Deer Park Road Corp Hedge Fund

Location: Steamboat Springs, CO

CIK: 0001702490 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 15, 2019

Total Value: $3.419B (99.6% shares, 0.4% debt)

Holdings (34)

IWM ISHARES TR 26.2%

Value $895M Shares 5,847,500 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 15.5%

Value $529M Shares 1,872,500 Est. Cost — Unrealized —

HYG ISHARES TR 11.0%

Value $376M Shares 4,350,000 Est. Cost — Unrealized —

LQD ISHARES TR 8.9%

Value $305M Shares 2,560,000 Est. Cost — Unrealized —

BRK/B BERKSHIRE HATHAWAY INC DEL 3.5%

Value $121M Shares 600,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 3.2%

Value $108M Shares 4,200,000 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 2.5%

Value $84.19M Shares 690,000 Est. Cost $121.79 Unrealized —

KRE SPDR SERIES TRUST 2.3%

Value $77.01M Shares 1,500,000 Est. Cost — Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 2.1%

Value $72.81M Shares 3,076,210 Est. Cost $27.65 Unrealized —

BA BOEING CO 2.1%

Value $72.47M Shares 190,000 Est. Cost — Unrealized —

W WAYFAIR INC 2.0%

Value $67.32M Shares 453,500 Est. Cost — Unrealized —

— FRONT YD RESIDENTIAL CORP 1.8%

Value $60.13M Shares 6,486,766 Est. Cost $9.59 Unrealized —

EWC ISHARES INC 1.7%

Value $58.04M Shares 2,100,000 Est. Cost — Unrealized —

FEZ SPDR INDEX SHS FDS 1.7%

Value $56.7M Shares 1,550,000 Est. Cost — Unrealized —

IYR ISHARES TR 1.7%

Value $56.58M Shares 650,000 Est. Cost — Unrealized —

KMX CARMAX INC 1.5%

Value $52.35M Shares 750,000 Est. Cost — Unrealized —

GM GENERAL MTRS CO 1.2%

Value $40.81M Shares 1,100,000 Est. Cost — Unrealized —

EWA ISHARES INC 1.2%

Value $40.75M Shares 1,893,600 Est. Cost — Unrealized —

— BLACKROCK INC 1.2%

Value $39.57M Shares 92,600 Est. Cost — Unrealized —

TREE LENDINGTREE INC NEW 1.1%

Value $38.43M Shares 109,300 Est. Cost — Unrealized —

— GENERAL ELECTRIC CO 1.1%

Value $37.11M Shares 3,715,000 Est. Cost — Unrealized —

SLV ISHARES SILVER TRUST 1.0%

Value $32.61M Shares 2,300,000 Est. Cost $14.35 Unrealized —

SLV ISHARES SILVER TRUST 0.8%

Value $26.94M Shares 1,900,000 Est. Cost $14.35 Unrealized —

— OCWEN FINL CORP 0.7%

Value $24.26M Shares 13,331,147 Est. Cost $3.18 Unrealized —

TGT TARGET CORP 0.7%

Value $24.08M Shares 300,000 Est. Cost — Unrealized —

RITM NEW RESIDENTIAL INVT CORP 0.7%

Value $23.52M Shares 1,390,793 Est. Cost $17.14 Unrealized —

FXI ISHARES TR 0.6%

Value $22.14M Shares 500,000 Est. Cost — Unrealized —

DDS DILLARDS INC 0.6%

Value $21.61M Shares 300,000 Est. Cost — Unrealized —

GDX VANECK VECTORS ETF TR 0.5%

Value $18.01M Shares 803,500 Est. Cost $18.52 Unrealized —

— XEROX CORP 0.5%

Value $15.99M Shares 500,000 Est. Cost — Unrealized —

— NEW YORK MTG TR INC 0.4%

Value $12.07M Shares 12,000,000 Est. Cost $1.01 Unrealized —

— BARCLAYS BK PLC 0.1%

Value $4.389M Shares 150,000 Est. Cost $29.26 Unrealized —

— WASHINGTON PRIME GROUP NEW 0.1%

Value $3.955M Shares 700,000 Est. Cost — Unrealized —

— MR COOPER GROUP INC 0.0%

Value $1.22M Shares 127,244 Est. Cost $11.67 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	5,847,500	$895M	26.2%	—	—	Put	464287655
SPY	SPDR S&P 500 ETF TR	1,872,500	$529M	15.5%	—	—	Put	78462F103
HYG	ISHARES TR	4,350,000	$376M	11.0%	—	—	Put	464288513
LQD	ISHARES TR	2,560,000	$305M	8.9%	—	—	Put	464287242
BRK/B	BERKSHIRE HATHAWAY INC DEL	600,000	$121M	3.5%	—	—	Put	084670702
XLF	SELECT SECTOR SPDR TR	4,200,000	$108M	3.2%	—	—	Put	81369Y605
GLD	SPDR GOLD TRUST	690,000	$84.19M	2.5%	$121.79	—	GOLD SHS	78463V107
KRE	SPDR SERIES TRUST	1,500,000	$77.01M	2.3%	—	—	Put	78464A698
—	ALTISOURCE PORTFOLIO SOLNS S	3,076,210	$72.81M	2.1%	$27.65	—	REG SHS	L0175J104
BA	BOEING CO	190,000	$72.47M	2.1%	—	—	Put	097023105
W	WAYFAIR INC	453,500	$67.32M	2.0%	—	—	Put	94419L101
—	FRONT YD RESIDENTIAL CORP	6,486,766	$60.13M	1.8%	$9.59	—	COM	35904G107
EWC	ISHARES INC	2,100,000	$58.04M	1.7%	—	—	Put	464286509
FEZ	SPDR INDEX SHS FDS	1,550,000	$56.7M	1.7%	—	—	Put	78463X202
IYR	ISHARES TR	650,000	$56.58M	1.7%	—	—	Put	464287739
KMX	CARMAX INC	750,000	$52.35M	1.5%	—	—	Put	143130102
GM	GENERAL MTRS CO	1,100,000	$40.81M	1.2%	—	—	Put	37045V100
EWA	ISHARES INC	1,893,600	$40.75M	1.2%	—	—	Put	464286103
—	BLACKROCK INC	92,600	$39.57M	1.2%	—	—	Put	09247X101
TREE	LENDINGTREE INC NEW	109,300	$38.43M	1.1%	—	—	Put	52603B107
—	GENERAL ELECTRIC CO	3,715,000	$37.11M	1.1%	—	—	Put	369604103
SLV	ISHARES SILVER TRUST	2,300,000	$32.61M	1.0%	$14.35	—	Call	46428Q109
SLV	ISHARES SILVER TRUST	1,900,000	$26.94M	0.8%	$14.35	—	ISHARES	46428Q109
—	OCWEN FINL CORP	13,331,147	$24.26M	0.7%	$3.18	—	COM NEW	675746309
TGT	TARGET CORP	300,000	$24.08M	0.7%	—	—	Put	87612E106
RITM	NEW RESIDENTIAL INVT CORP	1,390,793	$23.52M	0.7%	$17.14	—	COM NEW	64828T201
FXI	ISHARES TR	500,000	$22.14M	0.6%	—	—	Put	464287184
DDS	DILLARDS INC	300,000	$21.61M	0.6%	—	—	Put	254067101
GDX	VANECK VECTORS ETF TR	803,500	$18.01M	0.5%	$18.52	—	GOLD MINERS ETF	92189F106
—	XEROX CORP	500,000	$15.99M	0.5%	—	—	Put	984121608
—	NEW YORK MTG TR INC	12,000,000	$12.07M	0.4%	$1.01	—	NOTE 6.250% 1/1	649604AD7
—	BARCLAYS BK PLC	150,000	$4.389M	0.1%	$29.26	—	IPATH B SHRT TRM	06746P621
—	WASHINGTON PRIME GROUP NEW	700,000	$3.955M	0.1%	—	—	Put	93964W108
—	MR COOPER GROUP INC	127,244	$1.22M	0.0%	$11.67	—	COM	62482R107