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

CIK: 0001534949 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $116,438 (100.0% shares, 0.0% debt)

Holdings (2)

SPY SPDR S&P 500 ETF TR 98.9%

Value ($000) $115,211 Shares 550,000 Est. Cost — Unrealized —

LQD ISHARES TR 1.1%

Value ($000) $1,227 Shares 10,000 Est. Cost $122.70 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	550,000	$115,211	98.9%	—	—	Put	78462F103
LQD	ISHARES TR	10,000	$1,227	1.1%	$122.70	—	IBOXX INV CP ETF	464287242