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

CIK: 0001534949 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 14, 2014

Total Value ($000): $385,534 (100.0% shares, 0.0% debt)

Holdings (7)

XLI SELECT SECTOR SPDR TR 64.5%

Value ($000) $248,493 Shares 4,596,621 Est. Cost $54.06 Unrealized —

C CITIGROUP INC 16.9%

Value ($000) $65,252 Shares 13,854 Est. Cost — Unrealized —

AAPL APPLE INC 8.0%

Value ($000) $30,759 Shares 331,000 Est. Cost $18.66 Unrealized 0.0%

ORCL ORACLE CORP 5.2%

Value ($000) $19,859 Shares 490,000 Est. Cost $34.67 Unrealized 0.0%

— AMERICAN CAP MTG INVT CORP 2.1%

Value ($000) $8,163 Shares 407,778 Est. Cost $20.02 Unrealized —

— INVESCO MORTGAGE CAPITAL INC 1.7%

Value ($000) $6,575 Shares 378,794 Est. Cost $17.36 Unrealized —

— ARMOUR RESIDENTIAL REIT INC 1.7%

Value ($000) $6,433 Shares 1,485,801 Est. Cost $4.33 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLI	SELECT SECTOR SPDR TR	4,596,621	$248,493	64.5%	$54.06	—	SBI INT-INDS	81369Y704
C	CITIGROUP INC	13,854	$65,252	16.9%	—	—	Call	172967424
AAPL	APPLE INC	331,000	$30,759	8.0%	$18.66	0.0%	COM	037833100
ORCL	ORACLE CORP	490,000	$19,859	5.2%	$34.67	0.0%	COM	68389X105
—	AMERICAN CAP MTG INVT CORP	407,778	$8,163	2.1%	$20.02	—	COM	02504A104
—	INVESCO MORTGAGE CAPITAL INC	378,794	$6,575	1.7%	$17.36	—	COM	46131B100
—	ARMOUR RESIDENTIAL REIT INC	1,485,801	$6,433	1.7%	$4.33	—	COM	042315101