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: $3.512B (100.0% shares, 0.0% debt)

Holdings (25)

SPY SPDR S&P 500 ETF TR 40.6%

Value $1.427B Shares 4,910,000 Share Price $290.72 Est. Cost/Share — Unrealized @ Report Date —

QQQ INVESCO QQQ TR 15.6%

Value $549M Shares 2,955,000 Share Price $185.79 Est. Cost/Share — Unrealized @ Report Date —

IWM ISHARES TR 11.8%

Value $414M Shares 2,455,000 Share Price $168.55 Est. Cost/Share — Unrealized @ Report Date —

GLD SPDR GOLD TRUST 6.8%

Value $240M Shares 2,130,000 Share Price $112.76 Est. Cost/Share $123.79 Unrealized @ Report Date -8.9%

XLF SELECT SECTOR SPDR TR 6.5%

Value $228M Shares 8,265,000 Share Price $27.58 Est. Cost/Share — Unrealized @ Report Date —

— ALTISOURCE PORTFOLIO SOLNS S 2.8%

Value $99.15M Shares 3,076,210 Share Price $32.23 Est. Cost/Share $27.65 Unrealized @ Report Date —

HYG ISHARES TR 2.8%

Value $98.33M Shares 1,137,500 Share Price $86.44 Est. Cost/Share — Unrealized @ Report Date —

— PROSHARES TR II 2.2%

Value $78.98M Shares 3,600,000 Share Price $21.94 Est. Cost/Share — Unrealized @ Report Date —

GLD SPDR GOLD TRUST 2.2%

Value $77.8M Shares 690,000 Share Price $112.76 Est. Cost/Share $123.79 Unrealized @ Report Date -8.9%

TLT ISHARES TR 2.2%

Value $77.4M Shares 660,000 Share Price $117.27 Est. Cost/Share $120.04 Unrealized @ Report Date -2.3%

— OCWEN FINL CORP 1.5%

Value $52.52M Shares 13,331,147 Share Price $3.94 Est. Cost/Share $3.18 Unrealized @ Report Date —

— FRONT YD RESIDENTIAL CORP 1.2%

Value $41.34M Shares 3,809,829 Share Price $10.85 Est. Cost/Share $10.12 Unrealized @ Report Date —

TLT ISHARES TR 1.2%

Value $41.05M Shares 350,000 Share Price $117.27 Est. Cost/Share $120.04 Unrealized @ Report Date -2.3%

RITM NEW RESIDENTIAL INVT CORP 0.7%

Value $24.78M Shares 1,390,793 Share Price $17.82 Est. Cost/Share $17.14 Unrealized @ Report Date —

SLV ISHARES SILVER TRUST 0.6%

Value $21.97M Shares 1,600,000 Share Price $13.73 Est. Cost/Share $14.69 Unrealized @ Report Date -6.6%

GDX VANECK VECTORS ETF TR 0.4%

Value $14.88M Shares 803,500 Share Price $18.52 Est. Cost/Share $19.97 Unrealized @ Report Date -7.2%

— BARCLAYS BK PLC 0.2%

Value $7.334M Shares 275,000 Share Price $26.67 Est. Cost/Share $26.67 Unrealized @ Report Date —

— SANTANDER CONSUMER USA HDG I 0.2%

Value $7.311M Shares 364,800 Share Price $20.04 Est. Cost/Share — Unrealized @ Report Date —

BXMT BLACKSTONE MTG TR INC 0.2%

Value $6.325M Shares 188,753 Share Price $33.51 Est. Cost/Share $31.43 Unrealized @ Report Date —

— WMIH CORP 0.1%

Value $2.122M Shares 1,526,939 Share Price $1.39 Est. Cost/Share $1.39 Unrealized @ Report Date —

— COLONY CAP INC NEW 0.0%

Value $1.392M Shares 228,504 Share Price $6.09 Est. Cost/Share $6.24 Unrealized @ Report Date —

— PENNEY J C INC 0.0%

Value $498K Shares 300,000 Share Price $1.66 Est. Cost/Share $2.34 Unrealized @ Report Date —

— DITECH HLDG CORP 0.0%

Value $75,000 Shares 17,538 Share Price $4.28 Est. Cost/Share $9.01 Unrealized @ Report Date —

— DITECH HLDG CORP 0.0%

Value $8,000 Shares 29,880 Share Price $0.27 Est. Cost/Share $0.27 Unrealized @ Report Date —

— DITECH HLDG CORP 0.0%

Value $3,000 Shares 23,703 Share Price $0.13 Est. Cost/Share $0.13 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	4,910,000	$1.427B	40.6%	$290.72	—	—	Put	78462F103
QQQ	INVESCO QQQ TR	2,955,000	$549M	15.6%	$185.79	—	—	Put	46090E103
IWM	ISHARES TR	2,455,000	$414M	11.8%	$168.55	—	—	Put	464287655
GLD	SPDR GOLD TRUST	2,130,000	$240M	6.8%	$112.76	$123.79	-8.9%	Call	78463V107
XLF	SELECT SECTOR SPDR TR	8,265,000	$228M	6.5%	$27.58	—	—	Put	81369Y605
—	ALTISOURCE PORTFOLIO SOLNS S	3,076,210	$99.15M	2.8%	$32.23	$27.65	—	REG SHS	L0175J104
HYG	ISHARES TR	1,137,500	$98.33M	2.8%	$86.44	—	—	Put	464288513
—	PROSHARES TR II	3,600,000	$78.98M	2.2%	$21.94	—	—	Call	74347W171
GLD	SPDR GOLD TRUST	690,000	$77.8M	2.2%	$112.76	$123.79	-8.9%	GOLD SHS	78463V107
TLT	ISHARES TR	660,000	$77.4M	2.2%	$117.27	$120.04	-2.3%	Call	464287432
—	OCWEN FINL CORP	13,331,147	$52.52M	1.5%	$3.94	$3.18	—	COM NEW	675746309
—	FRONT YD RESIDENTIAL CORP	3,809,829	$41.34M	1.2%	$10.85	$10.12	—	COM	35904G107
TLT	ISHARES TR	350,000	$41.05M	1.2%	$117.27	$120.04	-2.3%	20 YR TR BD ETF	464287432
RITM	NEW RESIDENTIAL INVT CORP	1,390,793	$24.78M	0.7%	$17.82	$17.14	—	COM NEW	64828T201
SLV	ISHARES SILVER TRUST	1,600,000	$21.97M	0.6%	$13.73	$14.69	-6.6%	ISHARES	46428Q109
GDX	VANECK VECTORS ETF TR	803,500	$14.88M	0.4%	$18.52	$19.97	-7.2%	GOLD MINERS ETF	92189F106
—	BARCLAYS BK PLC	275,000	$7.334M	0.2%	$26.67	$26.67	—	IPATH S&P500 VIX	06746L422
—	SANTANDER CONSUMER USA HDG I	364,800	$7.311M	0.2%	$20.04	—	—	Put	80283M101
BXMT	BLACKSTONE MTG TR INC	188,753	$6.325M	0.2%	$33.51	$31.43	—	COM CL A	09257W100
—	WMIH CORP	1,526,939	$2.122M	0.1%	$1.39	$1.39	—	COM	92936P100
—	COLONY CAP INC NEW	228,504	$1.392M	0.0%	$6.09	$6.24	—	CL A COM	19626G108
—	PENNEY J C INC	300,000	$498K	0.0%	$1.66	$2.34	—	Call	708160106
—	DITECH HLDG CORP	17,538	$75,000	0.0%	$4.28	$9.01	—	COM	25501G105
—	DITECH HLDG CORP	29,880	$8,000	0.0%	$0.27	$0.27	—	*W EXP 02/09/202	25501G113
—	DITECH HLDG CORP	23,703	$3,000	0.0%	$0.13	$0.13	—	*W EXP 02/09/202	25501G121