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

CIK: 0001534949 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $235,623 (100.0% shares, 0.0% debt)

Holdings (8)

LQD ISHARES TR 41.0%

Value ($000) $96,556 Shares 824,000 Est. Cost $117.18 Unrealized —

XLY SELECT SECTOR SPDR TR 17.3%

Value ($000) $40,700 Shares 500,000 Est. Cost — Unrealized —

— SPRINT CORP 15.6%

Value ($000) $36,795 Shares 4,370,000 Est. Cost — Unrealized —

XLV SELECT SECTOR SPDR TR 14.6%

Value ($000) $34,470 Shares 500,000 Est. Cost — Unrealized —

EEM ISHARES TR 7.4%

Value ($000) $17,505 Shares 500,000 Est. Cost — Unrealized —

CF CF INDS HLDGS INC 2.7%

Value ($000) $6,248 Shares 198,500 Est. Cost — Unrealized —

XBI SPDR SERIES TRUST 1.3%

Value ($000) $2,959 Shares 50,000 Est. Cost $59.18 Unrealized —

XBI SPDR SERIES TRUST 0.2%

Value ($000) $390 Shares 6,600 Est. Cost $59.18 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
LQD	ISHARES TR	824,000	$96,556	41.0%	$117.18	—	IBOXX INV CP ETF	464287242
XLY	SELECT SECTOR SPDR TR	500,000	$40,700	17.3%	—	—	Call	81369Y407
—	SPRINT CORP	4,370,000	$36,795	15.6%	—	—	Put	85207U105
XLV	SELECT SECTOR SPDR TR	500,000	$34,470	14.6%	—	—	Call	81369Y209
EEM	ISHARES TR	500,000	$17,505	7.4%	—	—	Call	464287234
CF	CF INDS HLDGS INC	198,500	$6,248	2.7%	—	—	Put	125269100
XBI	SPDR SERIES TRUST	50,000	$2,959	1.3%	$59.18	—	S&P BIOTECH	78464A870
XBI	SPDR SERIES TRUST	6,600	$390	0.2%	$59.18	—	Call	78464A870