	35904G107
HYG	ISHARES TR	1,000,000	$77.07M	1.4%	$77.07	—	—	Put	464288513
SLV	ISHARES SILVER TRUST	5,315,000	$69.36M	1.3%	$13.05	$14.81	-11.9%	Call	46428Q109
FXI	ISHARES TR	1,500,000	$56.31M	1.0%	$37.54	—	—	Put	464287184
—	MR COOPER GROUP INC	4,483,602	$32.87M	0.6%	$7.33	$8.02	—	COM	62482R107
GNW	GENWORTH FINL INC	9,339,778	$31.01M	0.6%	$3.32	$3.97	-16.3%	COM CL A	37247D106
GLD	SPDR GOLD TRUST	200,000	$29.61M	0.5%	$148.05	$127.56	+16.1%	Put	78463V107
SLV	ISHARES SILVER TRUST	2,100,000	$27.41M	0.5%	$13.05	$14.81	-11.9%	ISHARES	46428Q109
UUP	INVESCO DB US DLR INDEX TR	1,000,000	$26.83M	0.5%	$26.83	$26.61	+0.8%	BULLISH FD	46141D203
—	ALTISOURCE PORTFOLIO SOLNS S	3,439,844	$26.38M	0.5%	$7.67	$25.68	—	REG SHS	L0175J104
TQQQ	PROSHARES TR	330,000	$15.72M	0.3%	$47.64	—	—	Put	74347X831
—	DIREXION SHS ETF TR	1,100,000	$7.48M	0.1%	$6.80	—	—	Call	25460E844
—	OCWEN FINL CORP	13,356,147	$6.678M	0.1%	$0.50	$3.18	—	COM NEW	675746309