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: $2.799B (98.6% shares, 1.4% debt)

Holdings (34)

SPY SPDR S&P 500 ETF TR 28.3%

Value $793M Shares 2,000,000 Share Price $396.33 Est. Cost/Share — Unrealized @ Report Date —

QQQ INVESCO QQQ TR 23.9%

Value $670M Shares 2,100,000 Share Price $319.13 Est. Cost/Share — Unrealized @ Report Date —

ARKK ARK ETF TR 9.2%

Value $258M Shares 2,150,000 Share Price $119.95 Est. Cost/Share — Unrealized @ Report Date —

KRE SPDR SER TR 5.9%

Value $166M Shares 2,500,000 Share Price $66.34 Est. Cost/Share — Unrealized @ Report Date —

SLV ISHARES SILVER TR 4.0%

Value $112M Shares 4,945,600 Share Price $22.70 Est. Cost/Share $18.01 Unrealized @ Report Date +26.0%

GLD SPDR GOLD TR 2.9%

Value $79.98M Shares 500,000 Share Price $159.96 Est. Cost/Share $132.11 Unrealized @ Report Date +21.1%

— BARRICK GOLD CORP 2.8%

Value $79.2M Shares 4,000,000 Share Price $19.80 Est. Cost/Share $26.49 Unrealized @ Report Date —

SIL GLOBAL X FDS 2.6%

Value $71.82M Shares 1,800,000 Share Price $39.90 Est. Cost/Share $43.22 Unrealized @ Report Date -7.7%

SLV ISHARES SILVER TR 2.4%

Value $68.1M Shares 3,000,000 Share Price $22.70 Est. Cost/Share $18.01 Unrealized @ Report Date +26.0%

— CHIMERA INVT CORP 1.4%

Value $39.85M Shares 20,000,000 Share Price $1.99 Est. Cost/Share $1.48 Unrealized @ Report Date —

CACC CREDIT ACCEP CORP MICH 1.3%

Value $36.02M Shares 100,000 Share Price $360.23 Est. Cost/Share — Unrealized @ Report Date —

— ALTISOURCE PORTFOLIO SOLNS S 1.2%

Value $34.42M Shares 3,745,890 Share Price $9.19 Est. Cost/Share $24.75 Unrealized @ Report Date —

XLF SELECT SECTOR SPDR TR 1.2%

Value $34.05M Shares 1,000,000 Share Price $34.05 Est. Cost/Share — Unrealized @ Report Date —

GDXJ VANECK VECTORS ETF TR 1.2%

Value $33.53M Shares 745,000 Share Price $45.01 Est. Cost/Share $57.64 Unrealized @ Report Date -21.9%

GDX VANECK VECTORS ETF TR 1.1%

Value $31.71M Shares 975,804 Share Price $32.50 Est. Cost/Share $40.76 Unrealized @ Report Date -20.3%

KGC KINROSS GOLD CORP 1.0%

Value $27.37M Shares 4,103,365 Share Price $6.67 Est. Cost/Share $8.24 Unrealized @ Report Date -19.1%

FNV FRANCO NEV CORP 0.9%

Value $26.31M Shares 210,000 Share Price $125.29 * Est. Cost/Share $128.78 Unrealized @ Report Date -6.8%

ONIT OCWEN FINL CORP 0.9%

Value $24.56M Shares 863,744 Share Price $28.43 Est. Cost/Share $17.98 Unrealized @ Report Date +58.1%

— BARRICK GOLD CORP 0.8%

Value $22.77M Shares 1,150,000 Share Price $19.80 Est. Cost/Share $26.49 Unrealized @ Report Date —

KGC KINROSS GOLD CORP 0.7%

Value $20.01M Shares 3,000,000 Share Price $6.67 Est. Cost/Share $8.24 Unrealized @ Report Date -19.1%

AG FIRST MAJESTIC SILVER CORP 0.7%

Value $19.25M Shares 1,235,558 Share Price $15.58 Est. Cost/Share $12.16 Unrealized @ Report Date +26.5%

— MR COOPER GROUP INC 0.7%

Value $19.15M Shares 550,903 Share Price $34.76 Est. Cost/Share $8.02 Unrealized @ Report Date —

PSLV SPROTT PHYSICAL SILVER TR 0.7%

Value $18.24M Shares 2,077,000 Share Price $8.78 Est. Cost/Share $8.78 Unrealized @ Report Date —

AGI ALAMOS GOLD INC NEW 0.6%

Value $17.83M Shares 2,282,923 Share Price $7.81 * Est. Cost/Share $8.37 Unrealized @ Report Date -10.2%

GNW GENWORTH FINL INC 0.5%

Value $14.8M Shares 4,456,519 Share Price $3.32 Est. Cost/Share $3.70 Unrealized @ Report Date -10.3%

SIL GLOBAL X FDS 0.4%

Value $11.97M Shares 300,000 Share Price $39.90 Est. Cost/Share $43.22 Unrealized @ Report Date -7.7%

RITM NEW RESIDENTIAL INVT CORP 0.4%

Value $11.76M Shares 1,045,000 Share Price $11.25 Est. Cost/Share $9.94 Unrealized @ Report Date —

NG NOVAGOLD RES INC 0.4%

Value $10.52M Shares 1,201,222 Share Price $8.76 Est. Cost/Share $9.96 Unrealized @ Report Date -12.0%

— MR COOPER GROUP INC 0.4%

Value $10.43M Shares 300,000 Share Price $34.76 Est. Cost/Share $8.02 Unrealized @ Report Date —

— RETAIL VALUE INC 0.4%

Value $10.18M Shares 544,182 Share Price $18.71 Est. Cost/Share $18.71 Unrealized @ Report Date —

— ETF MANAGERS TR 0.4%

Value $9.913M Shares 687,000 Share Price $14.43 Est. Cost/Share $14.60 Unrealized @ Report Date —

— CHIMERA INVT CORP 0.2%

Value $6.842M Shares 538,707 Share Price $12.70 Est. Cost/Share $9.30 Unrealized @ Report Date —

— ETF MANAGERS TR 0.2%

Value $5.772M Shares 400,000 Share Price $14.43 Est. Cost/Share $14.60 Unrealized @ Report Date —

— PRETIUM RES INC 0.1%

Value $4.168M Shares 401,883 Share Price $10.37 Est. Cost/Share $10.37 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,000,000	$793M	28.3%	$396.33	—	—	Put	78462F103
QQQ	INVESCO QQQ TR	2,100,000	$670M	23.9%	$319.13	—	—	Put	46090E103
ARKK	ARK ETF TR	2,150,000	$258M	9.2%	$119.95	—	—	Put	00214Q104
KRE	SPDR SER TR	2,500,000	$166M	5.9%	$66.34	—	—	Put	78464A698
SLV	ISHARES SILVER TR	4,945,600	$112M	4.0%	$22.70	$18.01	+26.0%	ISHARES	46428Q109
GLD	SPDR GOLD TR	500,000	$79.98M	2.9%	$159.96	$132.11	+21.1%	GOLD SHS	78463V107
—	BARRICK GOLD CORP	4,000,000	$79.2M	2.8%	$19.80	$26.49	—	Call	067901108
SIL	GLOBAL X FDS	1,800,000	$71.82M	2.6%	$39.90	$43.22	-7.7%	Call	37954Y848
SLV	ISHARES SILVER TR	3,000,000	$68.1M	2.4%	$22.70	$18.01	+26.0%	Call	46428Q109
—	CHIMERA INVT CORP	20,000,000	$39.85M	1.4%	$1.99	$1.48	—	NOTE 7.000% 4/0	16934QAA7
CACC	CREDIT ACCEP CORP MICH	100,000	$36.02M	1.3%	$360.23	—	—	Put	225310101
—	ALTISOURCE PORTFOLIO SOLNS S	3,745,890	$34.42M	1.2%	$9.19	$24.75	—	REG SHS	L0175J104
XLF	SELECT SECTOR SPDR TR	1,000,000	$34.05M	1.2%	$34.05	—	—	Put	81369Y605
GDXJ	VANECK VECTORS ETF TR	745,000	$33.53M	1.2%	$45.01	$57.64	-21.9%	JR GOLD MINERS E	92189F791
GDX	VANECK VECTORS ETF TR	975,804	$31.71M	1.1%	$32.50	$40.76	-20.3%	GOLD MINERS ETF	92189F106
KGC	KINROSS GOLD CORP	4,103,365	$27.37M	1.0%	$6.67	$8.24	-19.1%	COM	496902404
FNV	FRANCO NEV CORP	210,000	$26.31M	0.9%	$125.29 *	$128.78	-6.8%	COM	351858105
ONIT	OCWEN FINL CORP	863,744	$24.56M	0.9%	$28.43	$17.98	+58.1%	COM NEW	675746606
—	BARRICK GOLD CORP	1,150,000	$22.77M	0.8%	$19.80	$26.49	—	COM	067901108
KGC	KINROSS GOLD CORP	3,000,000	$20.01M	0.7%	$6.67	$8.24	-19.1%	Call	496902404
AG	FIRST MAJESTIC SILVER CORP	1,235,558	$19.25M	0.7%	$15.58	$12.16	+26.5%	COM	32076V103
—	MR COOPER GROUP INC	550,903	$19.15M	0.7%	$34.76	$8.02	—	COM	62482R107
PSLV	SPROTT PHYSICAL SILVER TR	2,077,000	$18.24M	0.7%	$8.78	$8.78	—	TR UNIT	85207K107
AGI	ALAMOS GOLD INC NEW	2,282,923	$17.83M	0.6%	$7.81 *	$8.37	-10.2%	COM CL A	011532108
GNW	GENWORTH FINL INC	4,456,519	$14.8M	0.5%	$3.32	$3.70	-10.3%	COM CL A	37247D106
SIL	GLOBAL X FDS	300,000	$11.97M	0.4%	$39.90	$43.22	-7.7%	GLOBAL X SILVER	37954Y848
RITM	NEW RESIDENTIAL INVT CORP	1,045,000	$11.76M	0.4%	$11.25	$9.94	—	COM NEW	64828T201
NG	NOVAGOLD RES INC	1,201,222	$10.52M	0.4%	$8.76	$9.96	-12.0%	COM NEW	66987E206
—	MR COOPER GROUP INC	300,000	$10.43M	0.4%	$34.76	$8.02	—	Put	62482R107
—	RETAIL VALUE INC	544,182	$10.18M	0.4%	$18.71	$18.71	—	COM	76133Q102
—	ETF MANAGERS TR	687,000	$9.913M	0.4%	$14.43	$14.60	—	PRIME JUNIR SLVR	26924G102
—	CHIMERA INVT CORP	538,707	$6.842M	0.2%	$12.70	$9.30	—	COM NEW	16934Q208
—	ETF MANAGERS TR	400,000	$5.772M	0.2%	$14.43	$14.60	—	Call	26924G102
—	PRETIUM RES INC	401,883	$4.168M	0.1%	$10.37	$10.37	—	COM	74139C102