Deer Park Road Corp Hedge Fund

Location: Steamboat Springs, CO

CIK: 0001702490 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 14, 2018

Total Value ($000): $3,511,628 (100.0% shares, 0.0% debt)

Holdings (25)

SPY SPDR S&P 500 ETF TR 40.6%

Value ($000) $1,427,435 Shares 4,910,000 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 15.6%

Value ($000) $549,009 Shares 2,955,000 Est. Cost — Unrealized —

IWM ISHARES TR 11.8%

Value ($000) $413,790 Shares 2,455,000 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 6.8%

Value ($000) $240,179 Shares 2,130,000 Est. Cost $121.79 Unrealized —

XLF SELECT SECTOR SPDR TR 6.5%

Value ($000) $227,949 Shares 8,265,000 Est. Cost — Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 2.8%

Value ($000) $99,146 Shares 3,076,210 Est. Cost $27.65 Unrealized —

HYG ISHARES TR 2.8%

Value ($000) $98,326 Shares 1,137,500 Est. Cost — Unrealized —

— PROSHARES TR II 2.2%

Value ($000) $78,984 Shares 3,600,000 Est. Cost — Unrealized —

GLD SPDR GOLD TRUST 2.2%

Value ($000) $77,804 Shares 690,000 Est. Cost $121.79 Unrealized —

TLT ISHARES TR 2.2%

Value ($000) $77,398 Shares 660,000 Est. Cost $117.27 Unrealized —

— OCWEN FINL CORP 1.5%

Value ($000) $52,525 Shares 13,331,147 Est. Cost $3.18 Unrealized —

— FRONT YD RESIDENTIAL CORP 1.2%

Value ($000) $41,337 Shares 3,809,829 Est. Cost $10.12 Unrealized —

TLT ISHARES TR 1.2%

Value ($000) $41,045 Shares 350,000 Est. Cost $117.27 Unrealized —

RITM NEW RESIDENTIAL INVT CORP 0.7%

Value ($000) $24,784 Shares 1,390,793 Est. Cost $17.14 Unrealized —

SLV ISHARES SILVER TRUST 0.6%

Value ($000) $21,968 Shares 1,600,000 Est. Cost $14.31 Unrealized —

GDX VANECK VECTORS ETF TR 0.4%

Value ($000) $14,881 Shares 803,500 Est. Cost $18.52 Unrealized —

— BARCLAYS BK PLC 0.2%

Value ($000) $7,334 Shares 275,000 Est. Cost $26.67 Unrealized —

— SANTANDER CONSUMER USA HDG I 0.2%

Value ($000) $7,311 Shares 364,800 Est. Cost — Unrealized —

BXMT BLACKSTONE MTG TR INC 0.2%

Value ($000) $6,325 Shares 188,753 Est. Cost $31.43 Unrealized —

— WMIH CORP 0.1%

Value ($000) $2,122 Shares 1,526,939 Est. Cost $1.39 Unrealized —

— COLONY CAP INC NEW 0.0%

Value ($000) $1,392 Shares 228,504 Est. Cost $6.24 Unrealized —

— PENNEY J C INC 0.0%

Value ($000) $498 Shares 300,000 Est. Cost $2.34 Unrealized —

— DITECH HLDG CORP 0.0%

Value ($000) $75 Shares 17,538 Est. Cost $9.01 Unrealized —

— DITECH HLDG CORP 0.0%

Value ($000) $8 Shares 29,880 Est. Cost $0.27 Unrealized —

— DITECH HLDG CORP 0.0%

Value ($000) $3 Shares 23,703 Est. Cost $0.13 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	4,910,000	$1,427,435	40.6%	—	—	Put	78462F103
QQQ	INVESCO QQQ TR	2,955,000	$549,009	15.6%	—	—	Put	46090E103
IWM	ISHARES TR	2,455,000	$413,790	11.8%	—	—	Put	464287655
GLD	SPDR GOLD TRUST	2,130,000	$240,179	6.8%	$121.79	—	Call	78463V107
XLF	SELECT SECTOR SPDR TR	8,265,000	$227,949	6.5%	—	—	Put	81369Y605
—	ALTISOURCE PORTFOLIO SOLNS S	3,076,210	$99,146	2.8%	$27.65	—	REG SHS	L0175J104
HYG	ISHARES TR	1,137,500	$98,326	2.8%	—	—	Put	464288513
—	PROSHARES TR II	3,600,000	$78,984	2.2%	—	—	Call	74347W171
GLD	SPDR GOLD TRUST	690,000	$77,804	2.2%	$121.79	—	GOLD SHS	78463V107
TLT	ISHARES TR	660,000	$77,398	2.2%	$117.27	—	Call	464287432
—	OCWEN FINL CORP	13,331,147	$52,525	1.5%	$3.18	—	COM NEW	675746309
—	FRONT YD RESIDENTIAL CORP	3,809,829	$41,337	1.2%	$10.12	—	COM	35904G107
TLT	ISHARES TR	350,000	$41,045	1.2%	$117.27	—	20 YR TR BD ETF	464287432
RITM	NEW RESIDENTIAL INVT CORP	1,390,793	$24,784	0.7%	$17.14	—	COM NEW	64828T201
SLV	ISHARES SILVER TRUST	1,600,000	$21,968	0.6%	$14.31	—	ISHARES	46428Q109
GDX	VANECK VECTORS ETF TR	803,500	$14,881	0.4%	$18.52	—	GOLD MINERS ETF	92189F106
—	BARCLAYS BK PLC	275,000	$7,334	0.2%	$26.67	—	IPATH S&P500 VIX	06746L422
—	SANTANDER CONSUMER USA HDG I	364,800	$7,311	0.2%	—	—	Put	80283M101
BXMT	BLACKSTONE MTG TR INC	188,753	$6,325	0.2%	$31.43	—	COM CL A	09257W100
—	WMIH CORP	1,526,939	$2,122	0.1%	$1.39	—	COM	92936P100
—	COLONY CAP INC NEW	228,504	$1,392	0.0%	$6.24	—	CL A COM	19626G108
—	PENNEY J C INC	300,000	$498	0.0%	$2.34	—	Call	708160106
—	DITECH HLDG CORP	17,538	$75	0.0%	$9.01	—	COM	25501G105
—	DITECH HLDG CORP	29,880	$8	0.0%	$0.27	—	*W EXP 02/09/202	25501G113
—	DITECH HLDG CORP	23,703	$3	0.0%	$0.13	—	*W EXP 02/09/202	25501G121