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

Location: New York, NY

CIK: 0001534949 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value: $1.557B (100.0% shares, 0.0% debt)

Holdings (5)

SPY SPDR S&P 500 ETF TR 54.0%

Value $840M Shares 5,000,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 32.9%

Value $512M Shares 3,049,100 Est. Cost — Unrealized —

— BARCLAYS BK PLC 11.3%

Value $176M Shares 3,000,000 Est. Cost — Unrealized —

ITB ISHARES 1.5%

Value $23.46M Shares 1,050,000 Est. Cost — Unrealized —

FXI ISHARES 0.3%

Value $4.832M Shares 130,301 Est. Cost $37.08 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	5,000,000	$840M	54.0%	—	—	Call	78462F103
SPY	SPDR S&P 500 ETF TR	3,049,100	$512M	32.9%	—	—	Put	78462F103
—	BARCLAYS BK PLC	3,000,000	$176M	11.3%	—	—	Put	06740C188
ITB	ISHARES	1,050,000	$23.46M	1.5%	—	—	Put	464288752
FXI	ISHARES	130,301	$4.832M	0.3%	$37.08	—	CHINA LG-CAP ETF	464287184