MKP Capital Management, L.L.C. Hedge Fund

CIK: 0001534949 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value ($000): $1,557,006 (100.0% shares, 0.0% debt)

Holdings (5)

SPY SPDR S&P 500 ETF TR 54.0%

Value ($000) $840,050 Shares 5,000,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 32.9%

Value ($000) $512,279 Shares 3,049,100 Est. Cost — Unrealized —

— BARCLAYS BK PLC 11.3%

Value ($000) $176,388 Shares 3,000,000 Est. Cost — Unrealized —

ITB ISHARES 1.5%

Value ($000) $23,457 Shares 1,050,000 Est. Cost — Unrealized —

FXI ISHARES 0.3%

Value ($000) $4,832 Shares 130,301 Est. Cost $37.08 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	5,000,000	$840,050	54.0%	—	—	Call	78462F103
SPY	SPDR S&P 500 ETF TR	3,049,100	$512,279	32.9%	—	—	Put	78462F103
—	BARCLAYS BK PLC	3,000,000	$176,388	11.3%	—	—	Put	06740C188
ITB	ISHARES	1,050,000	$23,457	1.5%	—	—	Put	464288752
FXI	ISHARES	130,301	$4,832	0.3%	$37.08	—	CHINA LG-CAP ETF	464287184