Deer Park Road Corp Hedge Fund

Location: Steamboat Springs, CO

CIK: 0001702490 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 14, 2019

Total Value ($000): $2,950,564 (99.6% shares, 0.4% debt)

Holdings (31)

SPY SPDR S&P 500 ETF TR 22.3%

Value ($000) $658,430 Shares 2,247,200 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 17.2%

Value ($000) $508,120 Shares 2,721,000 Est. Cost — Unrealized —

IWM ISHARES TR 7.5%

Value ($000) $221,199 Shares 1,422,500 Est. Cost — Unrealized —

KRE SPDR SERIES TRUST 6.1%

Value ($000) $180,390 Shares 3,376,200 Est. Cost — Unrealized —

TSLA TESLA INC 5.6%

Value ($000) $164,243 Shares 735,000 Est. Cost — Unrealized —

HYG ISHARES TR 4.5%

Value ($000) $132,950 Shares 1,525,000 Est. Cost — Unrealized —

TLT ISHARES TR 4.5%

Value ($000) $132,810 Shares 1,000,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 3.2%

Value ($000) $94,668 Shares 3,430,000 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 3.1%

Value ($000) $90,576 Shares 680,000 Est. Cost $121.79 Unrealized —

FXI ISHARES TR 3.0%

Value ($000) $88,962 Shares 2,080,000 Est. Cost — Unrealized —

XRT SPDR SERIES TRUST 2.8%

Value ($000) $82,622 Shares 1,950,000 Est. Cost — Unrealized —

— FRONT YD RESIDENTIAL CORP 2.7%

Value ($000) $79,268 Shares 6,486,766 Est. Cost $9.59 Unrealized —

BRK/B BERKSHIRE HATHAWAY INC DEL 2.2%

Value ($000) $63,951 Shares 300,000 Est. Cost — Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 2.0%

Value ($000) $60,478 Shares 3,076,210 Est. Cost $27.65 Unrealized —

EMB ISHARES TR 1.5%

Value ($000) $45,316 Shares 400,000 Est. Cost — Unrealized —

EWA ISHARES INC 1.4%

Value ($000) $42,073 Shares 1,866,600 Est. Cost — Unrealized —

XHB SPDR SERIES TRUST 1.1%

Value ($000) $33,344 Shares 800,000 Est. Cost — Unrealized —

BA BOEING CO 1.1%

Value ($000) $32,761 Shares 90,000 Est. Cost — Unrealized —

— MR COOPER GROUP INC 1.0%

Value ($000) $30,846 Shares 3,850,970 Est. Cost $8.13 Unrealized —

— OCWEN FINL CORP 0.9%

Value ($000) $27,595 Shares 13,331,147 Est. Cost $3.18 Unrealized —

SLV ISHARES SILVER TRUST 0.9%

Value ($000) $27,227 Shares 1,900,000 Est. Cost $14.35 Unrealized —

KMX CARMAX INC 0.9%

Value ($000) $26,049 Shares 300,000 Est. Cost — Unrealized —

IYR ISHARES TR 0.7%

Value ($000) $21,828 Shares 250,000 Est. Cost — Unrealized —

TREE LENDINGTREE INC NEW 0.7%

Value ($000) $21,002 Shares 50,000 Est. Cost — Unrealized —

LYFT LYFT INC 0.7%

Value ($000) $19,713 Shares 300,000 Est. Cost — Unrealized —

EWH ISHARES INC 0.6%

Value ($000) $18,116 Shares 700,000 Est. Cost — Unrealized —

— NEW YORK MTG TR INC 0.4%

Value ($000) $12,403 Shares 12,000,000 Est. Cost $1.01 Unrealized —

GM GENERAL MTRS CO 0.4%

Value ($000) $11,559 Shares 300,000 Est. Cost — Unrealized —

GNW GENWORTH FINL INC 0.4%

Value ($000) $10,945 Shares 2,950,000 Est. Cost $3.54 Unrealized 0.0%

W WAYFAIR INC 0.2%

Value ($000) $7,300 Shares 50,000 Est. Cost — Unrealized —

— WASHINGTON PRIME GROUP NEW 0.1%

Value ($000) $3,820 Shares 1,000,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,247,200	$658,430	22.3%	—	—	Put	78462F103
QQQ	INVESCO QQQ TR	2,721,000	$508,120	17.2%	—	—	Put	46090E103
IWM	ISHARES TR	1,422,500	$221,199	7.5%	—	—	Put	464287655
KRE	SPDR SERIES TRUST	3,376,200	$180,390	6.1%	—	—	Put	78464A698
TSLA	TESLA INC	735,000	$164,243	5.6%	—	—	Put	88160R101
HYG	ISHARES TR	1,525,000	$132,950	4.5%	—	—	Put	464288513
TLT	ISHARES TR	1,000,000	$132,810	4.5%	—	—	Put	464287432
XLF	SELECT SECTOR SPDR TR	3,430,000	$94,668	3.2%	—	—	Put	81369Y605
GLD	SPDR GOLD TRUST	680,000	$90,576	3.1%	$121.79	—	GOLD SHS	78463V107
FXI	ISHARES TR	2,080,000	$88,962	3.0%	—	—	Put	464287184
XRT	SPDR SERIES TRUST	1,950,000	$82,622	2.8%	—	—	Put	78464A714
—	FRONT YD RESIDENTIAL CORP	6,486,766	$79,268	2.7%	$9.59	—	COM	35904G107
BRK/B	BERKSHIRE HATHAWAY INC DEL	300,000	$63,951	2.2%	—	—	Put	084670702
—	ALTISOURCE PORTFOLIO SOLNS S	3,076,210	$60,478	2.0%	$27.65	—	REG SHS	L0175J104
EMB	ISHARES TR	400,000	$45,316	1.5%	—	—	Put	464288281
EWA	ISHARES INC	1,866,600	$42,073	1.4%	—	—	Put	464286103
XHB	SPDR SERIES TRUST	800,000	$33,344	1.1%	—	—	Put	78464A888
BA	BOEING CO	90,000	$32,761	1.1%	—	—	Put	097023105
—	MR COOPER GROUP INC	3,850,970	$30,846	1.0%	$8.13	—	COM	62482R107
—	OCWEN FINL CORP	13,331,147	$27,595	0.9%	$3.18	—	COM NEW	675746309
SLV	ISHARES SILVER TRUST	1,900,000	$27,227	0.9%	$14.35	—	ISHARES	46428Q109
KMX	CARMAX INC	300,000	$26,049	0.9%	—	—	Put	143130102
IYR	ISHARES TR	250,000	$21,828	0.7%	—	—	Put	464287739
TREE	LENDINGTREE INC NEW	50,000	$21,002	0.7%	—	—	Put	52603B107
LYFT	LYFT INC	300,000	$19,713	0.7%	—	—	Put	55087P104
EWH	ISHARES INC	700,000	$18,116	0.6%	—	—	Put	464286871
—	NEW YORK MTG TR INC	12,000,000	$12,403	0.4%	$1.01	—	NOTE 6.250% 1/1	649604AD7
GM	GENERAL MTRS CO	300,000	$11,559	0.4%	—	—	Put	37045V100
GNW	GENWORTH FINL INC	2,950,000	$10,945	0.4%	$3.54	0.0%	COM CL A	37247D106
W	WAYFAIR INC	50,000	$7,300	0.2%	—	—	Put	94419L101
—	WASHINGTON PRIME GROUP NEW	1,000,000	$3,820	0.1%	—	—	Put	93964W108