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

Location: New York, NY

CIK: 0001534949 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 15, 2017

Total Value: $2.813B (100.0% shares, 0.0% debt)

Holdings (11)

EEM ISHARES TR 40.4%

Value $1.137B Shares 28,862,800 Est. Cost $39.39 Unrealized —

XLE SELECT SECTOR SPDR TR 32.3%

Value $908M Shares 12,990,000 Est. Cost — Unrealized —

EEM ISHARES TR 17.4%

Value $489M Shares 12,406,676 Est. Cost $39.39 Unrealized —

XLF SELECT SECTOR SPDR TR 2.5%

Value $71.19M Shares 3,000,000 Est. Cost $23.73 Unrealized —

— SPDR SERIES TRUST 2.0%

Value $56.16M Shares 1,500,000 Est. Cost — Unrealized —

XLU SELECT SECTOR SPDR TR 1.8%

Value $51.31M Shares 1,000,000 Est. Cost — Unrealized —

— SPRINT CORP 1.3%

Value $37.93M Shares 4,370,000 Est. Cost — Unrealized —

DXJ WISDOMTREE TR 0.9%

Value $25.48M Shares 503,300 Est. Cost — Unrealized —

SPG SIMON PPTY GROUP INC NEW 0.9%

Value $24.94M Shares 145,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 0.3%

Value $7.119M Shares 300,000 Est. Cost $23.73 Unrealized —

— GGP INC 0.2%

Value $5.146M Shares 222,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
EEM	ISHARES TR	28,862,800	$1.137B	40.4%	$39.39	—	Call	464287234
XLE	SELECT SECTOR SPDR TR	12,990,000	$908M	32.3%	—	—	Call	81369Y506
EEM	ISHARES TR	12,406,676	$489M	17.4%	$39.39	—	MSCI EMG MKT ETF	464287234
XLF	SELECT SECTOR SPDR TR	3,000,000	$71.19M	2.5%	$23.73	—	Call	81369Y605
—	SPDR SERIES TRUST	1,500,000	$56.16M	2.0%	—	—	Call	78464A730
XLU	SELECT SECTOR SPDR TR	1,000,000	$51.31M	1.8%	—	—	Put	81369Y886
—	SPRINT CORP	4,370,000	$37.93M	1.3%	—	—	Put	85207U105
DXJ	WISDOMTREE TR	503,300	$25.48M	0.9%	—	—	Call	97717W851
SPG	SIMON PPTY GROUP INC NEW	145,000	$24.94M	0.9%	—	—	Call	828806109
XLF	SELECT SECTOR SPDR TR	300,000	$7.119M	0.3%	$23.73	—	SBI INT-FINL	81369Y605
—	GGP INC	222,000	$5.146M	0.2%	—	—	Call	36174X101