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 ($000): $1,578,773 (99.0% shares, 1.0% debt)

Holdings (16)

SPY SPDR S&P 500 ETF TR 34.2%

Value ($000) $540,115 Shares 2,052,500 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 17.6%

Value ($000) $278,626 Shares 1,740,000 Est. Cost — Unrealized —

IWM ISHARES TR 14.2%

Value ($000) $224,708 Shares 1,480,000 Est. Cost — Unrealized —

HYG ISHARES TR 13.3%

Value ($000) $210,280 Shares 2,455,400 Est. Cost — Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 5.0%

Value ($000) $78,223 Shares 2,945,127 Est. Cost $27.58 Unrealized —

— OCWEN FINL CORP 3.5%

Value ($000) $54,924 Shares 13,331,147 Est. Cost $3.18 Unrealized —

GLD SPDR GOLD TRUST 3.1%

Value ($000) $48,580 Shares 386,200 Est. Cost $125.79 Unrealized —

— BLACKROCK INC 2.6%

Value ($000) $40,629 Shares 75,000 Est. Cost — Unrealized —

— FRONT YD RESIDENTIAL CORP 2.2%

Value ($000) $34,759 Shares 3,458,598 Est. Cost $10.05 Unrealized —

— PROSHARES TR II 1.3%

Value ($000) $20,750 Shares 530,000 Est. Cost — Unrealized —

RITM NEW RESIDENTIAL INVT CORP 1.3%

Value ($000) $19,879 Shares 1,208,425 Est. Cost $17.05 Unrealized —

— NEW YORK MTG TR INC 1.0%

Value ($000) $15,330 Shares 15,000,000 Est. Cost $1.05 Unrealized —

BXMT BLACKSTONE MTG TR INC 0.3%

Value ($000) $4,961 Shares 157,880 Est. Cost $31.42 Unrealized —

SLV ISHARES SILVER TRUST 0.3%

Value ($000) $4,931 Shares 320,000 Est. Cost $15.41 Unrealized —

— COLONY NORTHSTAR INC 0.1%

Value ($000) $1,920 Shares 341,700 Est. Cost $5.62 Unrealized —

— DITECH HLDG CORP 0.0%

Value ($000) $158 Shares 17,538 Est. Cost $9.01 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,052,500	$540,115	34.2%	—	—	Put	78462F103
—	POWERSHARES QQQ TRUST	1,740,000	$278,626	17.6%	—	—	Put	73935A104
IWM	ISHARES TR	1,480,000	$224,708	14.2%	—	—	Put	464287655
HYG	ISHARES TR	2,455,400	$210,280	13.3%	—	—	Put	464288513
—	ALTISOURCE PORTFOLIO SOLNS S	2,945,127	$78,223	5.0%	$27.58	—	REG SHS	L0175J104
—	OCWEN FINL CORP	13,331,147	$54,924	3.5%	$3.18	—	COM NEW	675746309
GLD	SPDR GOLD TRUST	386,200	$48,580	3.1%	$125.79	—	GOLD SHS	78463V107
—	BLACKROCK INC	75,000	$40,629	2.6%	—	—	Put	09247X101
—	FRONT YD RESIDENTIAL CORP	3,458,598	$34,759	2.2%	$10.05	—	COM	35904G107
—	PROSHARES TR II	530,000	$20,750	1.3%	—	—	Call	74347W171
RITM	NEW RESIDENTIAL INVT CORP	1,208,425	$19,879	1.3%	$17.05	—	COM NEW	64828T201
—	NEW YORK MTG TR INC	15,000,000	$15,330	1.0%	$1.05	—	NOTE 6.250% 1/1	649604AD7
BXMT	BLACKSTONE MTG TR INC	157,880	$4,961	0.3%	$31.42	—	COM CL A	09257W100
SLV	ISHARES SILVER TRUST	320,000	$4,931	0.3%	$15.41	—	ISHARES	46428Q109
—	COLONY NORTHSTAR INC	341,700	$1,920	0.1%	$5.62	—	CL A COM	19625W104
—	DITECH HLDG CORP	17,538	$158	0.0%	$9.01	—	COM	25501G105