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

CIK: 0001534949 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 15, 2017

Total Value ($000): $2,812,884 (100.0% shares, 0.0% debt)

Holdings (11)

EEM ISHARES TR 40.4%

Value ($000) $1,136,906 Shares 28,862,800 Est. Cost $39.39 Unrealized —

XLE SELECT SECTOR SPDR TR 32.3%

Value ($000) $908,001 Shares 12,990,000 Est. Cost — Unrealized —

EEM ISHARES TR 17.4%

Value ($000) $488,699 Shares 12,406,676 Est. Cost $39.39 Unrealized —

XLF SELECT SECTOR SPDR TR 2.5%

Value ($000) $71,190 Shares 3,000,000 Est. Cost $23.73 Unrealized —

— SPDR SERIES TRUST 2.0%

Value ($000) $56,160 Shares 1,500,000 Est. Cost — Unrealized —

XLU SELECT SECTOR SPDR TR 1.8%

Value ($000) $51,310 Shares 1,000,000 Est. Cost — Unrealized —

— SPRINT CORP 1.3%

Value ($000) $37,932 Shares 4,370,000 Est. Cost — Unrealized —

DXJ WISDOMTREE TR 0.9%

Value ($000) $25,477 Shares 503,300 Est. Cost — Unrealized —

SPG SIMON PPTY GROUP INC NEW 0.9%

Value ($000) $24,944 Shares 145,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 0.3%

Value ($000) $7,119 Shares 300,000 Est. Cost $23.73 Unrealized —

— GGP INC 0.2%

Value ($000) $5,146 Shares 222,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EEM	ISHARES TR	28,862,800	$1,136,906	40.4%	$39.39	—	Call	464287234
XLE	SELECT SECTOR SPDR TR	12,990,000	$908,001	32.3%	—	—	Call	81369Y506
EEM	ISHARES TR	12,406,676	$488,699	17.4%	$39.39	—	MSCI EMG MKT ETF	464287234
XLF	SELECT SECTOR SPDR TR	3,000,000	$71,190	2.5%	$23.73	—	Call	81369Y605
—	SPDR SERIES TRUST	1,500,000	$56,160	2.0%	—	—	Call	78464A730
XLU	SELECT SECTOR SPDR TR	1,000,000	$51,310	1.8%	—	—	Put	81369Y886
—	SPRINT CORP	4,370,000	$37,932	1.3%	—	—	Put	85207U105
DXJ	WISDOMTREE TR	503,300	$25,477	0.9%	—	—	Call	97717W851
SPG	SIMON PPTY GROUP INC NEW	145,000	$24,944	0.9%	—	—	Call	828806109
XLF	SELECT SECTOR SPDR TR	300,000	$7,119	0.3%	$23.73	—	SBI INT-FINL	81369Y605
—	GGP INC	222,000	$5,146	0.2%	—	—	Call	36174X101