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

CIK: 0001534949 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value ($000): $387,593 (100.0% shares, 0.0% debt)

Holdings (9)

AAPL APPLE INC 26.0%

Value ($000) $100,750 Shares 1,000,000 Est. Cost $20.64 Unrealized +4.8%

AAPL APPLE INC 26.0%

Value ($000) $100,750 Shares 1,000,000 Est. Cost $20.64 Unrealized +4.8%

SPY SPDR S&P 500 ETF TR 25.4%

Value ($000) $98,510 Shares 500,000 Est. Cost — Unrealized —

FXI ISHARES TR CHINA LG-CAP ETF 14.8%

Value ($000) $57,420 Shares 1,500,000 Est. Cost — Unrealized —

— AMERICAN CAPITAL AGENCY CORP 3.0%

Value ($000) $11,481 Shares 540,300 Est. Cost $21.25 Unrealized —

— INVESCO MORTGAGE CAPITAL INC 2.7%

Value ($000) $10,465 Shares 665,739 Est. Cost $16.65 Unrealized —

— ARMOUR RESIDENTIAL REIT INC 1.7%

Value ($000) $6,477 Shares 1,682,454 Est. Cost $4.27 Unrealized —

— APOLLO RESIDENTIAL MTG INC 0.3%

Value ($000) $1,186 Shares 76,879 Est. Cost $15.43 Unrealized —

— AMERICAN CAP MTG INVT CORP 0.1%

Value ($000) $554 Shares 29,425 Est. Cost $20.02 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AAPL	APPLE INC	1,000,000	$100,750	26.0%	$20.64	+4.8%	COM	037833100
AAPL	APPLE INC	1,000,000	$100,750	26.0%	$20.64	+4.8%	Put	037833100
SPY	SPDR S&P 500 ETF TR	500,000	$98,510	25.4%	—	—	Put	78462F103
FXI	ISHARES TR CHINA LG-CAP ETF	1,500,000	$57,420	14.8%	—	—	Call	464287184
—	AMERICAN CAPITAL AGENCY CORP	540,300	$11,481	3.0%	$21.25	—	COM	02503X105
—	INVESCO MORTGAGE CAPITAL INC	665,739	$10,465	2.7%	$16.65	—	COM	46131B100
—	ARMOUR RESIDENTIAL REIT INC	1,682,454	$6,477	1.7%	$4.27	—	COM	042315101
—	APOLLO RESIDENTIAL MTG INC	76,879	$1,186	0.3%	$15.43	—	COM	03763V102
—	AMERICAN CAP MTG INVT CORP	29,425	$554	0.1%	$20.02	—	COM	02504A104