Deer Park Road Corp Hedge Fund

Location: Steamboat Springs, CO

CIK: 0001702490 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value: $1.579B (99.0% shares, 1.0% debt)

Holdings (16)

SPY SPDR S&P 500 ETF TR 34.2%

Value $540M Shares 2,052,500 Share Price $263.15 Est. Cost/Share — Unrealized @ Report Date —

— POWERSHARES QQQ TRUST 17.6%

Value $279M Shares 1,740,000 Share Price $160.13 Est. Cost/Share — Unrealized @ Report Date —

IWM ISHARES TR 14.2%

Value $225M Shares 1,480,000 Share Price $151.83 Est. Cost/Share — Unrealized @ Report Date —

HYG ISHARES TR 13.3%

Value $210M Shares 2,455,400 Share Price $85.64 Est. Cost/Share — Unrealized @ Report Date —

— ALTISOURCE PORTFOLIO SOLNS S 5.0%

Value $78.22M Shares 2,945,127 Share Price $26.56 Est. Cost/Share $27.58 Unrealized @ Report Date —

— OCWEN FINL CORP 3.5%

Value $54.92M Shares 13,331,147 Share Price $4.12 Est. Cost/Share $3.18 Unrealized @ Report Date —

GLD SPDR GOLD TRUST 3.1%

Value $48.58M Shares 386,200 Share Price $125.79 Est. Cost/Share $126.13 Unrealized @ Report Date -0.3%

— BLACKROCK INC 2.6%

Value $40.63M Shares 75,000 Share Price $541.72 Est. Cost/Share — Unrealized @ Report Date —

— FRONT YD RESIDENTIAL CORP 2.2%

Value $34.76M Shares 3,458,598 Share Price $10.05 Est. Cost/Share $10.05 Unrealized @ Report Date —

— PROSHARES TR II 1.3%

Value $20.75M Shares 530,000 Share Price $39.15 Est. Cost/Share — Unrealized @ Report Date —

RITM NEW RESIDENTIAL INVT CORP 1.3%

Value $19.88M Shares 1,208,425 Share Price $16.45 Est. Cost/Share $17.05 Unrealized @ Report Date —

— NEW YORK MTG TR INC 1.0%

Value $15.33M Shares 15,000,000 Share Price $1.02 Est. Cost/Share $1.05 Unrealized @ Report Date —

BXMT BLACKSTONE MTG TR INC 0.3%

Value $4.961M Shares 157,880 Share Price $31.42 Est. Cost/Share $31.42 Unrealized @ Report Date —

SLV ISHARES SILVER TRUST 0.3%

Value $4.931M Shares 320,000 Share Price $15.41 Est. Cost/Share $15.79 Unrealized @ Report Date -2.4%

— COLONY NORTHSTAR INC 0.1%

Value $1.92M Shares 341,700 Share Price $5.62 Est. Cost/Share $5.62 Unrealized @ Report Date —

— DITECH HLDG CORP 0.0%

Value $158K Shares 17,538 Share Price $9.01 Est. Cost/Share $9.01 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,052,500	$540M	34.2%	$263.15	—	—	Put	78462F103
—	POWERSHARES QQQ TRUST	1,740,000	$279M	17.6%	$160.13	—	—	Put	73935A104
IWM	ISHARES TR	1,480,000	$225M	14.2%	$151.83	—	—	Put	464287655
HYG	ISHARES TR	2,455,400	$210M	13.3%	$85.64	—	—	Put	464288513
—	ALTISOURCE PORTFOLIO SOLNS S	2,945,127	$78.22M	5.0%	$26.56	$27.58	—	REG SHS	L0175J104
—	OCWEN FINL CORP	13,331,147	$54.92M	3.5%	$4.12	$3.18	—	COM NEW	675746309
GLD	SPDR GOLD TRUST	386,200	$48.58M	3.1%	$125.79	$126.13	-0.3%	GOLD SHS	78463V107
—	BLACKROCK INC	75,000	$40.63M	2.6%	$541.72	—	—	Put	09247X101
—	FRONT YD RESIDENTIAL CORP	3,458,598	$34.76M	2.2%	$10.05	$10.05	—	COM	35904G107
—	PROSHARES TR II	530,000	$20.75M	1.3%	$39.15	—	—	Call	74347W171
RITM	NEW RESIDENTIAL INVT CORP	1,208,425	$19.88M	1.3%	$16.45	$17.05	—	COM NEW	64828T201
—	NEW YORK MTG TR INC	15,000,000	$15.33M	1.0%	$1.02	$1.05	—	NOTE 6.250% 1/1	649604AD7
BXMT	BLACKSTONE MTG TR INC	157,880	$4.961M	0.3%	$31.42	$31.42	—	COM CL A	09257W100
SLV	ISHARES SILVER TRUST	320,000	$4.931M	0.3%	$15.41	$15.79	-2.4%	ISHARES	46428Q109
—	COLONY NORTHSTAR INC	341,700	$1.92M	0.1%	$5.62	$5.62	—	CL A COM	19625W104
—	DITECH HLDG CORP	17,538	$158K	0.0%	$9.01	$9.01	—	COM	25501G105