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

CIK: 0001534949 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 16, 2021

Total Value ($000): $927,998 (100.0% shares, 0.0% debt)

Holdings (43)

XLF SELECT SECTOR SPDR TR 43.0%

Value ($000) $398,946 Shares 10,873,420 Est. Cost $34.05 Unrealized —

SMH VANECK VECTORS ETF TR 5.9%

Value ($000) $55,070 Shares 210,000 Est. Cost $243.55 Unrealized —

XLI SELECT SECTOR SPDR TR 5.1%

Value ($000) $47,104 Shares 460,000 Est. Cost $102.40 Unrealized —

XLE SELECT SECTOR SPDR TR 5.0%

Value ($000) $46,576 Shares 864,603 Est. Cost $49.39 Unrealized —

IYR ISHARES TR 3.2%

Value ($000) $29,563 Shares 290,000 Est. Cost — Unrealized —

XLU SELECT SECTOR SPDR TR 3.1%

Value ($000) $29,054 Shares 459,500 Est. Cost $63.23 Unrealized —

XLB SELECT SECTOR SPDR TR 3.0%

Value ($000) $27,985 Shares 340,000 Est. Cost $82.31 Unrealized —

ITB ISHARES TR 2.8%

Value ($000) $25,611 Shares 370,000 Est. Cost $69.22 Unrealized —

URI UNITED RENTALS INC 1.7%

Value ($000) $15,622 Shares 48,969 Est. Cost $297.50 Unrealized +5.1%

VMC VULCAN MATLS CO 1.6%

Value ($000) $14,527 Shares 83,453 Est. Cost $158.04 Unrealized +9.0%

MLM MARTIN MARIETTA MATLS INC 1.5%

Value ($000) $14,372 Shares 40,853 Est. Cost $311.78 Unrealized +11.0%

OIH VANECK VECTORS ETF TR 1.5%

Value ($000) $14,012 Shares 64,000 Est. Cost $191.14 Unrealized —

IVW ISHARES TR 1.5%

Value ($000) $13,673 Shares 188,000 Est. Cost $72.73 Unrealized —

LYB LYONDELLBASELL INDUSTRIES N 1.5%

Value ($000) $13,547 Shares 131,691 Est. Cost $74.82 Unrealized +4.2%

PPG PPG INDS INC 1.4%

Value ($000) $13,411 Shares 78,993 Est. Cost $139.61 Unrealized +12.0%

TJX TJX COS INC NEW 1.4%

Value ($000) $13,012 Shares 193,000 Est. Cost $63.67 Unrealized 0.0%

PRU PRUDENTIAL FINL INC 1.3%

Value ($000) $11,783 Shares 114,985 Est. Cost $73.69 Unrealized +11.0%

ROST ROSS STORES INC 1.2%

Value ($000) $11,532 Shares 93,000 Est. Cost $118.36 Unrealized 0.0%

RF REGIONS FINANCIAL CORP NEW 1.2%

Value ($000) $11,399 Shares 564,870 Est. Cost $16.92 Unrealized +5.6%

KWEB KRANESHARES TR 1.1%

Value ($000) $10,467 Shares 150,000 Est. Cost — Unrealized —

BURL BURLINGTON STORES INC 0.9%

Value ($000) $8,372 Shares 26,000 Est. Cost $318.32 Unrealized 0.0%

JPM JPMORGAN CHASE & CO 0.8%

Value ($000) $7,606 Shares 48,900 Est. Cost $139.74 Unrealized 0.0%

— SL GREEN RLTY CORP 0.8%

Value ($000) $7,464 Shares 93,300 Est. Cost $69.99 Unrealized —

HUN HUNTSMAN CORP 0.8%

Value ($000) $7,048 Shares 265,763 Est. Cost $27.51 Unrealized +3.3%

VNO VORNADO RLTY TR 0.7%

Value ($000) $6,800 Shares 145,700 Est. Cost $45.39 Unrealized —

SMH VANECK VECTORS ETF TR 0.7%

Value ($000) $6,687 Shares 25,500 Est. Cost $243.55 Unrealized —

WRB BERKLEY W R CORP 0.7%

Value ($000) $6,628 Shares 89,053 Est. Cost $29.26 Unrealized +5.2%

CRI CARTERS INC 0.7%

Value ($000) $6,197 Shares 60,070 Est. Cost $77.89 Unrealized +8.5%

LPX LOUISIANA PAC CORP 0.6%

Value ($000) $5,260 Shares 87,250 Est. Cost $63.92 Unrealized 0.0%

DIS DISNEY WALT CO 0.5%

Value ($000) $4,577 Shares 26,038 Est. Cost $169.27 Unrealized +3.8%

SYY SYSCO CORP 0.5%

Value ($000) $4,476 Shares 57,564 Est. Cost $65.81 Unrealized +8.4%

MAR MARRIOTT INTL INC NEW 0.5%

Value ($000) $4,356 Shares 31,906 Est. Cost $119.80 Unrealized +16.1%

BA BOEING CO 0.5%

Value ($000) $4,308 Shares 17,981 Est. Cost $213.43 Unrealized +13.3%

MTG MGIC INVT CORP WIS 0.5%

Value ($000) $4,230 Shares 311,048 Est. Cost $7.77 Unrealized +84.7%

RCL ROYAL CARIBBEAN GROUP 0.4%

Value ($000) $4,155 Shares 48,724 Est. Cost $75.03 Unrealized +14.1%

RDN RADIAN GROUP INC 0.4%

Value ($000) $4,081 Shares 183,431 Est. Cost $12.43 Unrealized +61.9%

ACGL ARCH CAP GROUP LTD 0.4%

Value ($000) $4,026 Shares 103,400 Est. Cost $31.21 Unrealized +20.6%

ESNT ESSENT GROUP LTD 0.4%

Value ($000) $3,959 Shares 88,081 Est. Cost $29.12 Unrealized +53.1%

DAL DELTA AIR LINES INC DEL 0.4%

Value ($000) $3,845 Shares 88,872 Est. Cost $43.04 Unrealized +4.6%

NMIH NMI HLDGS INC 0.3%

Value ($000) $2,455 Shares 109,206 Est. Cost $15.47 Unrealized +54.3%

USFD US FOODS HLDG CORP 0.2%

Value ($000) $2,221 Shares 57,906 Est. Cost $36.15 Unrealized +7.3%

COMP COMPASS INC 0.2%

Value ($000) $1,426 Shares 108,500 Est. Cost — Unrealized —

— REALOGY HLDGS CORP 0.1%

Value ($000) $555 Shares 30,480 Est. Cost $18.21 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	10,873,420	$398,946	43.0%	$34.05	—	FINANCIAL	81369Y605
SMH	VANECK VECTORS ETF TR	210,000	$55,070	5.9%	$243.55	—	Call	92189F676
XLI	SELECT SECTOR SPDR TR	460,000	$47,104	5.1%	$102.40	—	SBI INT-INDS	81369Y704
XLE	SELECT SECTOR SPDR TR	864,603	$46,576	5.0%	$49.39	—	ENERGY	81369Y506
IYR	ISHARES TR	290,000	$29,563	3.2%	—	—	Put	464287739
XLU	SELECT SECTOR SPDR TR	459,500	$29,054	3.1%	$63.23	—	SBI INT-UTILS	81369Y886
XLB	SELECT SECTOR SPDR TR	340,000	$27,985	3.0%	$82.31	—	SBI MATERIALS	81369Y100
ITB	ISHARES TR	370,000	$25,611	2.8%	$69.22	—	US HOME CONS ETF	464288752
URI	UNITED RENTALS INC	48,969	$15,622	1.7%	$297.50	+5.1%	COM	911363109
VMC	VULCAN MATLS CO	83,453	$14,527	1.6%	$158.04	+9.0%	COM	929160109
MLM	MARTIN MARIETTA MATLS INC	40,853	$14,372	1.5%	$311.78	+11.0%	COM	573284106
OIH	VANECK VECTORS ETF TR	64,000	$14,012	1.5%	$191.14	—	OIL SVCS ETF	92189H607
IVW	ISHARES TR	188,000	$13,673	1.5%	$72.73	—	S&P 500 GRWT ETF	464287309
LYB	LYONDELLBASELL INDUSTRIES N	131,691	$13,547	1.5%	$74.82	+4.2%	SHS - A -	N53745100
PPG	PPG INDS INC	78,993	$13,411	1.4%	$139.61	+12.0%	COM	693506107
TJX	TJX COS INC NEW	193,000	$13,012	1.4%	$63.67	0.0%	COM	872540109
PRU	PRUDENTIAL FINL INC	114,985	$11,783	1.3%	$73.69	+11.0%	COM	744320102
ROST	ROSS STORES INC	93,000	$11,532	1.2%	$118.36	0.0%	COM	778296103
RF	REGIONS FINANCIAL CORP NEW	564,870	$11,399	1.2%	$16.92	+5.6%	COM	7591EP100
KWEB	KRANESHARES TR	150,000	$10,467	1.1%	—	—	Call	500767306
BURL	BURLINGTON STORES INC	26,000	$8,372	0.9%	$318.32	0.0%	COM	122017106
JPM	JPMORGAN CHASE & CO	48,900	$7,606	0.8%	$139.74	0.0%	COM	46625H100
—	SL GREEN RLTY CORP	93,300	$7,464	0.8%	$69.99	—	COM	78440X804
HUN	HUNTSMAN CORP	265,763	$7,048	0.8%	$27.51	+3.3%	COM	447011107
VNO	VORNADO RLTY TR	145,700	$6,800	0.7%	$45.39	—	SH BEN INT	929042109
SMH	VANECK VECTORS ETF TR	25,500	$6,687	0.7%	$243.55	—	SEMICONDUCTOR ET	92189F676
WRB	BERKLEY W R CORP	89,053	$6,628	0.7%	$29.26	+5.2%	COM	084423102
CRI	CARTERS INC	60,070	$6,197	0.7%	$77.89	+8.5%	COM	146229109
LPX	LOUISIANA PAC CORP	87,250	$5,260	0.6%	$63.92	0.0%	COM	546347105
DIS	DISNEY WALT CO	26,038	$4,577	0.5%	$169.27	+3.8%	COM	254687106
SYY	SYSCO CORP	57,564	$4,476	0.5%	$65.81	+8.4%	COM	871829107
MAR	MARRIOTT INTL INC NEW	31,906	$4,356	0.5%	$119.80	+16.1%	CL A	571903202
BA	BOEING CO	17,981	$4,308	0.5%	$213.43	+13.3%	COM	097023105
MTG	MGIC INVT CORP WIS	311,048	$4,230	0.5%	$7.77	+84.7%	COM	552848103
RCL	ROYAL CARIBBEAN GROUP	48,724	$4,155	0.4%	$75.03	+14.1%	COM	V7780T103
RDN	RADIAN GROUP INC	183,431	$4,081	0.4%	$12.43	+61.9%	COM	750236101
ACGL	ARCH CAP GROUP LTD	103,400	$4,026	0.4%	$31.21	+20.6%	ORD	G0450A105
ESNT	ESSENT GROUP LTD	88,081	$3,959	0.4%	$29.12	+53.1%	COM	G3198U102
DAL	DELTA AIR LINES INC DEL	88,872	$3,845	0.4%	$43.04	+4.6%	COM NEW	247361702
NMIH	NMI HLDGS INC	109,206	$2,455	0.3%	$15.47	+54.3%	CL A	629209305
USFD	US FOODS HLDG CORP	57,906	$2,221	0.2%	$36.15	+7.3%	COM	912008109
COMP	COMPASS INC	108,500	$1,426	0.2%	—	—	Put	20464U100
—	REALOGY HLDGS CORP	30,480	$555	0.1%	$18.21	—	COM	75605Y106