Deer Park Road Corp Hedge Fund

Location: Steamboat Springs, CO

CIK: 0001702490 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 16, 2021

Total Value ($000): $2,421,566 (98.7% shares, 1.3% debt)

Holdings (38)

SPY SPDR S&P 500 ETF TR 28.5%

Value ($000) $689,177 Shares 1,610,000 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 13.2%

Value ($000) $318,987 Shares 900,000 Est. Cost — Unrealized —

IWM ISHARES TR 12.7%

Value ($000) $307,356 Shares 1,340,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 6.1%

Value ($000) $146,760 Shares 4,000,000 Est. Cost — Unrealized —

GLD SPDR GOLD TR 4.8%

Value ($000) $115,941 Shares 700,000 Est. Cost $131.36 Unrealized —

SLV ISHARES SILVER TR 4.4%

Value ($000) $106,568 Shares 4,400,000 Est. Cost $17.57 Unrealized —

GLD SPDR GOLD TR 3.4%

Value ($000) $81,159 Shares 490,000 Est. Cost $131.36 Unrealized —

SLV ISHARES SILVER TR 2.8%

Value ($000) $67,816 Shares 2,800,000 Est. Cost $17.57 Unrealized —

GDX VANECK VECTORS ETF TR 2.2%

Value ($000) $54,368 Shares 1,600,000 Est. Cost $39.16 Unrealized —

VNO VORNADO RLTY TR 1.9%

Value ($000) $46,670 Shares 1,000,000 Est. Cost — Unrealized —

GDXJ VANECK VECTORS ETF TR 1.4%

Value ($000) $34,829 Shares 745,000 Est. Cost $55.36 Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 1.4%

Value ($000) $33,416 Shares 3,758,801 Est. Cost $24.75 Unrealized —

GDX VANECK VECTORS ETF TR 1.4%

Value ($000) $33,158 Shares 975,804 Est. Cost $39.16 Unrealized —

— CHIMERA INVT CORP 1.3%

Value ($000) $30,631 Shares 13,000,000 Est. Cost $1.48 Unrealized —

PSLV SPROTT PHYSICAL SILVER TR 1.3%

Value ($000) $30,343 Shares 3,269,756 Est. Cost $8.96 Unrealized —

FNV FRANCO NEV CORP 1.2%

Value ($000) $29,014 Shares 200,000 Est. Cost $128.78 Unrealized +7.7%

ONIT OCWEN FINL CORP 1.1%

Value ($000) $26,759 Shares 863,744 Est. Cost $17.98 Unrealized +69.1%

KGC KINROSS GOLD CORP 1.1%

Value ($000) $26,056 Shares 4,103,365 Est. Cost $8.24 Unrealized -9.9%

— BARRICK GOLD CORP 1.0%

Value ($000) $23,782 Shares 1,150,000 Est. Cost $26.49 Unrealized —

GDXJ VANECK VECTORS ETF TR 1.0%

Value ($000) $23,375 Shares 500,000 Est. Cost $55.36 Unrealized —

AG FIRST MAJESTIC SILVER CORP 0.8%

Value ($000) $19,534 Shares 1,235,558 Est. Cost $12.16 Unrealized +35.4%

— MR COOPER GROUP INC 0.8%

Value ($000) $18,213 Shares 550,903 Est. Cost $8.02 Unrealized —

GNW GENWORTH FINL INC 0.7%

Value ($000) $17,380 Shares 4,456,519 Est. Cost $3.70 Unrealized +7.8%

KRE SPDR SER TR 0.7%

Value ($000) $16,383 Shares 250,000 Est. Cost — Unrealized —

PAAS PAN AMERN SILVER CORP 0.6%

Value ($000) $14,285 Shares 500,000 Est. Cost — Unrealized —

AGI ALAMOS GOLD INC NEW 0.6%

Value ($000) $13,801 Shares 1,804,000 Est. Cost $8.37 Unrealized -1.8%

SIL GLOBAL X FDS 0.5%

Value ($000) $12,810 Shares 300,000 Est. Cost $40.32 Unrealized —

KGC KINROSS GOLD CORP 0.5%

Value ($000) $12,700 Shares 2,000,000 Est. Cost $8.24 Unrealized -9.9%

— RETAIL VALUE INC 0.4%

Value ($000) $10,672 Shares 490,658 Est. Cost $18.71 Unrealized —

— ETF MANAGERS TR 0.4%

Value ($000) $10,442 Shares 687,000 Est. Cost $14.60 Unrealized —

NG NOVAGOLD RES INC 0.4%

Value ($000) $9,622 Shares 1,201,222 Est. Cost $9.96 Unrealized -5.4%

— CHIMERA INVT CORP 0.4%

Value ($000) $8,801 Shares 584,397 Est. Cost $9.75 Unrealized —

SIL GLOBAL X FDS 0.3%

Value ($000) $6,405 Shares 150,000 Est. Cost $40.32 Unrealized —

AG FIRST MAJESTIC SILVER CORP 0.3%

Value ($000) $6,324 Shares 400,000 Est. Cost $12.16 Unrealized +35.4%

— OSISKO GOLD ROYALTIES LTD 0.3%

Value ($000) $6,072 Shares 443,203 Est. Cost $13.70 Unrealized —

UP ASPIRATIONAL CONSUMER LIFEST 0.2%

Value ($000) $5,472 Shares 548,257 Est. Cost $9.98 Unrealized —

— PRETIUM RES IN 0.2%

Value ($000) $3,864 Shares 404,227 Est. Cost $10.37 Unrealized —

RITM NEW RESIDENTIAL INVT CORP 0.1%

Value ($000) $2,621 Shares 247,500 Est. Cost $9.94 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,610,000	$689,177	28.5%	—	—	Call	78462F103
QQQ	INVESCO QQQ TR	900,000	$318,987	13.2%	—	—	Call	46090E103
IWM	ISHARES TR	1,340,000	$307,356	12.7%	—	—	Call	464287655
XLF	SELECT SECTOR SPDR TR	4,000,000	$146,760	6.1%	—	—	Put	81369Y605
GLD	SPDR GOLD TR	700,000	$115,941	4.8%	$131.36	—	Call	78463V107
SLV	ISHARES SILVER TR	4,400,000	$106,568	4.4%	$17.57	—	ISHARES	46428Q109
GLD	SPDR GOLD TR	490,000	$81,159	3.4%	$131.36	—	GOLD SHS	78463V107
SLV	ISHARES SILVER TR	2,800,000	$67,816	2.8%	$17.57	—	Call	46428Q109
GDX	VANECK VECTORS ETF TR	1,600,000	$54,368	2.2%	$39.16	—	Call	92189F106
VNO	VORNADO RLTY TR	1,000,000	$46,670	1.9%	—	—	Put	929042109
GDXJ	VANECK VECTORS ETF TR	745,000	$34,829	1.4%	$55.36	—	JR GOLD MINERS E	92189F791
—	ALTISOURCE PORTFOLIO SOLNS S	3,758,801	$33,416	1.4%	$24.75	—	REG SHS	L0175J104
GDX	VANECK VECTORS ETF TR	975,804	$33,158	1.4%	$39.16	—	GOLD MINERS ETF	92189F106
—	CHIMERA INVT CORP	13,000,000	$30,631	1.3%	$1.48	—	NOTE 7.000% 4/0	16934QAA7
PSLV	SPROTT PHYSICAL SILVER TR	3,269,756	$30,343	1.3%	$8.96	—	TR UNIT	85207K107
FNV	FRANCO NEV CORP	200,000	$29,014	1.2%	$128.78	+7.7%	COM	351858105
ONIT	OCWEN FINL CORP	863,744	$26,759	1.1%	$17.98	+69.1%	COM NEW	675746606
KGC	KINROSS GOLD CORP	4,103,365	$26,056	1.1%	$8.24	-9.9%	COM	496902404
—	BARRICK GOLD CORP	1,150,000	$23,782	1.0%	$26.49	—	COM	067901108
GDXJ	VANECK VECTORS ETF TR	500,000	$23,375	1.0%	$55.36	—	Call	92189F791
AG	FIRST MAJESTIC SILVER CORP	1,235,558	$19,534	0.8%	$12.16	+35.4%	COM	32076V103
—	MR COOPER GROUP INC	550,903	$18,213	0.8%	$8.02	—	COM	62482R107
GNW	GENWORTH FINL INC	4,456,519	$17,380	0.7%	$3.70	+7.8%	COM CL A	37247D106
KRE	SPDR SER TR	250,000	$16,383	0.7%	—	—	Put	78464A698
PAAS	PAN AMERN SILVER CORP	500,000	$14,285	0.6%	—	—	Call	697900108
AGI	ALAMOS GOLD INC NEW	1,804,000	$13,801	0.6%	$8.37	-1.8%	COM CL A	011532108
SIL	GLOBAL X FDS	300,000	$12,810	0.5%	$40.32	—	GLOBAL X SILVER	37954Y848
KGC	KINROSS GOLD CORP	2,000,000	$12,700	0.5%	$8.24	-9.9%	Call	496902404
—	RETAIL VALUE INC	490,658	$10,672	0.4%	$18.71	—	COM	76133Q102
—	ETF MANAGERS TR	687,000	$10,442	0.4%	$14.60	—	PRIME JUNIR SLVR	26924G102
NG	NOVAGOLD RES INC	1,201,222	$9,622	0.4%	$9.96	-5.4%	COM NEW	66987E206
—	CHIMERA INVT CORP	584,397	$8,801	0.4%	$9.75	—	COM NEW	16934Q208
SIL	GLOBAL X FDS	150,000	$6,405	0.3%	$40.32	—	Call	37954Y848
AG	FIRST MAJESTIC SILVER CORP	400,000	$6,324	0.3%	$12.16	+35.4%	Call	32076V103
—	OSISKO GOLD ROYALTIES LTD	443,203	$6,072	0.3%	$13.70	—	COM	68827L101
UP	ASPIRATIONAL CONSUMER LIFEST	548,257	$5,472	0.2%	$9.98	—	COM	G05436103
—	PRETIUM RES IN	404,227	$3,864	0.2%	$10.37	—	COM	74139C102
RITM	NEW RESIDENTIAL INVT CORP	247,500	$2,621	0.1%	$9.94	—	COM NEW	64828T201