Deer Park Road Corp Hedge Fund

Location: Steamboat Springs, CO

CIK: 0001702490 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 14, 2019

Total Value ($000): $3,651,988 (99.7% shares, 0.3% debt)

Holdings (31)

SPY SPDR S&P 500 ETF TR 33.5%

Value ($000) $1,224,608 Shares 4,900,000 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 21.0%

Value ($000) $766,209 Shares 4,967,000 Est. Cost — Unrealized —

IWM ISHARES TR 13.8%

Value ($000) $503,933 Shares 3,763,500 Est. Cost — Unrealized —

KRE SPDR SERIES TRUST 4.1%

Value ($000) $149,728 Shares 3,200,000 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 2.9%

Value ($000) $104,275 Shares 860,000 Est. Cost $121.79 Unrealized —

GDX VANECK VECTORS ETF TR 2.7%

Value ($000) $99,545 Shares 4,720,000 Est. Cost $18.52 Unrealized —

TLT ISHARES TR 2.7%

Value ($000) $97,208 Shares 800,000 Est. Cost $117.27 Unrealized —

GLD SPDR GOLD TRUST 2.3%

Value ($000) $83,663 Shares 690,000 Est. Cost $121.79 Unrealized —

XLF SELECT SECTOR SPDR TR 2.2%

Value ($000) $80,988 Shares 3,400,000 Est. Cost — Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 1.9%

Value ($000) $69,184 Shares 3,076,210 Est. Cost $27.65 Unrealized —

BRK/B BERKSHIRE HATHAWAY INC DEL 1.7%

Value ($000) $61,458 Shares 301,000 Est. Cost — Unrealized —

— FRONT YD RESIDENTIAL CORP 1.4%

Value ($000) $52,264 Shares 5,986,766 Est. Cost $9.62 Unrealized —

GM GENERAL MTRS CO 1.1%

Value ($000) $39,304 Shares 1,175,000 Est. Cost — Unrealized —

SLV ISHARES SILVER TRUST 1.0%

Value ($000) $38,333 Shares 2,640,000 Est. Cost $14.35 Unrealized —

— PROSHARES TR II 0.9%

Value ($000) $34,112 Shares 883,500 Est. Cost — Unrealized —

EWC ISHARES INC 0.9%

Value ($000) $32,346 Shares 1,350,000 Est. Cost — Unrealized —

SLV ISHARES SILVER TRUST 0.8%

Value ($000) $27,588 Shares 1,900,000 Est. Cost $14.35 Unrealized —

LQD ISHARES TR 0.6%

Value ($000) $23,692 Shares 210,000 Est. Cost — Unrealized —

FXI ISHARES TR 0.6%

Value ($000) $23,448 Shares 600,000 Est. Cost — Unrealized —

RITM NEW RESIDENTIAL INVT CORP 0.5%

Value ($000) $19,763 Shares 1,390,793 Est. Cost $17.14 Unrealized —

EWA ISHARES INC 0.5%

Value ($000) $18,164 Shares 943,600 Est. Cost — Unrealized —

— OCWEN FINL CORP 0.5%

Value ($000) $17,864 Shares 13,331,147 Est. Cost $3.18 Unrealized —

GDX VANECK VECTORS ETF TR 0.5%

Value ($000) $16,946 Shares 803,500 Est. Cost $18.52 Unrealized —

TREE LENDINGTREE INC NEW 0.4%

Value ($000) $15,370 Shares 70,000 Est. Cost — Unrealized —

— NEW YORK MTG TR INC 0.3%

Value ($000) $12,123 Shares 12,000,000 Est. Cost $1.01 Unrealized —

DDS DILLARDS INC 0.3%

Value ($000) $12,062 Shares 200,000 Est. Cost — Unrealized —

— UNITI GROUP INC 0.3%

Value ($000) $11,678 Shares 750,000 Est. Cost — Unrealized —

— GENERAL ELECTRIC CO 0.2%

Value ($000) $7,570 Shares 1,000,000 Est. Cost — Unrealized —

— FRONT YD RESIDENTIAL CORP 0.1%

Value ($000) $4,365 Shares 500,000 Est. Cost $9.62 Unrealized —

EUFN ISHARES TR 0.1%

Value ($000) $2,712 Shares 160,000 Est. Cost — Unrealized —

— MR COOPER GROUP INC 0.0%

Value ($000) $1,485 Shares 127,244 Est. Cost $11.67 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	4,900,000	$1,224,608	33.5%	—	—	Put	78462F103
QQQ	INVESCO QQQ TR	4,967,000	$766,209	21.0%	—	—	Put	46090E103
IWM	ISHARES TR	3,763,500	$503,933	13.8%	—	—	Put	464287655
KRE	SPDR SERIES TRUST	3,200,000	$149,728	4.1%	—	—	Put	78464A698
GLD	SPDR GOLD TRUST	860,000	$104,275	2.9%	$121.79	—	Call	78463V107
GDX	VANECK VECTORS ETF TR	4,720,000	$99,545	2.7%	$18.52	—	Call	92189F106
TLT	ISHARES TR	800,000	$97,208	2.7%	$117.27	—	Call	464287432
GLD	SPDR GOLD TRUST	690,000	$83,663	2.3%	$121.79	—	GOLD SHS	78463V107
XLF	SELECT SECTOR SPDR TR	3,400,000	$80,988	2.2%	—	—	Put	81369Y605
—	ALTISOURCE PORTFOLIO SOLNS S	3,076,210	$69,184	1.9%	$27.65	—	REG SHS	L0175J104
BRK/B	BERKSHIRE HATHAWAY INC DEL	301,000	$61,458	1.7%	—	—	Put	084670702
—	FRONT YD RESIDENTIAL CORP	5,986,766	$52,264	1.4%	$9.62	—	COM	35904G107
GM	GENERAL MTRS CO	1,175,000	$39,304	1.1%	—	—	Put	37045V100
SLV	ISHARES SILVER TRUST	2,640,000	$38,333	1.0%	$14.35	—	Call	46428Q109
—	PROSHARES TR II	883,500	$34,112	0.9%	—	—	Put	74347W171
EWC	ISHARES INC	1,350,000	$32,346	0.9%	—	—	Put	464286509
SLV	ISHARES SILVER TRUST	1,900,000	$27,588	0.8%	$14.35	—	ISHARES	46428Q109
LQD	ISHARES TR	210,000	$23,692	0.6%	—	—	Put	464287242
FXI	ISHARES TR	600,000	$23,448	0.6%	—	—	Put	464287184
RITM	NEW RESIDENTIAL INVT CORP	1,390,793	$19,763	0.5%	$17.14	—	COM NEW	64828T201
EWA	ISHARES INC	943,600	$18,164	0.5%	—	—	Put	464286103
—	OCWEN FINL CORP	13,331,147	$17,864	0.5%	$3.18	—	COM NEW	675746309
GDX	VANECK VECTORS ETF TR	803,500	$16,946	0.5%	$18.52	—	GOLD MINERS ETF	92189F106
TREE	LENDINGTREE INC NEW	70,000	$15,370	0.4%	—	—	Put	52603B107
—	NEW YORK MTG TR INC	12,000,000	$12,123	0.3%	$1.01	—	NOTE 6.250% 1/1	649604AD7
DDS	DILLARDS INC	200,000	$12,062	0.3%	—	—	Put	254067101
—	UNITI GROUP INC	750,000	$11,678	0.3%	—	—	Put	91325V108
—	GENERAL ELECTRIC CO	1,000,000	$7,570	0.2%	—	—	Put	369604103
—	FRONT YD RESIDENTIAL CORP	500,000	$4,365	0.1%	$9.62	—	Call	35904G107
EUFN	ISHARES TR	160,000	$2,712	0.1%	—	—	Put	464289180
—	MR COOPER GROUP INC	127,244	$1,485	0.0%	$11.67	—	COM	62482R107