Deer Park Road Corp Hedge Fund

Location: Steamboat Springs, CO

CIK: 0001702490 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $3,567,419 (99.2% shares, 0.8% debt)

Holdings (37)

GLD SPDR GOLD TR 16.8%

Value ($000) $599,185 Shares 3,580,000 Est. Cost $131.36 Unrealized —

SPY SPDR S&P 500 ETF TR 11.7%

Value ($000) $416,286 Shares 1,350,000 Est. Cost — Unrealized —

IWM ISHARES TR 10.4%

Value ($000) $372,268 Shares 2,600,000 Est. Cost — Unrealized —

TLT ISHARES TR 8.7%

Value ($000) $311,467 Shares 1,900,000 Est. Cost $163.93 Unrealized —

SLV ISHARES SILVER TR 6.7%

Value ($000) $238,140 Shares 14,000,000 Est. Cost $14.93 Unrealized —

XLF SELECT SECTOR SPDR TR 4.7%

Value ($000) $168,922 Shares 7,300,000 Est. Cost — Unrealized —

GLD SPDR GOLD TR 4.3%

Value ($000) $154,817 Shares 925,000 Est. Cost $131.36 Unrealized —

TLT ISHARES TR 3.4%

Value ($000) $122,966 Shares 750,115 Est. Cost $163.93 Unrealized —

KRE SPDR SER TR 3.0%

Value ($000) $107,592 Shares 2,802,600 Est. Cost — Unrealized —

EEM ISHARES TR 2.8%

Value ($000) $99,975 Shares 2,500,000 Est. Cost — Unrealized —

VNO VORNADO RLTY TR 2.6%

Value ($000) $92,659 Shares 2,425,000 Est. Cost — Unrealized —

BXP BOSTON PPTYS LTD PARTNERSHIP 2.5%

Value ($000) $90,380 Shares 1,000,000 Est. Cost — Unrealized —

IYR ISHARES TR 2.2%

Value ($000) $78,810 Shares 1,000,000 Est. Cost — Unrealized —

TQQQ PROSHARES TR 1.9%

Value ($000) $68,355 Shares 700,000 Est. Cost — Unrealized —

GDX VANECK VECTORS ETF TR 1.9%

Value ($000) $66,024 Shares 1,800,000 Est. Cost — Unrealized —

— FRONT YD RESIDENTIAL CORP 1.8%

Value ($000) $63,150 Shares 7,258,569 Est. Cost $9.61 Unrealized —

— MR COOPER GROUP INC 1.6%

Value ($000) $55,776 Shares 4,483,602 Est. Cost $8.02 Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 1.5%

Value ($000) $53,355 Shares 3,619,756 Est. Cost $25.14 Unrealized —

SLV ISHARES SILVER TR 1.4%

Value ($000) $51,030 Shares 3,000,000 Est. Cost $14.93 Unrealized —

EMB ISHARES TR 1.2%

Value ($000) $43,688 Shares 400,000 Est. Cost — Unrealized —

SPG SIMON PPTY GROUP INC NEW 1.2%

Value ($000) $41,028 Shares 600,000 Est. Cost — Unrealized —

FXI ISHARES TR 1.0%

Value ($000) $35,730 Shares 900,000 Est. Cost — Unrealized —

BKLN INVESCO EXCHANGE-TRADED FD T 0.9%

Value ($000) $32,025 Shares 1,500,000 Est. Cost — Unrealized —

— CHIMERA INVT CORP 0.8%

Value ($000) $29,674 Shares 20,000,000 Est. Cost $1.48 Unrealized —

EWA ISHARES INC 0.8%

Value ($000) $28,905 Shares 1,500,000 Est. Cost — Unrealized —

MAR MARRIOTT INTL INC NEW 0.7%

Value ($000) $25,719 Shares 300,000 Est. Cost — Unrealized —

SYF SYNCHRONY FINANCIAL 0.7%

Value ($000) $24,376 Shares 1,100,000 Est. Cost — Unrealized —

AAL AMERICAN AIRLS GROUP INC 0.5%

Value ($000) $19,605 Shares 1,500,000 Est. Cost — Unrealized —

JETS ETF SER SOLUTIONS 0.5%

Value ($000) $16,650 Shares 1,000,000 Est. Cost — Unrealized —

GDXJ VANECK VECTORS ETF TR 0.4%

Value ($000) $14,874 Shares 300,000 Est. Cost — Unrealized —

GDXJ VANECK VECTORS ETF TR 0.4%

Value ($000) $13,387 Shares 270,000 Est. Cost — Unrealized —

GNW GENWORTH FINL INC 0.3%

Value ($000) $11,837 Shares 5,124,261 Est. Cost $3.97 Unrealized -20.7%

— OCWEN FINL CORP 0.2%

Value ($000) $8,603 Shares 12,956,147 Est. Cost $3.18 Unrealized —

— INVESCO MORTGAGE CAPITAL INC 0.1%

Value ($000) $3,740 Shares 1,000,000 Est. Cost — Unrealized —

— CHIMERA INVT CORP 0.1%

Value ($000) $3,416 Shares 355,500 Est. Cost $9.61 Unrealized —

— AG MTG INVT TR INC 0.0%

Value ($000) $1,595 Shares 500,000 Est. Cost — Unrealized —

— HERTZ GLOBAL HLDGS INC 0.0%

Value ($000) $1,410 Shares 1,000,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TR	3,580,000	$599,185	16.8%	$131.36	—	Call	78463V107
SPY	SPDR S&P 500 ETF TR	1,350,000	$416,286	11.7%	—	—	Put	78462F103
IWM	ISHARES TR	2,600,000	$372,268	10.4%	—	—	Put	464287655
TLT	ISHARES TR	1,900,000	$311,467	8.7%	$163.93	—	Call	464287432
SLV	ISHARES SILVER TR	14,000,000	$238,140	6.7%	$14.93	—	Call	46428Q109
XLF	SELECT SECTOR SPDR TR	7,300,000	$168,922	4.7%	—	—	Put	81369Y605
GLD	SPDR GOLD TR	925,000	$154,817	4.3%	$131.36	—	GOLD SHS	78463V107
TLT	ISHARES TR	750,115	$122,966	3.4%	$163.93	—	20 YR TR BD ETF	464287432
KRE	SPDR SER TR	2,802,600	$107,592	3.0%	—	—	Put	78464A698
EEM	ISHARES TR	2,500,000	$99,975	2.8%	—	—	Put	464287234
VNO	VORNADO RLTY TR	2,425,000	$92,659	2.6%	—	—	Put	929042109
BXP	BOSTON PPTYS LTD PARTNERSHIP	1,000,000	$90,380	2.5%	—	—	Put	101121101
IYR	ISHARES TR	1,000,000	$78,810	2.2%	—	—	Put	464287739
TQQQ	PROSHARES TR	700,000	$68,355	1.9%	—	—	Put	74347X831
GDX	VANECK VECTORS ETF TR	1,800,000	$66,024	1.9%	—	—	Call	92189F106
—	FRONT YD RESIDENTIAL CORP	7,258,569	$63,150	1.8%	$9.61	—	COM	35904G107
—	MR COOPER GROUP INC	4,483,602	$55,776	1.6%	$8.02	—	COM	62482R107
—	ALTISOURCE PORTFOLIO SOLNS S	3,619,756	$53,355	1.5%	$25.14	—	REG SHS	L0175J104
SLV	ISHARES SILVER TR	3,000,000	$51,030	1.4%	$14.93	—	ISHARES	46428Q109
EMB	ISHARES TR	400,000	$43,688	1.2%	—	—	Put	464288281
SPG	SIMON PPTY GROUP INC NEW	600,000	$41,028	1.2%	—	—	Put	828806109
FXI	ISHARES TR	900,000	$35,730	1.0%	—	—	Put	464287184
BKLN	INVESCO EXCHANGE-TRADED FD T	1,500,000	$32,025	0.9%	—	—	Put	46138G508
—	CHIMERA INVT CORP	20,000,000	$29,674	0.8%	$1.48	—	NOTE 7.000% 4/0	16934QAA7
EWA	ISHARES INC	1,500,000	$28,905	0.8%	—	—	Put	464286103
MAR	MARRIOTT INTL INC NEW	300,000	$25,719	0.7%	—	—	Put	571903202
SYF	SYNCHRONY FINANCIAL	1,100,000	$24,376	0.7%	—	—	Put	87165B103
AAL	AMERICAN AIRLS GROUP INC	1,500,000	$19,605	0.5%	—	—	Put	02376R102
JETS	ETF SER SOLUTIONS	1,000,000	$16,650	0.5%	—	—	Put	26922A842
GDXJ	VANECK VECTORS ETF TR	300,000	$14,874	0.4%	—	—	Call	92189F791
GDXJ	VANECK VECTORS ETF TR	270,000	$13,387	0.4%	—	—	Put	92189F791
GNW	GENWORTH FINL INC	5,124,261	$11,837	0.3%	$3.97	-20.7%	COM CL A	37247D106
—	OCWEN FINL CORP	12,956,147	$8,603	0.2%	$3.18	—	COM NEW	675746309
—	INVESCO MORTGAGE CAPITAL INC	1,000,000	$3,740	0.1%	—	—	Put	46131B100
—	CHIMERA INVT CORP	355,500	$3,416	0.1%	$9.61	—	COM NEW	16934Q208
—	AG MTG INVT TR INC	500,000	$1,595	0.0%	—	—	Put	001228105
—	HERTZ GLOBAL HLDGS INC	1,000,000	$1,410	0.0%	—	—	Put	42806J106