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

CIK: 0001534949 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $120,495 (100.0% shares, 0.0% debt)

Holdings (5)

— ISHARES 43.3%

Value ($000) $52,197 Shares 4,574,745 Est. Cost — Unrealized —

IWM ISHARES TR 38.8%

Value ($000) $46,789 Shares 42,000 Est. Cost — Unrealized —

— BARCLAYS BK PLC 14.6%

Value ($000) $17,620 Shares 1,000,000 Est. Cost $17.62 Unrealized —

— BARCLAYS BK PLC 2.2%

Value ($000) $2,643 Shares 150,000 Est. Cost $17.62 Unrealized —

KBE SPDR SERIES TRUST 1.0%

Value ($000) $1,246 Shares 41,036 Est. Cost $30.36 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ISHARES	4,574,745	$52,197	43.3%	—	—	Call	464286848
IWM	ISHARES TR	42,000	$46,789	38.8%	—	—	Call	464287655
—	BARCLAYS BK PLC	1,000,000	$17,620	14.6%	$17.62	—	Put	06742E711
—	BARCLAYS BK PLC	150,000	$2,643	2.2%	$17.62	—	IPATH S&P500 VIX	06742E711
KBE	SPDR SERIES TRUST	41,036	$1,246	1.0%	$30.36	—	S&P BK ETF	78464A797