Deer Park Road Corp Hedge Fund

Location: Steamboat Springs, CO

CIK: 0001702490 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 16, 2021

Total Value: $2.937B (98.9% shares, 1.1% debt)

Holdings (43)

IWM ISHARES TR 15.0%

Value $441M Shares 2,250,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 12.7%

Value $374M Shares 1,000,000 Est. Cost — Unrealized —

SLV ISHARES SILVER TR 11.7%

Value $344M Shares 14,000,000 Est. Cost $17.57 Unrealized —

TLT ISHARES TR 7.0%

Value $205M Shares 1,300,000 Est. Cost $163.93 Unrealized —

— FRONT YD RESIDENTIAL CORP 4.8%

Value $141M Shares 8,682,494 Est. Cost $10.33 Unrealized —

SLV ISHARES SILVER TR 4.1%

Value $122M Shares 4,945,600 Est. Cost $17.57 Unrealized —

SIL GLOBAL X FDS 3.4%

Value $100M Shares 2,200,000 Est. Cost $45.64 Unrealized —

GLD SPDR GOLD TR 3.4%

Value $98.43M Shares 551,862 Est. Cost $131.36 Unrealized —

GLD SPDR GOLD TR 3.0%

Value $89.18M Shares 500,000 Est. Cost $131.36 Unrealized —

— MR COOPER GROUP INC 2.9%

Value $85.29M Shares 2,748,603 Est. Cost $8.02 Unrealized —

EFA ISHARES TR 2.5%

Value $72.96M Shares 1,000,000 Est. Cost — Unrealized —

EWG ISHARES INC 2.2%

Value $63.54M Shares 2,000,000 Est. Cost — Unrealized —

AXP AMERICAN EXPRESS CO 2.1%

Value $60.45M Shares 500,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 2.0%

Value $58.96M Shares 2,000,000 Est. Cost — Unrealized —

GDX VANECK VECTORS ETF TR 2.0%

Value $57.63M Shares 1,600,000 Est. Cost $39.16 Unrealized —

KRE SPDR SER TR 1.8%

Value $51.95M Shares 1,000,000 Est. Cost — Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 1.6%

Value $48.14M Shares 3,737,631 Est. Cost $24.75 Unrealized —

GDXJ VANECK VECTORS ETF TR 1.4%

Value $40.41M Shares 745,000 Est. Cost $55.36 Unrealized —

MAR MARRIOTT INTL INC NEW 1.3%

Value $39.58M Shares 300,000 Est. Cost — Unrealized —

GDX VANECK VECTORS ETF TR 1.2%

Value $35.15M Shares 975,804 Est. Cost $39.16 Unrealized —

— REDFIN CORP 1.2%

Value $34.31M Shares 500,000 Est. Cost — Unrealized —

— CHIMERA INVT CORP 1.1%

Value $31.79M Shares 20,000,000 Est. Cost $1.48 Unrealized —

KGC KINROSS GOLD CORP 1.0%

Value $28.47M Shares 3,878,365 Est. Cost $8.32 Unrealized -4.2%

GDXJ VANECK VECTORS ETF TR 0.9%

Value $27.12M Shares 500,000 Est. Cost $55.36 Unrealized —

FNV FRANCO NEV CORP 0.9%

Value $26.32M Shares 210,000 Est. Cost $128.78 Unrealized 0.0%

— BARRICK GOLD CORP 0.9%

Value $26.2M Shares 1,150,000 Est. Cost $26.49 Unrealized —

— BARCLAYS BANK PLC 0.9%

Value $25.18M Shares 1,500,000 Est. Cost $24.90 Unrealized —

ONIT OCWEN FINL CORP 0.9%

Value $24.97M Shares 863,744 Est. Cost $17.98 Unrealized +40.8%

— ETF MANAGERS TR 0.8%

Value $24.46M Shares 1,500,000 Est. Cost $16.31 Unrealized —

EWA ISHARES INC 0.8%

Value $23.95M Shares 1,000,000 Est. Cost — Unrealized —

GNW GENWORTH FINL INC 0.8%

Value $22.91M Shares 6,060,719 Est. Cost $3.70 Unrealized +11.0%

AGI ALAMOS GOLD INC NEW 0.6%

Value $16.48M Shares 1,882,923 Est. Cost $8.51 Unrealized 0.0%

KGC KINROSS GOLD CORP 0.5%

Value $14.68M Shares 2,000,000 Est. Cost $8.32 Unrealized -4.2%

— CHIMERA INVT CORP 0.5%

Value $14.49M Shares 1,413,629 Est. Cost $9.30 Unrealized —

AG FIRST MAJESTIC SILVER CORP 0.5%

Value $13.44M Shares 1,000,000 Est. Cost $10.85 Unrealized 0.0%

AG FIRST MAJESTIC SILVER CORP 0.4%

Value $12.24M Shares 910,558 Est. Cost $10.85 Unrealized 0.0%

NG NOVAGOLD RES INC 0.4%

Value $10.41M Shares 1,076,222 Est. Cost $10.05 Unrealized +5.0%

RITM NEW RESIDENTIAL INVT CORP 0.4%

Value $10.39M Shares 1,045,000 Est. Cost $9.94 Unrealized —

CACC CREDIT ACCEP CORP MICH 0.4%

Value $10.38M Shares 30,000 Est. Cost — Unrealized —

NG NOVAGOLD RES INC 0.2%

Value $6.769M Shares 700,000 Est. Cost $10.05 Unrealized +5.0%

PPLT ABERDEEN STD PLATINUM ETF TR 0.0%

Value $1.43M Shares 14,200 Est. Cost $100.70 Unrealized —

— ETF MANAGERS TR 0.0%

Value $1.011M Shares 62,000 Est. Cost $16.31 Unrealized —

SIL GLOBAL X FDS 0.0%

Value $1.004M Shares 22,000 Est. Cost $45.64 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	2,250,000	$441M	15.0%	—	—	Put	464287655
SPY	SPDR S&P 500 ETF TR	1,000,000	$374M	12.7%	—	—	Put	78462F103
SLV	ISHARES SILVER TR	14,000,000	$344M	11.7%	$17.57	—	Call	46428Q109
TLT	ISHARES TR	1,300,000	$205M	7.0%	$163.93	—	Call	464287432
—	FRONT YD RESIDENTIAL CORP	8,682,494	$141M	4.8%	$10.33	—	COM	35904G107
SLV	ISHARES SILVER TR	4,945,600	$122M	4.1%	$17.57	—	ISHARES	46428Q109
SIL	GLOBAL X FDS	2,200,000	$100M	3.4%	$45.64	—	Call	37954Y848
GLD	SPDR GOLD TR	551,862	$98.43M	3.4%	$131.36	—	GOLD SHS	78463V107
GLD	SPDR GOLD TR	500,000	$89.18M	3.0%	$131.36	—	Call	78463V107
—	MR COOPER GROUP INC	2,748,603	$85.29M	2.9%	$8.02	—	COM	62482R107
EFA	ISHARES TR	1,000,000	$72.96M	2.5%	—	—	Put	464287465
EWG	ISHARES INC	2,000,000	$63.54M	2.2%	—	—	Put	464286806
AXP	AMERICAN EXPRESS CO	500,000	$60.45M	2.1%	—	—	Put	025816109
XLF	SELECT SECTOR SPDR TR	2,000,000	$58.96M	2.0%	—	—	Put	81369Y605
GDX	VANECK VECTORS ETF TR	1,600,000	$57.63M	2.0%	$39.16	—	Call	92189F106
KRE	SPDR SER TR	1,000,000	$51.95M	1.8%	—	—	Put	78464A698
—	ALTISOURCE PORTFOLIO SOLNS S	3,737,631	$48.14M	1.6%	$24.75	—	REG SHS	L0175J104
GDXJ	VANECK VECTORS ETF TR	745,000	$40.41M	1.4%	$55.36	—	JR GOLD MINERS E	92189F791
MAR	MARRIOTT INTL INC NEW	300,000	$39.58M	1.3%	—	—	Put	571903202
GDX	VANECK VECTORS ETF TR	975,804	$35.15M	1.2%	$39.16	—	GOLD MINERS ETF	92189F106
—	REDFIN CORP	500,000	$34.31M	1.2%	—	—	Put	75737F108
—	CHIMERA INVT CORP	20,000,000	$31.79M	1.1%	$1.48	—	NOTE 7.000% 4/0	16934QAA7
KGC	KINROSS GOLD CORP	3,878,365	$28.47M	1.0%	$8.32	-4.2%	COM	496902404
GDXJ	VANECK VECTORS ETF TR	500,000	$27.12M	0.9%	$55.36	—	Call	92189F791
FNV	FRANCO NEV CORP	210,000	$26.32M	0.9%	$128.78	0.0%	COM	351858105
—	BARRICK GOLD CORP	1,150,000	$26.2M	0.9%	$26.49	—	COM	067901108
—	BARCLAYS BANK PLC	1,500,000	$25.18M	0.9%	$24.90	—	Call	06746P621
ONIT	OCWEN FINL CORP	863,744	$24.97M	0.9%	$17.98	+40.8%	COM NEW	675746606
—	ETF MANAGERS TR	1,500,000	$24.46M	0.8%	$16.31	—	Call	26924G102
EWA	ISHARES INC	1,000,000	$23.95M	0.8%	—	—	Put	464286103
GNW	GENWORTH FINL INC	6,060,719	$22.91M	0.8%	$3.70	+11.0%	COM CL A	37247D106
AGI	ALAMOS GOLD INC NEW	1,882,923	$16.48M	0.6%	$8.51	0.0%	COM CL A	011532108
KGC	KINROSS GOLD CORP	2,000,000	$14.68M	0.5%	$8.32	-4.2%	Call	496902404
—	CHIMERA INVT CORP	1,413,629	$14.49M	0.5%	$9.30	—	COM NEW	16934Q208
AG	FIRST MAJESTIC SILVER CORP	1,000,000	$13.44M	0.5%	$10.85	0.0%	Call	32076V103
AG	FIRST MAJESTIC SILVER CORP	910,558	$12.24M	0.4%	$10.85	0.0%	COM	32076V103
NG	NOVAGOLD RES INC	1,076,222	$10.41M	0.4%	$10.05	+5.0%	COM NEW	66987E206
RITM	NEW RESIDENTIAL INVT CORP	1,045,000	$10.39M	0.4%	$9.94	—	COM NEW	64828T201
CACC	CREDIT ACCEP CORP MICH	30,000	$10.38M	0.4%	—	—	Put	225310101
NG	NOVAGOLD RES INC	700,000	$6.769M	0.2%	$10.05	+5.0%	Call	66987E206
PPLT	ABERDEEN STD PLATINUM ETF TR	14,200	$1.43M	0.0%	$100.70	—	PHYSCL PLATM SHS	003260106
—	ETF MANAGERS TR	62,000	$1.011M	0.0%	$16.31	—	PRIME JUNIR SLVR	26924G102
SIL	GLOBAL X FDS	22,000	$1.004M	0.0%	$45.64	—	GLOBAL X SILVER	37954Y848