Deer Park Road Corp Hedge Fund

Location: Steamboat Springs, CO

CIK: 0001702490 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $3,442,169 (99.6% shares, 0.4% debt)

Holdings (19)

SPY SPDR S&P 500 ETF TR 37.7%

Value ($000) $1,296,718 Shares 4,780,000 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 30.8%

Value ($000) $1,059,081 Shares 6,170,000 Est. Cost — Unrealized —

IWM ISHARES TR 14.1%

Value ($000) $486,397 Shares 2,970,000 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 6.4%

Value ($000) $218,909 Shares 1,845,000 Est. Cost $123.32 Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 2.6%

Value ($000) $89,733 Shares 3,076,210 Est. Cost $27.65 Unrealized —

GLD SPDR GOLD TRUST 2.0%

Value ($000) $70,004 Shares 590,000 Est. Cost $123.32 Unrealized —

— OCWEN FINL CORP 1.5%

Value ($000) $52,791 Shares 13,331,147 Est. Cost $3.18 Unrealized —

— BLACKROCK INC 1.1%

Value ($000) $37,428 Shares 75,000 Est. Cost — Unrealized —

— FRONT YD RESIDENTIAL CORP 1.0%

Value ($000) $36,039 Shares 3,458,598 Est. Cost $10.05 Unrealized —

RITM NEW RESIDENTIAL INVT CORP 0.8%

Value ($000) $26,205 Shares 1,498,293 Est. Cost $17.14 Unrealized —

— SANTANDER CONSUMER USA HDG I 0.5%

Value ($000) $18,418 Shares 964,800 Est. Cost — Unrealized —

— NEW YORK MTG TR INC 0.4%

Value ($000) $12,239 Shares 12,000,000 Est. Cost $1.05 Unrealized —

BXMT BLACKSTONE MTG TR INC 0.3%

Value ($000) $10,029 Shares 319,100 Est. Cost $31.43 Unrealized —

SLV ISHARES SILVER TRUST 0.3%

Value ($000) $9,090 Shares 600,000 Est. Cost $15.29 Unrealized —

— COLONY CAP INC NEW 0.3%

Value ($000) $8,680 Shares 1,391,084 Est. Cost $6.24 Unrealized —

— PROSHARES TR II 0.2%

Value ($000) $6,104 Shares 200,000 Est. Cost — Unrealized —

— PENNEY J C INC 0.1%

Value ($000) $2,808 Shares 1,200,000 Est. Cost $2.34 Unrealized —

— PENNEY J C INC 0.0%

Value ($000) $1,404 Shares 600,000 Est. Cost $2.34 Unrealized —

— DITECH HLDG CORP 0.0%

Value ($000) $92 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	4,780,000	$1,296,718	37.7%	—	—	Put	78462F103
QQQ	INVESCO QQQ TR	6,170,000	$1,059,081	30.8%	—	—	Put	46090E103
IWM	ISHARES TR	2,970,000	$486,397	14.1%	—	—	Put	464287655
GLD	SPDR GOLD TRUST	1,845,000	$218,909	6.4%	$123.32	—	Call	78463V107
—	ALTISOURCE PORTFOLIO SOLNS S	3,076,210	$89,733	2.6%	$27.65	—	REG SHS	L0175J104
GLD	SPDR GOLD TRUST	590,000	$70,004	2.0%	$123.32	—	GOLD SHS	78463V107
—	OCWEN FINL CORP	13,331,147	$52,791	1.5%	$3.18	—	COM NEW	675746309
—	BLACKROCK INC	75,000	$37,428	1.1%	—	—	Put	09247X101
—	FRONT YD RESIDENTIAL CORP	3,458,598	$36,039	1.0%	$10.05	—	COM	35904G107
RITM	NEW RESIDENTIAL INVT CORP	1,498,293	$26,205	0.8%	$17.14	—	COM NEW	64828T201
—	SANTANDER CONSUMER USA HDG I	964,800	$18,418	0.5%	—	—	Put	80283M101
—	NEW YORK MTG TR INC	12,000,000	$12,239	0.4%	$1.05	—	NOTE 6.250% 1/1	649604AD7
BXMT	BLACKSTONE MTG TR INC	319,100	$10,029	0.3%	$31.43	—	COM CL A	09257W100
SLV	ISHARES SILVER TRUST	600,000	$9,090	0.3%	$15.29	—	ISHARES	46428Q109
—	COLONY CAP INC NEW	1,391,084	$8,680	0.3%	$6.24	—	CL A COM	19626G108
—	PROSHARES TR II	200,000	$6,104	0.2%	—	—	Call	74347W171
—	PENNEY J C INC	1,200,000	$2,808	0.1%	$2.34	—	COM	708160106
—	PENNEY J C INC	600,000	$1,404	0.0%	$2.34	—	Call	708160106
—	DITECH HLDG CORP	17,538	$92	0.0%	$9.01	—	COM	25501G105