Deer Park Road Corp Hedge Fund

Location: Steamboat Springs, CO

CIK: 0001702490 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 17, 2021

Total Value ($000): $2,799,366 (98.6% shares, 1.4% debt)

Holdings (34)

SPY SPDR S&P 500 ETF TR 28.3%

Value ($000) $792,660 Shares 2,000,000 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 23.9%

Value ($000) $670,173 Shares 2,100,000 Est. Cost — Unrealized —

ARKK ARK ETF TR 9.2%

Value ($000) $257,893 Shares 2,150,000 Est. Cost — Unrealized —

KRE SPDR SER TR 5.9%

Value ($000) $165,850 Shares 2,500,000 Est. Cost — Unrealized —

SLV ISHARES SILVER TR 4.0%

Value ($000) $112,265 Shares 4,945,600 Est. Cost $17.57 Unrealized —

GLD SPDR GOLD TR 2.9%

Value ($000) $79,980 Shares 500,000 Est. Cost $131.36 Unrealized —

— BARRICK GOLD CORP 2.8%

Value ($000) $79,200 Shares 4,000,000 Est. Cost $26.49 Unrealized —

SIL GLOBAL X FDS 2.6%

Value ($000) $71,820 Shares 1,800,000 Est. Cost $40.32 Unrealized —

SLV ISHARES SILVER TR 2.4%

Value ($000) $68,100 Shares 3,000,000 Est. Cost $17.57 Unrealized —

— CHIMERA INVT CORP 1.4%

Value ($000) $39,850 Shares 20,000,000 Est. Cost $1.48 Unrealized —

CACC CREDIT ACCEP CORP MICH 1.3%

Value ($000) $36,023 Shares 100,000 Est. Cost — Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 1.2%

Value ($000) $34,425 Shares 3,745,890 Est. Cost $24.75 Unrealized —

XLF SELECT SECTOR SPDR TR 1.2%

Value ($000) $34,050 Shares 1,000,000 Est. Cost — Unrealized —

GDXJ VANECK VECTORS ETF TR 1.2%

Value ($000) $33,532 Shares 745,000 Est. Cost $55.36 Unrealized —

GDX VANECK VECTORS ETF TR 1.1%

Value ($000) $31,714 Shares 975,804 Est. Cost $39.16 Unrealized —

KGC KINROSS GOLD CORP 1.0%

Value ($000) $27,369 Shares 4,103,365 Est. Cost $8.24 Unrealized -15.7%

FNV FRANCO NEV CORP 0.9%

Value ($000) $26,311 Shares 210,000 Est. Cost $128.78 Unrealized -10.6%

ONIT OCWEN FINL CORP 0.9%

Value ($000) $24,556 Shares 863,744 Est. Cost $17.98 Unrealized +53.6%

— BARRICK GOLD CORP 0.8%

Value ($000) $22,770 Shares 1,150,000 Est. Cost $26.49 Unrealized —

KGC KINROSS GOLD CORP 0.7%

Value ($000) $20,010 Shares 3,000,000 Est. Cost $8.24 Unrealized -15.7%

AG FIRST MAJESTIC SILVER CORP 0.7%

Value ($000) $19,250 Shares 1,235,558 Est. Cost $12.16 Unrealized +30.1%

— MR COOPER GROUP INC 0.7%

Value ($000) $19,149 Shares 550,903 Est. Cost $8.02 Unrealized —

PSLV SPROTT PHYSICAL SILVER TR 0.7%

Value ($000) $18,236 Shares 2,077,000 Est. Cost $8.78 Unrealized —

AGI ALAMOS GOLD INC NEW 0.6%

Value ($000) $17,830 Shares 2,282,923 Est. Cost $8.37 Unrealized -7.8%

GNW GENWORTH FINL INC 0.5%

Value ($000) $14,796 Shares 4,456,519 Est. Cost $3.70 Unrealized -11.1%

SIL GLOBAL X FDS 0.4%

Value ($000) $11,970 Shares 300,000 Est. Cost $40.32 Unrealized —

RITM NEW RESIDENTIAL INVT CORP 0.4%

Value ($000) $11,756 Shares 1,045,000 Est. Cost $9.94 Unrealized —

NG NOVAGOLD RES INC 0.4%

Value ($000) $10,523 Shares 1,201,222 Est. Cost $9.96 Unrealized -8.4%

— MR COOPER GROUP INC 0.4%

Value ($000) $10,428 Shares 300,000 Est. Cost $8.02 Unrealized —

— RETAIL VALUE INC 0.4%

Value ($000) $10,182 Shares 544,182 Est. Cost $18.71 Unrealized —

— ETF MANAGERS TR 0.4%

Value ($000) $9,913 Shares 687,000 Est. Cost $14.60 Unrealized —

— CHIMERA INVT CORP 0.2%

Value ($000) $6,842 Shares 538,707 Est. Cost $9.30 Unrealized —

— ETF MANAGERS TR 0.2%

Value ($000) $5,772 Shares 400,000 Est. Cost $14.60 Unrealized —

— PRETIUM RES INC 0.1%

Value ($000) $4,168 Shares 401,883 Est. Cost $10.37 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,000,000	$792,660	28.3%	—	—	Put	78462F103
QQQ	INVESCO QQQ TR	2,100,000	$670,173	23.9%	—	—	Put	46090E103
ARKK	ARK ETF TR	2,150,000	$257,893	9.2%	—	—	Put	00214Q104
KRE	SPDR SER TR	2,500,000	$165,850	5.9%	—	—	Put	78464A698
SLV	ISHARES SILVER TR	4,945,600	$112,265	4.0%	$17.57	—	ISHARES	46428Q109
GLD	SPDR GOLD TR	500,000	$79,980	2.9%	$131.36	—	GOLD SHS	78463V107
—	BARRICK GOLD CORP	4,000,000	$79,200	2.8%	$26.49	—	Call	067901108
SIL	GLOBAL X FDS	1,800,000	$71,820	2.6%	$40.32	—	Call	37954Y848
SLV	ISHARES SILVER TR	3,000,000	$68,100	2.4%	$17.57	—	Call	46428Q109
—	CHIMERA INVT CORP	20,000,000	$39,850	1.4%	$1.48	—	NOTE 7.000% 4/0	16934QAA7
CACC	CREDIT ACCEP CORP MICH	100,000	$36,023	1.3%	—	—	Put	225310101
—	ALTISOURCE PORTFOLIO SOLNS S	3,745,890	$34,425	1.2%	$24.75	—	REG SHS	L0175J104
XLF	SELECT SECTOR SPDR TR	1,000,000	$34,050	1.2%	—	—	Put	81369Y605
GDXJ	VANECK VECTORS ETF TR	745,000	$33,532	1.2%	$55.36	—	JR GOLD MINERS E	92189F791
GDX	VANECK VECTORS ETF TR	975,804	$31,714	1.1%	$39.16	—	GOLD MINERS ETF	92189F106
KGC	KINROSS GOLD CORP	4,103,365	$27,369	1.0%	$8.24	-15.7%	COM	496902404
FNV	FRANCO NEV CORP	210,000	$26,311	0.9%	$128.78	-10.6%	COM	351858105
ONIT	OCWEN FINL CORP	863,744	$24,556	0.9%	$17.98	+53.6%	COM NEW	675746606
—	BARRICK GOLD CORP	1,150,000	$22,770	0.8%	$26.49	—	COM	067901108
KGC	KINROSS GOLD CORP	3,000,000	$20,010	0.7%	$8.24	-15.7%	Call	496902404
AG	FIRST MAJESTIC SILVER CORP	1,235,558	$19,250	0.7%	$12.16	+30.1%	COM	32076V103
—	MR COOPER GROUP INC	550,903	$19,149	0.7%	$8.02	—	COM	62482R107
PSLV	SPROTT PHYSICAL SILVER TR	2,077,000	$18,236	0.7%	$8.78	—	TR UNIT	85207K107
AGI	ALAMOS GOLD INC NEW	2,282,923	$17,830	0.6%	$8.37	-7.8%	COM CL A	011532108
GNW	GENWORTH FINL INC	4,456,519	$14,796	0.5%	$3.70	-11.1%	COM CL A	37247D106
SIL	GLOBAL X FDS	300,000	$11,970	0.4%	$40.32	—	GLOBAL X SILVER	37954Y848
RITM	NEW RESIDENTIAL INVT CORP	1,045,000	$11,756	0.4%	$9.94	—	COM NEW	64828T201
NG	NOVAGOLD RES INC	1,201,222	$10,523	0.4%	$9.96	-8.4%	COM NEW	66987E206
—	MR COOPER GROUP INC	300,000	$10,428	0.4%	$8.02	—	Put	62482R107
—	RETAIL VALUE INC	544,182	$10,182	0.4%	$18.71	—	COM	76133Q102
—	ETF MANAGERS TR	687,000	$9,913	0.4%	$14.60	—	PRIME JUNIR SLVR	26924G102
—	CHIMERA INVT CORP	538,707	$6,842	0.2%	$9.30	—	COM NEW	16934Q208
—	ETF MANAGERS TR	400,000	$5,772	0.2%	$14.60	—	Call	26924G102
—	PRETIUM RES INC	401,883	$4,168	0.1%	$10.37	—	COM	74139C102