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 ($000): $2,936,648 (98.9% shares, 1.1% debt)

Holdings (43)

IWM ISHARES TR 15.0%

Value ($000) $441,135 Shares 2,250,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 12.7%

Value ($000) $373,880 Shares 1,000,000 Est. Cost — Unrealized —

SLV ISHARES SILVER TR 11.7%

Value ($000) $343,980 Shares 14,000,000 Est. Cost $17.57 Unrealized —

TLT ISHARES TR 7.0%

Value ($000) $205,049 Shares 1,300,000 Est. Cost $163.93 Unrealized —

— FRONT YD RESIDENTIAL CORP 4.8%

Value ($000) $140,656 Shares 8,682,494 Est. Cost $10.33 Unrealized —

SLV ISHARES SILVER TR 4.1%

Value ($000) $121,513 Shares 4,945,600 Est. Cost $17.57 Unrealized —

SIL GLOBAL X FDS 3.4%

Value ($000) $100,364 Shares 2,200,000 Est. Cost $45.64 Unrealized —

GLD SPDR GOLD TR 3.4%

Value ($000) $98,430 Shares 551,862 Est. Cost $131.36 Unrealized —

GLD SPDR GOLD TR 3.0%

Value ($000) $89,180 Shares 500,000 Est. Cost $131.36 Unrealized —

— MR COOPER GROUP INC 2.9%

Value ($000) $85,289 Shares 2,748,603 Est. Cost $8.02 Unrealized —

EFA ISHARES TR 2.5%

Value ($000) $72,960 Shares 1,000,000 Est. Cost — Unrealized —

EWG ISHARES INC 2.2%

Value ($000) $63,540 Shares 2,000,000 Est. Cost — Unrealized —

AXP AMERICAN EXPRESS CO 2.1%

Value ($000) $60,455 Shares 500,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 2.0%

Value ($000) $58,960 Shares 2,000,000 Est. Cost — Unrealized —

GDX VANECK VECTORS ETF TR 2.0%

Value ($000) $57,632 Shares 1,600,000 Est. Cost $39.16 Unrealized —

KRE SPDR SER TR 1.8%

Value ($000) $51,950 Shares 1,000,000 Est. Cost — Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 1.6%

Value ($000) $48,141 Shares 3,737,631 Est. Cost $24.75 Unrealized —

GDXJ VANECK VECTORS ETF TR 1.4%

Value ($000) $40,409 Shares 745,000 Est. Cost $55.36 Unrealized —

MAR MARRIOTT INTL INC NEW 1.3%

Value ($000) $39,576 Shares 300,000 Est. Cost — Unrealized —

GDX VANECK VECTORS ETF TR 1.2%

Value ($000) $35,148 Shares 975,804 Est. Cost $39.16 Unrealized —

— REDFIN CORP 1.2%

Value ($000) $34,315 Shares 500,000 Est. Cost — Unrealized —

— CHIMERA INVT CORP 1.1%

Value ($000) $31,786 Shares 20,000,000 Est. Cost $1.48 Unrealized —

KGC KINROSS GOLD CORP 1.0%

Value ($000) $28,467 Shares 3,878,365 Est. Cost $8.32 Unrealized -4.2%

GDXJ VANECK VECTORS ETF TR 0.9%

Value ($000) $27,120 Shares 500,000 Est. Cost $55.36 Unrealized —

FNV FRANCO NEV CORP 0.9%

Value ($000) $26,319 Shares 210,000 Est. Cost $128.78 Unrealized 0.0%

— BARRICK GOLD CORP 0.9%

Value ($000) $26,197 Shares 1,150,000 Est. Cost $26.49 Unrealized —

— BARCLAYS BANK PLC 0.9%

Value ($000) $25,185 Shares 1,500,000 Est. Cost $24.90 Unrealized —

ONIT OCWEN FINL CORP 0.9%

Value ($000) $24,971 Shares 863,744 Est. Cost $17.98 Unrealized +40.8%

— ETF MANAGERS TR 0.8%

Value ($000) $24,465 Shares 1,500,000 Est. Cost $16.31 Unrealized —

EWA ISHARES INC 0.8%

Value ($000) $23,950 Shares 1,000,000 Est. Cost — Unrealized —

GNW GENWORTH FINL INC 0.8%

Value ($000) $22,910 Shares 6,060,719 Est. Cost $3.70 Unrealized +11.0%

AGI ALAMOS GOLD INC NEW 0.6%

Value ($000) $16,476 Shares 1,882,923 Est. Cost $8.51 Unrealized 0.0%

KGC KINROSS GOLD CORP 0.5%

Value ($000) $14,680 Shares 2,000,000 Est. Cost $8.32 Unrealized -4.2%

— CHIMERA INVT CORP 0.5%

Value ($000) $14,490 Shares 1,413,629 Est. Cost $9.30 Unrealized —

AG FIRST MAJESTIC SILVER CORP 0.5%

Value ($000) $13,440 Shares 1,000,000 Est. Cost $10.85 Unrealized 0.0%

AG FIRST MAJESTIC SILVER CORP 0.4%

Value ($000) $12,238 Shares 910,558 Est. Cost $10.85 Unrealized 0.0%

NG NOVAGOLD RES INC 0.4%

Value ($000) $10,407 Shares 1,076,222 Est. Cost $10.05 Unrealized +5.0%

RITM NEW RESIDENTIAL INVT CORP 0.4%

Value ($000) $10,387 Shares 1,045,000 Est. Cost $9.94 Unrealized —

CACC CREDIT ACCEP CORP MICH 0.4%

Value ($000) $10,384 Shares 30,000 Est. Cost — Unrealized —

NG NOVAGOLD RES INC 0.2%

Value ($000) $6,769 Shares 700,000 Est. Cost $10.05 Unrealized +5.0%

PPLT ABERDEEN STD PLATINUM ETF TR 0.0%

Value ($000) $1,430 Shares 14,200 Est. Cost $100.70 Unrealized —

— ETF MANAGERS TR 0.0%

Value ($000) $1,011 Shares 62,000 Est. Cost $16.31 Unrealized —

SIL GLOBAL X FDS 0.0%

Value ($000) $1,004 Shares 22,000 Est. Cost $45.64 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	2,250,000	$441,135	15.0%	—	—	Put	464287655
SPY	SPDR S&P 500 ETF TR	1,000,000	$373,880	12.7%	—	—	Put	78462F103
SLV	ISHARES SILVER TR	14,000,000	$343,980	11.7%	$17.57	—	Call	46428Q109
TLT	ISHARES TR	1,300,000	$205,049	7.0%	$163.93	—	Call	464287432
—	FRONT YD RESIDENTIAL CORP	8,682,494	$140,656	4.8%	$10.33	—	COM	35904G107
SLV	ISHARES SILVER TR	4,945,600	$121,513	4.1%	$17.57	—	ISHARES	46428Q109
SIL	GLOBAL X FDS	2,200,000	$100,364	3.4%	$45.64	—	Call	37954Y848
GLD	SPDR GOLD TR	551,862	$98,430	3.4%	$131.36	—	GOLD SHS	78463V107
GLD	SPDR GOLD TR	500,000	$89,180	3.0%	$131.36	—	Call	78463V107
—	MR COOPER GROUP INC	2,748,603	$85,289	2.9%	$8.02	—	COM	62482R107
EFA	ISHARES TR	1,000,000	$72,960	2.5%	—	—	Put	464287465
EWG	ISHARES INC	2,000,000	$63,540	2.2%	—	—	Put	464286806
AXP	AMERICAN EXPRESS CO	500,000	$60,455	2.1%	—	—	Put	025816109
XLF	SELECT SECTOR SPDR TR	2,000,000	$58,960	2.0%	—	—	Put	81369Y605
GDX	VANECK VECTORS ETF TR	1,600,000	$57,632	2.0%	$39.16	—	Call	92189F106
KRE	SPDR SER TR	1,000,000	$51,950	1.8%	—	—	Put	78464A698
—	ALTISOURCE PORTFOLIO SOLNS S	3,737,631	$48,141	1.6%	$24.75	—	REG SHS	L0175J104
GDXJ	VANECK VECTORS ETF TR	745,000	$40,409	1.4%	$55.36	—	JR GOLD MINERS E	92189F791
MAR	MARRIOTT INTL INC NEW	300,000	$39,576	1.3%	—	—	Put	571903202
GDX	VANECK VECTORS ETF TR	975,804	$35,148	1.2%	$39.16	—	GOLD MINERS ETF	92189F106
—	REDFIN CORP	500,000	$34,315	1.2%	—	—	Put	75737F108
—	CHIMERA INVT CORP	20,000,000	$31,786	1.1%	$1.48	—	NOTE 7.000% 4/0	16934QAA7
KGC	KINROSS GOLD CORP	3,878,365	$28,467	1.0%	$8.32	-4.2%	COM	496902404
GDXJ	VANECK VECTORS ETF TR	500,000	$27,120	0.9%	$55.36	—	Call	92189F791
FNV	FRANCO NEV CORP	210,000	$26,319	0.9%	$128.78	0.0%	COM	351858105
—	BARRICK GOLD CORP	1,150,000	$26,197	0.9%	$26.49	—	COM	067901108
—	BARCLAYS BANK PLC	1,500,000	$25,185	0.9%	$24.90	—	Call	06746P621
ONIT	OCWEN FINL CORP	863,744	$24,971	0.9%	$17.98	+40.8%	COM NEW	675746606
—	ETF MANAGERS TR	1,500,000	$24,465	0.8%	$16.31	—	Call	26924G102
EWA	ISHARES INC	1,000,000	$23,950	0.8%	—	—	Put	464286103
GNW	GENWORTH FINL INC	6,060,719	$22,910	0.8%	$3.70	+11.0%	COM CL A	37247D106
AGI	ALAMOS GOLD INC NEW	1,882,923	$16,476	0.6%	$8.51	0.0%	COM CL A	011532108
KGC	KINROSS GOLD CORP	2,000,000	$14,680	0.5%	$8.32	-4.2%	Call	496902404
—	CHIMERA INVT CORP	1,413,629	$14,490	0.5%	$9.30	—	COM NEW	16934Q208
AG	FIRST MAJESTIC SILVER CORP	1,000,000	$13,440	0.5%	$10.85	0.0%	Call	32076V103
AG	FIRST MAJESTIC SILVER CORP	910,558	$12,238	0.4%	$10.85	0.0%	COM	32076V103
NG	NOVAGOLD RES INC	1,076,222	$10,407	0.4%	$10.05	+5.0%	COM NEW	66987E206
RITM	NEW RESIDENTIAL INVT CORP	1,045,000	$10,387	0.4%	$9.94	—	COM NEW	64828T201
CACC	CREDIT ACCEP CORP MICH	30,000	$10,384	0.4%	—	—	Put	225310101
NG	NOVAGOLD RES INC	700,000	$6,769	0.2%	$10.05	+5.0%	Call	66987E206
PPLT	ABERDEEN STD PLATINUM ETF TR	14,200	$1,430	0.0%	$100.70	—	PHYSCL PLATM SHS	003260106
—	ETF MANAGERS TR	62,000	$1,011	0.0%	$16.31	—	PRIME JUNIR SLVR	26924G102
SIL	GLOBAL X FDS	22,000	$1,004	0.0%	$45.64	—	GLOBAL X SILVER	37954Y848