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: $3.567B (99.2% shares, 0.8% debt)

Holdings (37)

GLD SPDR GOLD TR 16.8%

Value $599M Shares 3,580,000 Share Price $167.37 Est. Cost/Share $132.11 Unrealized @ Report Date +26.7%

SPY SPDR S&P 500 ETF TR 11.7%

Value $416M Shares 1,350,000 Share Price $308.36 Est. Cost/Share — Unrealized @ Report Date —

IWM ISHARES TR 10.4%

Value $372M Shares 2,600,000 Share Price $143.18 Est. Cost/Share — Unrealized @ Report Date —

TLT ISHARES TR 8.7%

Value $311M Shares 1,900,000 Share Price $163.93 Est. Cost/Share $164.63 Unrealized @ Report Date -0.4%

SLV ISHARES SILVER TR 6.7%

Value $238M Shares 14,000,000 Share Price $17.01 Est. Cost/Share $14.95 Unrealized @ Report Date +13.7%

XLF SELECT SECTOR SPDR TR 4.7%

Value $169M Shares 7,300,000 Share Price $23.14 Est. Cost/Share — Unrealized @ Report Date —

GLD SPDR GOLD TR 4.3%

Value $155M Shares 925,000 Share Price $167.37 Est. Cost/Share $132.11 Unrealized @ Report Date +26.7%

TLT ISHARES TR 3.4%

Value $123M Shares 750,115 Share Price $163.93 Est. Cost/Share $164.63 Unrealized @ Report Date -0.4%

KRE SPDR SER TR 3.0%

Value $108M Shares 2,802,600 Share Price $38.39 Est. Cost/Share — Unrealized @ Report Date —

EEM ISHARES TR 2.8%

Value $99.97M Shares 2,500,000 Share Price $39.99 Est. Cost/Share — Unrealized @ Report Date —

VNO VORNADO RLTY TR 2.6%

Value $92.66M Shares 2,425,000 Share Price $38.21 Est. Cost/Share — Unrealized @ Report Date —

BXP BOSTON PPTYS LTD PARTNERSHIP 2.5%

Value $90.38M Shares 1,000,000 Share Price $90.38 Est. Cost/Share — Unrealized @ Report Date —

IYR ISHARES TR 2.2%

Value $78.81M Shares 1,000,000 Share Price $78.81 Est. Cost/Share — Unrealized @ Report Date —

TQQQ PROSHARES TR 1.9%

Value $68.36M Shares 700,000 Share Price $97.65 Est. Cost/Share — Unrealized @ Report Date —

GDX VANECK VECTORS ETF TR 1.9%

Value $66.02M Shares 1,800,000 Share Price $36.68 Est. Cost/Share — Unrealized @ Report Date —

— FRONT YD RESIDENTIAL CORP 1.8%

Value $63.15M Shares 7,258,569 Share Price $8.70 Est. Cost/Share $9.61 Unrealized @ Report Date —

— MR COOPER GROUP INC 1.6%

Value $55.78M Shares 4,483,602 Share Price $12.44 Est. Cost/Share $8.02 Unrealized @ Report Date —

— ALTISOURCE PORTFOLIO SOLNS S 1.5%

Value $53.35M Shares 3,619,756 Share Price $14.74 Est. Cost/Share $25.14 Unrealized @ Report Date —

SLV ISHARES SILVER TR 1.4%

Value $51.03M Shares 3,000,000 Share Price $17.01 Est. Cost/Share $14.95 Unrealized @ Report Date +13.7%

EMB ISHARES TR 1.2%

Value $43.69M Shares 400,000 Share Price $109.22 Est. Cost/Share — Unrealized @ Report Date —

SPG SIMON PPTY GROUP INC NEW 1.2%

Value $41.03M Shares 600,000 Share Price $68.38 Est. Cost/Share — Unrealized @ Report Date —

FXI ISHARES TR 1.0%

Value $35.73M Shares 900,000 Share Price $39.70 Est. Cost/Share — Unrealized @ Report Date —

BKLN INVESCO EXCHANGE-TRADED FD T 0.9%

Value $32.02M Shares 1,500,000 Share Price $21.35 Est. Cost/Share — Unrealized @ Report Date —

— CHIMERA INVT CORP 0.8%

Value $29.67M Shares 20,000,000 Share Price $1.48 Est. Cost/Share $1.48 Unrealized @ Report Date —

EWA ISHARES INC 0.8%

Value $28.91M Shares 1,500,000 Share Price $19.27 Est. Cost/Share — Unrealized @ Report Date —

MAR MARRIOTT INTL INC NEW 0.7%

Value $25.72M Shares 300,000 Share Price $85.73 Est. Cost/Share — Unrealized @ Report Date —

SYF SYNCHRONY FINANCIAL 0.7%

Value $24.38M Shares 1,100,000 Share Price $22.16 Est. Cost/Share — Unrealized @ Report Date —

AAL AMERICAN AIRLS GROUP INC 0.5%

Value $19.61M Shares 1,500,000 Share Price $13.07 Est. Cost/Share — Unrealized @ Report Date —

JETS ETF SER SOLUTIONS 0.5%

Value $16.65M Shares 1,000,000 Share Price $16.65 Est. Cost/Share — Unrealized @ Report Date —

GDXJ VANECK VECTORS ETF TR 0.4%

Value $14.87M Shares 300,000 Share Price $49.58 Est. Cost/Share — Unrealized @ Report Date —

GDXJ VANECK VECTORS ETF TR 0.4%

Value $13.39M Shares 270,000 Share Price $49.58 Est. Cost/Share — Unrealized @ Report Date —

GNW GENWORTH FINL INC 0.3%

Value $11.84M Shares 5,124,261 Share Price $2.31 Est. Cost/Share $3.97 Unrealized @ Report Date -41.8%

— OCWEN FINL CORP 0.2%

Value $8.603M Shares 12,956,147 Share Price $0.66 Est. Cost/Share $3.18 Unrealized @ Report Date —

— INVESCO MORTGAGE CAPITAL INC 0.1%

Value $3.74M Shares 1,000,000 Share Price $3.74 Est. Cost/Share — Unrealized @ Report Date —

— CHIMERA INVT CORP 0.1%

Value $3.416M Shares 355,500 Share Price $9.61 Est. Cost/Share $9.61 Unrealized @ Report Date —

— AG MTG INVT TR INC 0.0%

Value $1.595M Shares 500,000 Share Price $3.19 Est. Cost/Share — Unrealized @ Report Date —

— HERTZ GLOBAL HLDGS INC 0.0%

Value $1.41M Shares 1,000,000 Share Price $1.41 Est. Cost/Share — Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
GLD	SPDR GOLD TR	3,580,000	$599M	16.8%	$167.37	$132.11	+26.7%	Call	78463V107
SPY	SPDR S&P 500 ETF TR	1,350,000	$416M	11.7%	$308.36	—	—	Put	78462F103
IWM	ISHARES TR	2,600,000	$372M	10.4%	$143.18	—	—	Put	464287655
TLT	ISHARES TR	1,900,000	$311M	8.7%	$163.93	$164.63	-0.4%	Call	464287432
SLV	ISHARES SILVER TR	14,000,000	$238M	6.7%	$17.01	$14.95	+13.7%	Call	46428Q109
XLF	SELECT SECTOR SPDR TR	7,300,000	$169M	4.7%	$23.14	—	—	Put	81369Y605
GLD	SPDR GOLD TR	925,000	$155M	4.3%	$167.37	$132.11	+26.7%	GOLD SHS	78463V107
TLT	ISHARES TR	750,115	$123M	3.4%	$163.93	$164.63	-0.4%	20 YR TR BD ETF	464287432
KRE	SPDR SER TR	2,802,600	$108M	3.0%	$38.39	—	—	Put	78464A698
EEM	ISHARES TR	2,500,000	$99.97M	2.8%	$39.99	—	—	Put	464287234
VNO	VORNADO RLTY TR	2,425,000	$92.66M	2.6%	$38.21	—	—	Put	929042109
BXP	BOSTON PPTYS LTD PARTNERSHIP	1,000,000	$90.38M	2.5%	$90.38	—	—	Put	101121101
IYR	ISHARES TR	1,000,000	$78.81M	2.2%	$78.81	—	—	Put	464287739
TQQQ	PROSHARES TR	700,000	$68.36M	1.9%	$97.65	—	—	Put	74347X831
GDX	VANECK VECTORS ETF TR	1,800,000	$66.02M	1.9%	$36.68	—	—	Call	92189F106
—	FRONT YD RESIDENTIAL CORP	7,258,569	$63.15M	1.8%	$8.70	$9.61	—	COM	35904G107
—	MR COOPER GROUP INC	4,483,602	$55.78M	1.6%	$12.44	$8.02	—	COM	62482R107
—	ALTISOURCE PORTFOLIO SOLNS S	3,619,756	$53.35M	1.5%	$14.74	$25.14	—	REG SHS	L0175J104
SLV	ISHARES SILVER TR	3,000,000	$51.03M	1.4%	$17.01	$14.95	+13.7%	ISHARES	46428Q109
EMB	ISHARES TR	400,000	$43.69M	1.2%	$109.22	—	—	Put	464288281
SPG	SIMON PPTY GROUP INC NEW	600,000	$41.03M	1.2%	$68.38	—	—	Put	828806109
FXI	ISHARES TR	900,000	$35.73M	1.0%	$39.70	—	—	Put	464287184
BKLN	INVESCO EXCHANGE-TRADED FD T	1,500,000	$32.02M	0.9%	$21.35	—	—	Put	46138G508
—	CHIMERA INVT CORP	20,000,000	$29.67M	0.8%	$1.48	$1.48	—	NOTE 7.000% 4/0	16934QAA7
EWA	ISHARES INC	1,500,000	$28.91M	0.8%	$19.27	—	—	Put	464286103
MAR	MARRIOTT INTL INC NEW	300,000	$25.72M	0.7%	$85.73	—	—	Put	571903202
SYF	SYNCHRONY FINANCIAL	1,100,000	$24.38M	0.7%	$22.16	—	—	Put	87165B103
AAL	AMERICAN AIRLS GROUP INC	1,500,000	$19.61M	0.5%	$13.07	—	—	Put	02376R102
JETS	ETF SER SOLUTIONS	1,000,000	$16.65M	0.5%	$16.65	—	—	Put	26922A842
GDXJ	VANECK VECTORS ETF TR	300,000	$14.87M	0.4%	$49.58	—	—	Call	92189F791
GDXJ	VANECK VECTORS ETF TR	270,000	$13.39M	0.4%	$49.58	—	—	Put	92189F791
GNW	GENWORTH FINL INC	5,124,261	$11.84M	0.3%	$2.31	$3.97	-41.8%	COM CL A	37247D106
—	OCWEN FINL CORP	12,956,147	$8.603M	0.2%	$0.66	$3.18	—	COM NEW	675746309
—	INVESCO MORTGAGE CAPITAL INC	1,000,000	$3.74M	0.1%	$3.74	—	—	Put	46131B100
—	CHIMERA INVT CORP	355,500	$3.416M	0.1%	$9.61	$9.61	—	COM NEW	16934Q208
—	AG MTG INVT TR INC	500,000	$1.595M	0.0%	$3.19	—	—	Put	001228105
—	HERTZ GLOBAL HLDGS INC	1,000,000	$1.41M	0.0%	$1.41	—	—	Put	42806J106