Deer Park Road Corp Hedge Fund

Location: Steamboat Springs, CO

CIK: 0001702490 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 14, 2022

Total Value ($000): $3,766,354 (100.0% shares, 0.0% debt)

Holdings (30)

SPY SPDR S&P 500 ETF TR 31.5%

Value ($000) $1,187,400 Shares 2,500,000 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 22.2%

Value ($000) $835,485 Shares 2,100,000 Est. Cost — Unrealized —

IWM ISHARES TR 18.9%

Value ($000) $711,840 Shares 3,200,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 4.8%

Value ($000) $179,630 Shares 4,600,000 Est. Cost — Unrealized —

GLD SPDR GOLD TR 3.6%

Value ($000) $136,768 Shares 800,000 Est. Cost $131.36 Unrealized —

SLV ISHARES SILVER TR 2.5%

Value ($000) $94,644 Shares 4,400,000 Est. Cost $17.57 Unrealized —

GLD SPDR GOLD TR 2.2%

Value ($000) $83,770 Shares 490,000 Est. Cost $131.36 Unrealized —

HYG ISHARES TR 2.1%

Value ($000) $78,309 Shares 900,000 Est. Cost — Unrealized —

TLT ISHARES TR 1.6%

Value ($000) $59,276 Shares 400,000 Est. Cost — Unrealized —

— ALTISOURCE PORTFOLIO SOLNS S 1.1%

Value ($000) $42,174 Shares 3,758,801 Est. Cost $24.75 Unrealized —

ONIT OCWEN FINL CORP 0.9%

Value ($000) $34,524 Shares 863,744 Est. Cost $17.98 Unrealized +87.7%

— CHIMERA INVT CORP 0.9%

Value ($000) $32,148 Shares 2,131,860 Est. Cost $13.50 Unrealized —

GDX VANECK ETF TRUST 0.8%

Value ($000) $31,255 Shares 975,804 Est. Cost $39.16 Unrealized —

GDXJ VANECK ETF TRUST 0.8%

Value ($000) $31,238 Shares 745,000 Est. Cost $55.36 Unrealized —

FNV FRANCO NEV CORP 0.7%

Value ($000) $27,658 Shares 200,000 Est. Cost $128.78 Unrealized +3.3%

PSLV SPROTT PHYSICAL SILVER TR 0.7%

Value ($000) $26,223 Shares 3,269,756 Est. Cost $8.96 Unrealized —

KGC KINROSS GOLD CORP 0.6%

Value ($000) $23,841 Shares 4,103,365 Est. Cost $8.24 Unrealized -27.5%

— BARRICK GOLD CORP 0.6%

Value ($000) $21,850 Shares 1,150,000 Est. Cost $26.49 Unrealized —

GNW GENWORTH FINL INC 0.5%

Value ($000) $18,049 Shares 4,456,519 Est. Cost $3.70 Unrealized +12.3%

AGI ALAMOS GOLD INC NEW 0.4%

Value ($000) $13,873 Shares 1,804,000 Est. Cost $8.37 Unrealized -10.5%

AG FIRST MAJESTIC SILVER CORP 0.4%

Value ($000) $13,727 Shares 1,235,558 Est. Cost $12.16 Unrealized -2.0%

KGC KINROSS GOLD CORP 0.3%

Value ($000) $11,620 Shares 2,000,000 Est. Cost $8.24 Unrealized -27.5%

SIL GLOBAL X FDS 0.3%

Value ($000) $11,004 Shares 300,000 Est. Cost $40.32 Unrealized —

SLV ISHARES SILVER TR 0.3%

Value ($000) $10,755 Shares 500,000 Est. Cost $17.57 Unrealized —

BXMT BLACKSTONE MTG TR INC 0.3%

Value ($000) $10,717 Shares 350,000 Est. Cost $30.62 Unrealized —

RITM NEW RESIDENTIAL INVT CORP 0.3%

Value ($000) $9,733 Shares 908,806 Est. Cost $10.71 Unrealized —

— ETF MANAGERS TR 0.2%

Value ($000) $8,574 Shares 687,000 Est. Cost $14.60 Unrealized —

NG NOVAGOLD RES INC 0.2%

Value ($000) $8,240 Shares 1,201,222 Est. Cost $9.96 Unrealized -26.7%

— PRETIUM RES INC 0.2%

Value ($000) $6,600 Shares 468,396 Est. Cost $10.88 Unrealized —

— OSISKO GOLD ROYALTIES LTD 0.1%

Value ($000) $5,429 Shares 443,203 Est. Cost $13.70 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,500,000	$1,187,400	31.5%	—	—	Put	78462F103
QQQ	INVESCO QQQ TR	2,100,000	$835,485	22.2%	—	—	Put	46090E103
IWM	ISHARES TR	3,200,000	$711,840	18.9%	—	—	Put	464287655
XLF	SELECT SECTOR SPDR TR	4,600,000	$179,630	4.8%	—	—	Put	81369Y605
GLD	SPDR GOLD TR	800,000	$136,768	3.6%	$131.36	—	Put	78463V107
SLV	ISHARES SILVER TR	4,400,000	$94,644	2.5%	$17.57	—	ISHARES	46428Q109
GLD	SPDR GOLD TR	490,000	$83,770	2.2%	$131.36	—	GOLD SHS	78463V107
HYG	ISHARES TR	900,000	$78,309	2.1%	—	—	Put	464288513
TLT	ISHARES TR	400,000	$59,276	1.6%	—	—	Call	464287432
—	ALTISOURCE PORTFOLIO SOLNS S	3,758,801	$42,174	1.1%	$24.75	—	REG SHS	L0175J104
ONIT	OCWEN FINL CORP	863,744	$34,524	0.9%	$17.98	+87.7%	COM NEW	675746606
—	CHIMERA INVT CORP	2,131,860	$32,148	0.9%	$13.50	—	COM NEW	16934Q208
GDX	VANECK ETF TRUST	975,804	$31,255	0.8%	$39.16	—	GOLD MINERS ETF	92189F106
GDXJ	VANECK ETF TRUST	745,000	$31,238	0.8%	$55.36	—	JUNIOR GOLD MINE	92189F791
FNV	FRANCO NEV CORP	200,000	$27,658	0.7%	$128.78	+3.3%	COM	351858105
PSLV	SPROTT PHYSICAL SILVER TR	3,269,756	$26,223	0.7%	$8.96	—	TR UNIT	85207K107
KGC	KINROSS GOLD CORP	4,103,365	$23,841	0.6%	$8.24	-27.5%	COM	496902404
—	BARRICK GOLD CORP	1,150,000	$21,850	0.6%	$26.49	—	COM	067901108
GNW	GENWORTH FINL INC	4,456,519	$18,049	0.5%	$3.70	+12.3%	COM CL A	37247D106
AGI	ALAMOS GOLD INC NEW	1,804,000	$13,873	0.4%	$8.37	-10.5%	COM CL A	011532108
AG	FIRST MAJESTIC SILVER CORP	1,235,558	$13,727	0.4%	$12.16	-2.0%	COM	32076V103
KGC	KINROSS GOLD CORP	2,000,000	$11,620	0.3%	$8.24	-27.5%	Call	496902404
SIL	GLOBAL X FDS	300,000	$11,004	0.3%	$40.32	—	GLOBAL X SILVER	37954Y848
SLV	ISHARES SILVER TR	500,000	$10,755	0.3%	$17.57	—	Call	46428Q109
BXMT	BLACKSTONE MTG TR INC	350,000	$10,717	0.3%	$30.62	—	COM CL A	09257W100
RITM	NEW RESIDENTIAL INVT CORP	908,806	$9,733	0.3%	$10.71	—	COM NEW	64828T201
—	ETF MANAGERS TR	687,000	$8,574	0.2%	$14.60	—	PRIME JUNIR SLVR	26924G102
NG	NOVAGOLD RES INC	1,201,222	$8,240	0.2%	$9.96	-26.7%	COM NEW	66987E206
—	PRETIUM RES INC	468,396	$6,600	0.2%	$10.88	—	COM	74139C102
—	OSISKO GOLD ROYALTIES LTD	443,203	$5,429	0.1%	$13.70	—	COM	68827L101