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: $2.422B (98.7% shares, 1.3% debt)

Holdings (38)

SPY SPDR S&P 500 ETF TR 28.5%

Value $689M Shares 1,610,000 Share Price $428.06 Est. Cost/Share — Unrealized @ Report Date —

QQQ INVESCO QQQ TR 13.2%

Value $319M Shares 900,000 Share Price $354.43 Est. Cost/Share — Unrealized @ Report Date —

IWM ISHARES TR 12.7%

Value $307M Shares 1,340,000 Share Price $229.37 Est. Cost/Share — Unrealized @ Report Date —

XLF SELECT SECTOR SPDR TR 6.1%

Value $147M Shares 4,000,000 Share Price $36.69 Est. Cost/Share — Unrealized @ Report Date —

GLD SPDR GOLD TR 4.8%

Value $116M Shares 700,000 Share Price $165.63 Est. Cost/Share $132.11 Unrealized @ Report Date +25.4%

SLV ISHARES SILVER TR 4.4%

Value $107M Shares 4,400,000 Share Price $24.22 Est. Cost/Share $18.01 Unrealized @ Report Date +34.4%

GLD SPDR GOLD TR 3.4%

Value $81.16M Shares 490,000 Share Price $165.63 Est. Cost/Share $132.11 Unrealized @ Report Date +25.4%

SLV ISHARES SILVER TR 2.8%

Value $67.82M Shares 2,800,000 Share Price $24.22 Est. Cost/Share $18.01 Unrealized @ Report Date +34.4%

GDX VANECK VECTORS ETF TR 2.2%

Value $54.37M Shares 1,600,000 Share Price $33.98 Est. Cost/Share $40.76 Unrealized @ Report Date -16.6%

VNO VORNADO RLTY TR 1.9%

Value $46.67M Shares 1,000,000 Share Price $46.67 Est. Cost/Share — Unrealized @ Report Date —

GDXJ VANECK VECTORS ETF TR 1.4%

Value $34.83M Shares 745,000 Share Price $46.75 Est. Cost/Share $57.64 Unrealized @ Report Date -18.9%

— ALTISOURCE PORTFOLIO SOLNS S 1.4%

Value $33.42M Shares 3,758,801 Share Price $8.89 Est. Cost/Share $24.75 Unrealized @ Report Date —

GDX VANECK VECTORS ETF TR 1.4%

Value $33.16M Shares 975,804 Share Price $33.98 Est. Cost/Share $40.76 Unrealized @ Report Date -16.6%

— CHIMERA INVT CORP 1.3%

Value $30.63M Shares 13,000,000 Share Price $2.36 Est. Cost/Share $1.48 Unrealized @ Report Date —

PSLV SPROTT PHYSICAL SILVER TR 1.3%

Value $30.34M Shares 3,269,756 Share Price $9.28 Est. Cost/Share $8.96 Unrealized @ Report Date —

FNV FRANCO NEV CORP 1.2%

Value $29.01M Shares 200,000 Share Price $145.07 * Est. Cost/Share $128.78 Unrealized @ Report Date +8.1%

ONIT OCWEN FINL CORP 1.1%

Value $26.76M Shares 863,744 Share Price $30.98 Est. Cost/Share $17.98 Unrealized @ Report Date +72.3%

KGC KINROSS GOLD CORP 1.1%

Value $26.06M Shares 4,103,365 Share Price $6.35 Est. Cost/Share $8.24 Unrealized @ Report Date -23.0%

— BARRICK GOLD CORP 1.0%

Value $23.78M Shares 1,150,000 Share Price $20.68 Est. Cost/Share $26.49 Unrealized @ Report Date —

GDXJ VANECK VECTORS ETF TR 1.0%

Value $23.38M Shares 500,000 Share Price $46.75 Est. Cost/Share $57.64 Unrealized @ Report Date -18.9%

AG FIRST MAJESTIC SILVER CORP 0.8%

Value $19.53M Shares 1,235,558 Share Price $15.81 Est. Cost/Share $12.16 Unrealized @ Report Date +28.4%

— MR COOPER GROUP INC 0.8%

Value $18.21M Shares 550,903 Share Price $33.06 Est. Cost/Share $8.02 Unrealized @ Report Date —

GNW GENWORTH FINL INC 0.7%

Value $17.38M Shares 4,456,519 Share Price $3.90 Est. Cost/Share $3.70 Unrealized @ Report Date +5.3%

KRE SPDR SER TR 0.7%

Value $16.38M Shares 250,000 Share Price $65.53 Est. Cost/Share — Unrealized @ Report Date —

PAAS PAN AMERN SILVER CORP 0.6%

Value $14.29M Shares 500,000 Share Price $28.57 Est. Cost/Share — Unrealized @ Report Date —

AGI ALAMOS GOLD INC NEW 0.6%

Value $13.8M Shares 1,804,000 Share Price $7.65 * Est. Cost/Share $8.37 Unrealized @ Report Date -11.8%

SIL GLOBAL X FDS 0.5%

Value $12.81M Shares 300,000 Share Price $42.70 Est. Cost/Share $43.22 Unrealized @ Report Date -1.2%

KGC KINROSS GOLD CORP 0.5%

Value $12.7M Shares 2,000,000 Share Price $6.35 Est. Cost/Share $8.24 Unrealized @ Report Date -23.0%

— RETAIL VALUE INC 0.4%

Value $10.67M Shares 490,658 Share Price $21.75 Est. Cost/Share $18.71 Unrealized @ Report Date —

— ETF MANAGERS TR 0.4%

Value $10.44M Shares 687,000 Share Price $15.20 Est. Cost/Share $14.60 Unrealized @ Report Date —

NG NOVAGOLD RES INC 0.4%

Value $9.622M Shares 1,201,222 Share Price $8.01 Est. Cost/Share $9.96 Unrealized @ Report Date -19.6%

— CHIMERA INVT CORP 0.4%

Value $8.801M Shares 584,397 Share Price $15.06 Est. Cost/Share $9.75 Unrealized @ Report Date —

SIL GLOBAL X FDS 0.3%

Value $6.405M Shares 150,000 Share Price $42.70 Est. Cost/Share $43.22 Unrealized @ Report Date -1.2%

AG FIRST MAJESTIC SILVER CORP 0.3%

Value $6.324M Shares 400,000 Share Price $15.81 Est. Cost/Share $12.16 Unrealized @ Report Date +28.4%

— OSISKO GOLD ROYALTIES LTD 0.3%

Value $6.072M Shares 443,203 Share Price $13.70 Est. Cost/Share $13.70 Unrealized @ Report Date —

UP ASPIRATIONAL CONSUMER LIFEST 0.2%

Value $5.472M Shares 548,257 Share Price $9.98 Est. Cost/Share $9.98 Unrealized @ Report Date —

— PRETIUM RES IN 0.2%

Value $3.864M Shares 404,227 Share Price $9.56 Est. Cost/Share $10.37 Unrealized @ Report Date —

RITM NEW RESIDENTIAL INVT CORP 0.1%

Value $2.621M Shares 247,500 Share Price $10.59 Est. Cost/Share $9.94 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,610,000	$689M	28.5%	$428.06	—	—	Call	78462F103
QQQ	INVESCO QQQ TR	900,000	$319M	13.2%	$354.43	—	—	Call	46090E103
IWM	ISHARES TR	1,340,000	$307M	12.7%	$229.37	—	—	Call	464287655
XLF	SELECT SECTOR SPDR TR	4,000,000	$147M	6.1%	$36.69	—	—	Put	81369Y605
GLD	SPDR GOLD TR	700,000	$116M	4.8%	$165.63	$132.11	+25.4%	Call	78463V107
SLV	ISHARES SILVER TR	4,400,000	$107M	4.4%	$24.22	$18.01	+34.4%	ISHARES	46428Q109
GLD	SPDR GOLD TR	490,000	$81.16M	3.4%	$165.63	$132.11	+25.4%	GOLD SHS	78463V107
SLV	ISHARES SILVER TR	2,800,000	$67.82M	2.8%	$24.22	$18.01	+34.4%	Call	46428Q109
GDX	VANECK VECTORS ETF TR	1,600,000	$54.37M	2.2%	$33.98	$40.76	-16.6%	Call	92189F106
VNO	VORNADO RLTY TR	1,000,000	$46.67M	1.9%	$46.67	—	—	Put	929042109
GDXJ	VANECK VECTORS ETF TR	745,000	$34.83M	1.4%	$46.75	$57.64	-18.9%	JR GOLD MINERS E	92189F791
—	ALTISOURCE PORTFOLIO SOLNS S	3,758,801	$33.42M	1.4%	$8.89	$24.75	—	REG SHS	L0175J104
GDX	VANECK VECTORS ETF TR	975,804	$33.16M	1.4%	$33.98	$40.76	-16.6%	GOLD MINERS ETF	92189F106
—	CHIMERA INVT CORP	13,000,000	$30.63M	1.3%	$2.36	$1.48	—	NOTE 7.000% 4/0	16934QAA7
PSLV	SPROTT PHYSICAL SILVER TR	3,269,756	$30.34M	1.3%	$9.28	$8.96	—	TR UNIT	85207K107
FNV	FRANCO NEV CORP	200,000	$29.01M	1.2%	$145.07 *	$128.78	+8.1%	COM	351858105
ONIT	OCWEN FINL CORP	863,744	$26.76M	1.1%	$30.98	$17.98	+72.3%	COM NEW	675746606
KGC	KINROSS GOLD CORP	4,103,365	$26.06M	1.1%	$6.35	$8.24	-23.0%	COM	496902404
—	BARRICK GOLD CORP	1,150,000	$23.78M	1.0%	$20.68	$26.49	—	COM	067901108
GDXJ	VANECK VECTORS ETF TR	500,000	$23.38M	1.0%	$46.75	$57.64	-18.9%	Call	92189F791
AG	FIRST MAJESTIC SILVER CORP	1,235,558	$19.53M	0.8%	$15.81	$12.16	+28.4%	COM	32076V103
—	MR COOPER GROUP INC	550,903	$18.21M	0.8%	$33.06	$8.02	—	COM	62482R107
GNW	GENWORTH FINL INC	4,456,519	$17.38M	0.7%	$3.90	$3.70	+5.3%	COM CL A	37247D106
KRE	SPDR SER TR	250,000	$16.38M	0.7%	$65.53	—	—	Put	78464A698
PAAS	PAN AMERN SILVER CORP	500,000	$14.29M	0.6%	$28.57	—	—	Call	697900108
AGI	ALAMOS GOLD INC NEW	1,804,000	$13.8M	0.6%	$7.65 *	$8.37	-11.8%	COM CL A	011532108
SIL	GLOBAL X FDS	300,000	$12.81M	0.5%	$42.70	$43.22	-1.2%	GLOBAL X SILVER	37954Y848
KGC	KINROSS GOLD CORP	2,000,000	$12.7M	0.5%	$6.35	$8.24	-23.0%	Call	496902404
—	RETAIL VALUE INC	490,658	$10.67M	0.4%	$21.75	$18.71	—	COM	76133Q102
—	ETF MANAGERS TR	687,000	$10.44M	0.4%	$15.20	$14.60	—	PRIME JUNIR SLVR	26924G102
NG	NOVAGOLD RES INC	1,201,222	$9.622M	0.4%	$8.01	$9.96	-19.6%	COM NEW	66987E206
—	CHIMERA INVT CORP	584,397	$8.801M	0.4%	$15.06	$9.75	—	COM NEW	16934Q208
SIL	GLOBAL X FDS	150,000	$6.405M	0.3%	$42.70	$43.22	-1.2%	Call	37954Y848
AG	FIRST MAJESTIC SILVER CORP	400,000	$6.324M	0.3%	$15.81	$12.16	+28.4%	Call	32076V103
—	OSISKO GOLD ROYALTIES LTD	443,203	$6.072M	0.3%	$13.70	$13.70	—	COM	68827L101
UP	ASPIRATIONAL CONSUMER LIFEST	548,257	$5.472M	0.2%	$9.98	$9.98	—	COM	G05436103
—	PRETIUM RES IN	404,227	$3.864M	0.2%	$9.56	$10.37	—	COM	74139C102
RITM	NEW RESIDENTIAL INVT CORP	247,500	$2.621M	0.1%	$10.59	$9.94	—	COM NEW	64828T201