The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ALTISOURCE PORTFOLIO SOLNS S | REG SHS | L0175J104 | 89,733 | 3,076,210 | SH | OTR | 1, 2, 3 | 0 | 3,076,210 | 0 | |
| BLACKROCK INC | COM | 09247X101 | 37,428 | 75,000 | SH | Put | OTR | 1, 2, 3 | 0 | 75,000 | 0 |
| BLACKSTONE MTG TR INC | COM CL A | 09257W100 | 10,029 | 319,100 | SH | OTR | 1, 2, 3 | 0 | 319,100 | 0 | |
| COLONY CAP INC NEW | CL A COM | 19626G108 | 8,680 | 1,391,084 | SH | OTR | 1, 2, 3 | 0 | 1,391,084 | 0 | |
| DITECH HLDG CORP | COM | 25501G105 | 92 | 17,538 | SH | OTR | 1, 2, 3 | 0 | 17,538 | 0 | |
| FRONT YD RESIDENTIAL CORP | COM | 35904G107 | 36,039 | 3,458,598 | SH | OTR | 1, 2, 3 | 0 | 3,458,598 | 0 | |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | 1,059,081 | 6,170,000 | SH | Put | OTR | 1, 2, 3 | 0 | 6,170,000 | 0 |
| ISHARES SILVER TRUST | ISHARES | 46428Q109 | 9,090 | 600,000 | SH | OTR | 1, 2, 3 | 0 | 600,000 | 0 | |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 486,397 | 2,970,000 | SH | Put | OTR | 1, 2, 3 | 0 | 2,970,000 | 0 |
| NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 26,205 | 1,498,293 | SH | OTR | 1, 2, 3 | 0 | 1,498,293 | 0 | |
| NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 12,239 | 12,000,000 | PRN | OTR | 1, 2, 3 | 0 | 12,000,000 | 0 | |
| OCWEN FINL CORP | COM NEW | 675746309 | 52,791 | 13,331,147 | SH | OTR | 1, 2, 3 | 0 | 13,331,147 | 0 | |
| PENNEY J C INC | COM | 708160106 | 1,404 | 600,000 | SH | Call | OTR | 1, 2, 3 | 0 | 600,000 | 0 |
| PENNEY J C INC | COM | 708160106 | 2,808 | 1,200,000 | SH | OTR | 1, 2, 3 | 0 | 1,200,000 | 0 | |
| PROSHARES TR II | VIX SH TRM FUTRS | 74347W171 | 6,104 | 200,000 | SH | Call | OTR | 1, 2, 3 | 0 | 200,000 | 0 |
| SANTANDER CONSUMER USA HDG I | COM | 80283M101 | 18,418 | 964,800 | SH | Put | OTR | 1, 2, 3 | 0 | 964,800 | 0 |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 218,909 | 1,845,000 | SH | Call | OTR | 1, 2, 3 | 0 | 1,845,000 | 0 |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 70,004 | 590,000 | SH | OTR | 1, 2, 3 | 0 | 590,000 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,296,718 | 4,780,000 | SH | Put | OTR | 1, 2, 3 | 0 | 4,780,000 | 0 |