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

CIK: 0001534949 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 15, 2015

Total Value ($000): $477,849 (100.0% shares, 0.0% debt)

Holdings (17)

— POWERSHARES QQQ TRUST 33.7%

Value ($000) $160,829 Shares 1,523,000 Est. Cost — Unrealized —

HYG ISHARES 18.5%

Value ($000) $88,413 Shares 975,750 Est. Cost $90.25 Unrealized —

OEF ISHARES TR 16.8%

Value ($000) $80,260 Shares 2,000,000 Est. Cost — Unrealized —

XLB SELECT SECTOR SPDR TR 8.5%

Value ($000) $40,730 Shares 525,000 Est. Cost — Unrealized —

— INVESCO MORTGAGE CAPITAL INC 4.4%

Value ($000) $20,935 Shares 1,348,059 Est. Cost $16.05 Unrealized —

— AMERICAN CAPITAL AGENCY CORP 2.8%

Value ($000) $13,474 Shares 631,713 Est. Cost $21.28 Unrealized —

— DISCOVER FINL SVCS 2.6%

Value ($000) $12,589 Shares 223,400 Est. Cost — Unrealized —

AXP AMERICAN EXPRESS CO 2.6%

Value ($000) $12,554 Shares 160,700 Est. Cost — Unrealized —

— ARMOUR RESIDENTIAL REIT INC 2.5%

Value ($000) $12,034 Shares 3,796,226 Est. Cost $3.70 Unrealized —

LUV SOUTHWEST AIRLS CO 1.4%

Value ($000) $6,606 Shares 149,127 Est. Cost $35.89 Unrealized +7.6%

UAL UNITED CONTL HLDGS INC 1.3%

Value ($000) $6,270 Shares 93,227 Est. Cost $61.66 Unrealized +9.9%

AAL AMERICAN AIRLS GROUP INC 1.2%

Value ($000) $5,704 Shares 108,074 Est. Cost $44.31 Unrealized +8.7%

DAL DELTA AIR LINES INC DEL 1.1%

Value ($000) $5,476 Shares 121,795 Est. Cost $38.73 Unrealized +5.0%

— APOLLO RESIDENTIAL MTG INC 1.0%

Value ($000) $4,658 Shares 292,040 Est. Cost $15.76 Unrealized —

AAPL APPLE INC 0.8%

Value ($000) $4,032 Shares 32,400 Est. Cost $26.84 Unrealized 0.0%

XLY SELECT SECTOR SPDR TR 0.4%

Value ($000) $1,884 Shares 25,000 Est. Cost $72.15 Unrealized —

XHB SPDR SERIES TRUST 0.3%

Value ($000) $1,401 Shares 38,000 Est. Cost $36.87 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	POWERSHARES QQQ TRUST	1,523,000	$160,829	33.7%	—	—	Call	73935A104
HYG	ISHARES	975,750	$88,413	18.5%	$90.25	—	IBOXX HI YD ETF	464288513
OEF	ISHARES TR	2,000,000	$80,260	16.8%	—	—	Call	464287101
XLB	SELECT SECTOR SPDR TR	525,000	$40,730	8.5%	—	—	Call	81369Y100
—	INVESCO MORTGAGE CAPITAL INC	1,348,059	$20,935	4.4%	$16.05	—	COM	46131B100
—	AMERICAN CAPITAL AGENCY CORP	631,713	$13,474	2.8%	$21.28	—	COM	02503X105
—	DISCOVER FINL SVCS	223,400	$12,589	2.6%	—	—	Call	254709108
AXP	AMERICAN EXPRESS CO	160,700	$12,554	2.6%	—	—	Call	025816109
—	ARMOUR RESIDENTIAL REIT INC	3,796,226	$12,034	2.5%	$3.70	—	COM	042315101
LUV	SOUTHWEST AIRLS CO	149,127	$6,606	1.4%	$35.89	+7.6%	COM	844741108
UAL	UNITED CONTL HLDGS INC	93,227	$6,270	1.3%	$61.66	+9.9%	COM	910047109
AAL	AMERICAN AIRLS GROUP INC	108,074	$5,704	1.2%	$44.31	+8.7%	COM	02376R102
DAL	DELTA AIR LINES INC DEL	121,795	$5,476	1.1%	$38.73	+5.0%	COM NEW	247361702
—	APOLLO RESIDENTIAL MTG INC	292,040	$4,658	1.0%	$15.76	—	COM	03763V102
AAPL	APPLE INC	32,400	$4,032	0.8%	$26.84	0.0%	COM	037833100
XLY	SELECT SECTOR SPDR TR	25,000	$1,884	0.4%	$72.15	—	SBI CONS DISCR	81369Y407
XHB	SPDR SERIES TRUST	38,000	$1,401	0.3%	$36.87	—	S&P HOMEBUILD	78464A888