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 ($000): $3,418,664 (99.6% shares, 0.4% debt)

Holdings (34)

IWM ISHARES TR 26.2%

Value ($000) $895,194 Shares 5,847,500 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 15.5%

Value ($000) $528,944 Shares 1,872,500 Est. Cost — Unrealized —

HYG ISHARES TR 11.0%

Value ($000) $376,145 Shares 4,350,000 Est. Cost — Unrealized —

LQD ISHARES TR 8.9%

Value ($000) $304,794 Shares 2,560,000 Est. Cost — Unrealized —

BRK/B BERKSHIRE HATHAWAY INC DEL 3.5%

Value ($000) $120,534 Shares 600,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 3.2%

Value ($000) $107,982 Shares 4,200,000 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 2.5%

Value ($000) $84,187 Shares 690,000 Est. Cost $121.79 Unrealized —

KRE SPDR SERIES TRUST 2.3%

Value ($000) $77,010 Shares 1,500,000 Est. Cost — Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 2.1%

Value ($000) $72,814 Shares 3,076,210 Est. Cost $27.65 Unrealized —

BA BOEING CO 2.1%

Value ($000) $72,470 Shares 190,000 Est. Cost — Unrealized —

W WAYFAIR INC 2.0%

Value ($000) $67,322 Shares 453,500 Est. Cost — Unrealized —

— FRONT YD RESIDENTIAL CORP 1.8%

Value ($000) $60,132 Shares 6,486,766 Est. Cost $9.59 Unrealized —

EWC ISHARES INC 1.7%

Value ($000) $58,044 Shares 2,100,000 Est. Cost — Unrealized —

FEZ SPDR INDEX SHS FDS 1.7%

Value ($000) $56,699 Shares 1,550,000 Est. Cost — Unrealized —

IYR ISHARES TR 1.7%

Value ($000) $56,576 Shares 650,000 Est. Cost — Unrealized —

KMX CARMAX INC 1.5%

Value ($000) $52,350 Shares 750,000 Est. Cost — Unrealized —

GM GENERAL MTRS CO 1.2%

Value ($000) $40,810 Shares 1,100,000 Est. Cost — Unrealized —

EWA ISHARES INC 1.2%

Value ($000) $40,750 Shares 1,893,600 Est. Cost — Unrealized —

— BLACKROCK INC 1.2%

Value ($000) $39,574 Shares 92,600 Est. Cost — Unrealized —

TREE LENDINGTREE INC NEW 1.1%

Value ($000) $38,426 Shares 109,300 Est. Cost — Unrealized —

— GENERAL ELECTRIC CO 1.1%

Value ($000) $37,113 Shares 3,715,000 Est. Cost — Unrealized —

SLV ISHARES SILVER TRUST 1.0%

Value ($000) $32,614 Shares 2,300,000 Est. Cost $14.35 Unrealized —

SLV ISHARES SILVER TRUST 0.8%

Value ($000) $26,942 Shares 1,900,000 Est. Cost $14.35 Unrealized —

— OCWEN FINL CORP 0.7%

Value ($000) $24,263 Shares 13,331,147 Est. Cost $3.18 Unrealized —

TGT TARGET CORP 0.7%

Value ($000) $24,078 Shares 300,000 Est. Cost — Unrealized —

RITM NEW RESIDENTIAL INVT CORP 0.7%

Value ($000) $23,518 Shares 1,390,793 Est. Cost $17.14 Unrealized —

FXI ISHARES TR 0.6%

Value ($000) $22,135 Shares 500,000 Est. Cost — Unrealized —

DDS DILLARDS INC 0.6%

Value ($000) $21,606 Shares 300,000 Est. Cost — Unrealized —

GDX VANECK VECTORS ETF TR 0.5%

Value ($000) $18,014 Shares 803,500 Est. Cost $18.52 Unrealized —

— XEROX CORP 0.5%

Value ($000) $15,990 Shares 500,000 Est. Cost — Unrealized —

— NEW YORK MTG TR INC 0.4%

Value ($000) $12,070 Shares 12,000,000 Est. Cost $1.01 Unrealized —

— BARCLAYS BK PLC 0.1%

Value ($000) $4,389 Shares 150,000 Est. Cost $29.26 Unrealized —

— WASHINGTON PRIME GROUP NEW 0.1%

Value ($000) $3,955 Shares 700,000 Est. Cost — Unrealized —

— MR COOPER GROUP INC 0.0%

Value ($000) $1,220 Shares 127,244 Est. Cost $11.67 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	5,847,500	$895,194	26.2%	—	—	Put	464287655
SPY	SPDR S&P 500 ETF TR	1,872,500	$528,944	15.5%	—	—	Put	78462F103
HYG	ISHARES TR	4,350,000	$376,145	11.0%	—	—	Put	464288513
LQD	ISHARES TR	2,560,000	$304,794	8.9%	—	—	Put	464287242
BRK/B	BERKSHIRE HATHAWAY INC DEL	600,000	$120,534	3.5%	—	—	Put	084670702
XLF	SELECT SECTOR SPDR TR	4,200,000	$107,982	3.2%	—	—	Put	81369Y605
GLD	SPDR GOLD TRUST	690,000	$84,187	2.5%	$121.79	—	GOLD SHS	78463V107
KRE	SPDR SERIES TRUST	1,500,000	$77,010	2.3%	—	—	Put	78464A698
—	ALTISOURCE PORTFOLIO SOLNS S	3,076,210	$72,814	2.1%	$27.65	—	REG SHS	L0175J104
BA	BOEING CO	190,000	$72,470	2.1%	—	—	Put	097023105
W	WAYFAIR INC	453,500	$67,322	2.0%	—	—	Put	94419L101
—	FRONT YD RESIDENTIAL CORP	6,486,766	$60,132	1.8%	$9.59	—	COM	35904G107
EWC	ISHARES INC	2,100,000	$58,044	1.7%	—	—	Put	464286509
FEZ	SPDR INDEX SHS FDS	1,550,000	$56,699	1.7%	—	—	Put	78463X202
IYR	ISHARES TR	650,000	$56,576	1.7%	—	—	Put	464287739
KMX	CARMAX INC	750,000	$52,350	1.5%	—	—	Put	143130102
GM	GENERAL MTRS CO	1,100,000	$40,810	1.2%	—	—	Put	37045V100
EWA	ISHARES INC	1,893,600	$40,750	1.2%	—	—	Put	464286103
—	BLACKROCK INC	92,600	$39,574	1.2%	—	—	Put	09247X101
TREE	LENDINGTREE INC NEW	109,300	$38,426	1.1%	—	—	Put	52603B107
—	GENERAL ELECTRIC CO	3,715,000	$37,113	1.1%	—	—	Put	369604103
SLV	ISHARES SILVER TRUST	2,300,000	$32,614	1.0%	$14.35	—	Call	46428Q109
SLV	ISHARES SILVER TRUST	1,900,000	$26,942	0.8%	$14.35	—	ISHARES	46428Q109
—	OCWEN FINL CORP	13,331,147	$24,263	0.7%	$3.18	—	COM NEW	675746309
TGT	TARGET CORP	300,000	$24,078	0.7%	—	—	Put	87612E106
RITM	NEW RESIDENTIAL INVT CORP	1,390,793	$23,518	0.7%	$17.14	—	COM NEW	64828T201
FXI	ISHARES TR	500,000	$22,135	0.6%	—	—	Put	464287184
DDS	DILLARDS INC	300,000	$21,606	0.6%	—	—	Put	254067101
GDX	VANECK VECTORS ETF TR	803,500	$18,014	0.5%	$18.52	—	GOLD MINERS ETF	92189F106
—	XEROX CORP	500,000	$15,990	0.5%	—	—	Put	984121608
—	NEW YORK MTG TR INC	12,000,000	$12,070	0.4%	$1.01	—	NOTE 6.250% 1/1	649604AD7
—	BARCLAYS BK PLC	150,000	$4,389	0.1%	$29.26	—	IPATH B SHRT TRM	06746P621
—	WASHINGTON PRIME GROUP NEW	700,000	$3,955	0.1%	—	—	Put	93964W108
—	MR COOPER GROUP INC	127,244	$1,220	0.0%	$11.67	—	COM	62482R107