Deer Park Road Corp Hedge Fund

Location: Steamboat Springs, CO

CIK: 0001702490 · Show all filings

Period: Q4 2017 (Next →)

Filing Date: May 15, 2018

Total Value: $315M (95.0% shares, 5.0% debt)

Holdings (10)

SPY SPDR S&P 500 ETF TR 25.4%

Value $80.06M Shares 300,000 Est. Cost — Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 18.6%

Value $58.48M Shares 2,088,499 Est. Cost $28.00 Unrealized —

— OCWEN FINL CORP 12.6%

Value $39.72M Shares 12,691,147 Est. Cost $3.13 Unrealized —

COF CAPITAL ONE FINL CORP 10.1%

Value $31.91M Shares 320,500 Est. Cost — Unrealized —

— ALTISOURCE RESIDENTIAL CORP 10.1%

Value $31.84M Shares 2,685,039 Est. Cost $11.86 Unrealized —

XOM EXXON MOBILE CORP 8.0%

Value $25.09M Shares 300,000 Est. Cost — Unrealized —

CAT CATERPILLAR INC DEL 6.3%

Value $19.7M Shares 125,000 Est. Cost — Unrealized —

— NEW YORK MTG TR INC 5.0%

Value $15.68M Shares 15,000,000 Est. Cost $1.05 Unrealized —

RITM NEW RESIDENTIAL INVT CORP 2.9%

Value $9.119M Shares 510,000 Est. Cost $17.88 Unrealized —

— CIT GROUP INC 1.1%

Value $3.323M Shares 67,500 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	300,000	$80.06M	25.4%	—	—	Put	78462F103
—	ALTISOURCE PORTFOLIO SOLNS S	2,088,499	$58.48M	18.6%	$28.00	—	REG SHS	L0175J104
—	OCWEN FINL CORP	12,691,147	$39.72M	12.6%	$3.13	—	COM NEW	675746309
COF	CAPITAL ONE FINL CORP	320,500	$31.91M	10.1%	—	—	Put	14040H105
—	ALTISOURCE RESIDENTIAL CORP	2,685,039	$31.84M	10.1%	$11.86	—	CL B	02153W100
XOM	EXXON MOBILE CORP	300,000	$25.09M	8.0%	—	—	Put	30231G102
CAT	CATERPILLAR INC DEL	125,000	$19.7M	6.3%	—	—	Put	149123101
—	NEW YORK MTG TR INC	15,000,000	$15.68M	5.0%	$1.05	—	NOTE 6.250% 1/1	649604AD7
RITM	NEW RESIDENTIAL INVT CORP	510,000	$9.119M	2.9%	$17.88	—	COM NEW	64828T201
—	CIT GROUP INC	67,500	$3.323M	1.1%	—	—	Put	125581801