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

Location: New York, NY

CIK: 0001534949 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value: $236M (100.0% shares, 0.0% debt)

Holdings (8)

LQD ISHARES TR 41.0%

Value $96.56M Shares 824,000 Est. Cost $117.18 Unrealized —

XLY SELECT SECTOR SPDR TR 17.3%

Value $40.7M Shares 500,000 Est. Cost — Unrealized —

— SPRINT CORP 15.6%

Value $36.8M Shares 4,370,000 Est. Cost — Unrealized —

XLV SELECT SECTOR SPDR TR 14.6%

Value $34.47M Shares 500,000 Est. Cost — Unrealized —

EEM ISHARES TR 7.4%

Value $17.5M Shares 500,000 Est. Cost — Unrealized —

CF CF INDS HLDGS INC 2.7%

Value $6.248M Shares 198,500 Est. Cost — Unrealized —

XBI SPDR SERIES TRUST 1.3%

Value $2.959M Shares 50,000 Est. Cost $59.18 Unrealized —

XBI SPDR SERIES TRUST 0.2%

Value $390K Shares 6,600 Est. Cost $59.18 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
LQD	ISHARES TR	824,000	$96.56M	41.0%	$117.18	—	IBOXX INV CP ETF	464287242
XLY	SELECT SECTOR SPDR TR	500,000	$40.7M	17.3%	—	—	Call	81369Y407
—	SPRINT CORP	4,370,000	$36.8M	15.6%	—	—	Put	85207U105
XLV	SELECT SECTOR SPDR TR	500,000	$34.47M	14.6%	—	—	Call	81369Y209
EEM	ISHARES TR	500,000	$17.5M	7.4%	—	—	Call	464287234
CF	CF INDS HLDGS INC	198,500	$6.248M	2.7%	—	—	Put	125269100
XBI	SPDR SERIES TRUST	50,000	$2.959M	1.3%	$59.18	—	S&P BIOTECH	78464A870
XBI	SPDR SERIES TRUST	6,600	$390K	0.2%	$59.18	—	Call	78464A870