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: $3.442B (99.6% shares, 0.4% debt)

Holdings (19)

SPY SPDR S&P 500 ETF TR 37.7%

Value $1.297B Shares 4,780,000 Share Price $271.28 Est. Cost/Share — Unrealized @ Report Date —

QQQ INVESCO QQQ TR 30.8%

Value $1.059B Shares 6,170,000 Share Price $171.65 Est. Cost/Share — Unrealized @ Report Date —

IWM ISHARES TR 14.1%

Value $486M Shares 2,970,000 Share Price $163.77 Est. Cost/Share — Unrealized @ Report Date —

GLD SPDR GOLD TRUST 6.4%

Value $219M Shares 1,845,000 Share Price $118.65 Est. Cost/Share $125.33 Unrealized @ Report Date -5.3%

— ALTISOURCE PORTFOLIO SOLNS S 2.6%

Value $89.73M Shares 3,076,210 Share Price $29.17 Est. Cost/Share $27.65 Unrealized @ Report Date —

GLD SPDR GOLD TRUST 2.0%

Value $70M Shares 590,000 Share Price $118.65 Est. Cost/Share $125.33 Unrealized @ Report Date -5.3%

— OCWEN FINL CORP 1.5%

Value $52.79M Shares 13,331,147 Share Price $3.96 Est. Cost/Share $3.18 Unrealized @ Report Date —

— BLACKROCK INC 1.1%

Value $37.43M Shares 75,000 Share Price $499.04 Est. Cost/Share — Unrealized @ Report Date —

— FRONT YD RESIDENTIAL CORP 1.0%

Value $36.04M Shares 3,458,598 Share Price $10.42 Est. Cost/Share $10.05 Unrealized @ Report Date —

RITM NEW RESIDENTIAL INVT CORP 0.8%

Value $26.2M Shares 1,498,293 Share Price $17.49 Est. Cost/Share $17.14 Unrealized @ Report Date —

— SANTANDER CONSUMER USA HDG I 0.5%

Value $18.42M Shares 964,800 Share Price $19.09 Est. Cost/Share — Unrealized @ Report Date —

— NEW YORK MTG TR INC 0.4%

Value $12.24M Shares 12,000,000 Share Price $1.02 Est. Cost/Share $1.05 Unrealized @ Report Date —

BXMT BLACKSTONE MTG TR INC 0.3%

Value $10.03M Shares 319,100 Share Price $31.43 Est. Cost/Share $31.43 Unrealized @ Report Date —

SLV ISHARES SILVER TRUST 0.3%

Value $9.09M Shares 600,000 Share Price $15.15 Est. Cost/Share $15.69 Unrealized @ Report Date -3.4%

— COLONY CAP INC NEW 0.3%

Value $8.68M Shares 1,391,084 Share Price $6.24 Est. Cost/Share $6.24 Unrealized @ Report Date —

— PROSHARES TR II 0.2%

Value $6.104M Shares 200,000 Share Price $30.52 Est. Cost/Share — Unrealized @ Report Date —

— PENNEY J C INC 0.1%

Value $2.808M Shares 1,200,000 Share Price $2.34 Est. Cost/Share $2.34 Unrealized @ Report Date —

— PENNEY J C INC 0.0%

Value $1.404M Shares 600,000 Share Price $2.34 Est. Cost/Share $2.34 Unrealized @ Report Date —

— DITECH HLDG CORP 0.0%

Value $92,000 Shares 17,538 Share Price $5.25 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	4,780,000	$1.297B	37.7%	$271.28	—	—	Put	78462F103
QQQ	INVESCO QQQ TR	6,170,000	$1.059B	30.8%	$171.65	—	—	Put	46090E103
IWM	ISHARES TR	2,970,000	$486M	14.1%	$163.77	—	—	Put	464287655
GLD	SPDR GOLD TRUST	1,845,000	$219M	6.4%	$118.65	$125.33	-5.3%	Call	78463V107
—	ALTISOURCE PORTFOLIO SOLNS S	3,076,210	$89.73M	2.6%	$29.17	$27.65	—	REG SHS	L0175J104
GLD	SPDR GOLD TRUST	590,000	$70M	2.0%	$118.65	$125.33	-5.3%	GOLD SHS	78463V107
—	OCWEN FINL CORP	13,331,147	$52.79M	1.5%	$3.96	$3.18	—	COM NEW	675746309
—	BLACKROCK INC	75,000	$37.43M	1.1%	$499.04	—	—	Put	09247X101
—	FRONT YD RESIDENTIAL CORP	3,458,598	$36.04M	1.0%	$10.42	$10.05	—	COM	35904G107
RITM	NEW RESIDENTIAL INVT CORP	1,498,293	$26.2M	0.8%	$17.49	$17.14	—	COM NEW	64828T201
—	SANTANDER CONSUMER USA HDG I	964,800	$18.42M	0.5%	$19.09	—	—	Put	80283M101
—	NEW YORK MTG TR INC	12,000,000	$12.24M	0.4%	$1.02	$1.05	—	NOTE 6.250% 1/1	649604AD7
BXMT	BLACKSTONE MTG TR INC	319,100	$10.03M	0.3%	$31.43	$31.43	—	COM CL A	09257W100
SLV	ISHARES SILVER TRUST	600,000	$9.09M	0.3%	$15.15	$15.69	-3.4%	ISHARES	46428Q109
—	COLONY CAP INC NEW	1,391,084	$8.68M	0.3%	$6.24	$6.24	—	CL A COM	19626G108
—	PROSHARES TR II	200,000	$6.104M	0.2%	$30.52	—	—	Call	74347W171
—	PENNEY J C INC	1,200,000	$2.808M	0.1%	$2.34	$2.34	—	COM	708160106
—	PENNEY J C INC	600,000	$1.404M	0.0%	$2.34	$2.34	—	Call	708160106
—	DITECH HLDG CORP	17,538	$92,000	0.0%	$5.25	$9.01	—	COM	25501G105