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

CIK: 0001534949 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 15, 2014

Total Value ($000): $775,443 (100.0% shares, 0.0% debt)

Holdings (5)

— BARCLAYS BK PLC 48.0%

Value ($000) $372,269 Shares 88,320 Est. Cost $42.15 Unrealized —

SPY SPDR S&P 500 ETF TR 37.9%

Value ($000) $294,167 Shares 15,730 Est. Cost — Unrealized —

— BARCLAYS BK PLC 10.9%

Value ($000) $84,418 Shares 20,028 Est. Cost $42.15 Unrealized —

— BARCLAYS BK PLC 2.8%

Value ($000) $21,381 Shares 507,261 Est. Cost $42.15 Unrealized —

— AMERICAN RLTY CAP PPTYS INC 0.4%

Value ($000) $3,208 Shares 800,000 Est. Cost $4.01 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	BARCLAYS BK PLC	88,320	$372,269	48.0%	$42.15	—	Put	06742E711
SPY	SPDR S&P 500 ETF TR	15,730	$294,167	37.9%	—	—	Put	78462F103
—	BARCLAYS BK PLC	20,028	$84,418	10.9%	$42.15	—	Call	06742E711
—	BARCLAYS BK PLC	507,261	$21,381	2.8%	$42.15	—	IPATH S&P500 VIX	06742E711
—	AMERICAN RLTY CAP PPTYS INC	800,000	$3,208	0.4%	$4.01	—	COM	02917T104