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

CIK: 0001534949 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 15, 2021

Total Value ($000): $874,245 (100.0% shares, 0.0% debt)

Holdings (38)

XLF SELECT SECTOR SPDR TR 44.8%

Value ($000) $391,747 Shares 10,438,231 Est. Cost $34.05 Unrealized —

XLE SELECT SECTOR SPDR TR 19.4%

Value ($000) $169,292 Shares 3,250,000 Est. Cost $49.39 Unrealized —

XLV SELECT SECTOR SPDR TR 7.6%

Value ($000) $66,832 Shares 525,000 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 4.4%

Value ($000) $38,387 Shares 736,930 Est. Cost $49.39 Unrealized —

ITB ISHARES TR 2.4%

Value ($000) $20,814 Shares 314,500 Est. Cost $69.22 Unrealized —

XLI SELECT SECTOR SPDR TR 2.4%

Value ($000) $20,625 Shares 210,806 Est. Cost $102.40 Unrealized —

EMR EMERSON ELEC CO 1.8%

Value ($000) $15,355 Shares 163,000 Est. Cost $91.20 Unrealized 0.0%

ROK ROCKWELL AUTOMATION INC 1.7%

Value ($000) $15,290 Shares 52,000 Est. Cost $284.68 Unrealized 0.0%

XLB SELECT SECTOR SPDR TR 1.3%

Value ($000) $11,257 Shares 142,290 Est. Cost $82.31 Unrealized —

MLM MARTIN MARIETTA MATLS INC 1.2%

Value ($000) $10,250 Shares 30,000 Est. Cost $311.78 Unrealized +13.5%

URI UNITED RENTALS INC 1.0%

Value ($000) $9,128 Shares 26,010 Est. Cost $297.50 Unrealized +9.3%

VMC VULCAN MATLS CO 1.0%

Value ($000) $8,458 Shares 50,000 Est. Cost $158.04 Unrealized +9.4%

MA MASTERCARD INCORPORATED 1.0%

Value ($000) $8,344 Shares 24,000 Est. Cost $354.74 Unrealized 0.0%

V VISA INC 0.9%

Value ($000) $8,019 Shares 36,000 Est. Cost $226.99 Unrealized 0.0%

PTC PTC INC 0.9%

Value ($000) $7,786 Shares 65,000 Est. Cost $133.33 Unrealized 0.0%

LYB LYONDELLBASELL INDUSTRIES N 0.8%

Value ($000) $6,737 Shares 71,782 Est. Cost $74.82 Unrealized -4.5%

PPG PPG INDS INC 0.7%

Value ($000) $5,928 Shares 41,450 Est. Cost $139.61 Unrealized +5.1%

OIH VANECK VECTORS ETF TR 0.6%

Value ($000) $5,655 Shares 28,706 Est. Cost $191.14 Unrealized —

HUN HUNTSMAN CORP 0.6%

Value ($000) $4,949 Shares 167,248 Est. Cost $27.51 Unrealized -4.3%

LPX LOUISIANA PAC CORP 0.5%

Value ($000) $4,551 Shares 74,162 Est. Cost $63.92 Unrealized -7.8%

RF REGIONS FINANCIAL CORP NEW 0.4%

Value ($000) $3,557 Shares 166,901 Est. Cost $16.92 Unrealized -2.1%

PRU PRUDENTIAL FINL INC 0.4%

Value ($000) $3,495 Shares 33,221 Est. Cost $73.69 Unrealized +13.2%

VMC VULCAN MATLS CO 0.4%

Value ($000) $3,307 Shares 19,550 Est. Cost $158.04 Unrealized +9.4%

CRI CARTERS INC 0.4%

Value ($000) $3,250 Shares 33,422 Est. Cost $77.89 Unrealized +7.8%

MLM MARTIN MARIETTA MATLS INC 0.4%

Value ($000) $3,224 Shares 9,435 Est. Cost $311.78 Unrealized +13.5%

WRB BERKLEY W R CORP 0.4%

Value ($000) $3,173 Shares 43,353 Est. Cost $29.26 Unrealized +1.1%

KWEB KRANESHARES TR 0.4%

Value ($000) $3,076 Shares 65,000 Est. Cost — Unrealized —

MTG MGIC INVT CORP WIS 0.3%

Value ($000) $3,045 Shares 203,518 Est. Cost $7.77 Unrealized +86.4%

TROX TRONOX HOLDINGS PLC 0.3%

Value ($000) $2,931 Shares 118,900 Est. Cost — Unrealized —

RDN RADIAN GROUP INC 0.3%

Value ($000) $2,733 Shares 120,280 Est. Cost $12.43 Unrealized +58.1%

ESNT ESSENT GROUP LTD 0.3%

Value ($000) $2,473 Shares 56,197 Est. Cost $29.12 Unrealized +43.8%

ACGL ARCH CAP GROUP LTD 0.3%

Value ($000) $2,454 Shares 64,276 Est. Cost $31.21 Unrealized +20.7%

JPM JPMORGAN CHASE & CO 0.3%

Value ($000) $2,328 Shares 14,224 Est. Cost $139.74 Unrealized +0.4%

NMIH NMI HLDGS INC 0.2%

Value ($000) $1,766 Shares 78,098 Est. Cost $15.47 Unrealized +42.2%

COMP COMPASS INC 0.2%

Value ($000) $1,382 Shares 104,200 Est. Cost — Unrealized —

IVE ISHARES TR 0.1%

Value ($000) $1,163 Shares 8,000 Est. Cost $145.38 Unrealized —

OMF ONEMAIN HLDGS INC 0.1%

Value ($000) $949 Shares 17,159 Est. Cost $58.15 Unrealized 0.0%

— REALOGY HLDGS CORP 0.1%

Value ($000) $535 Shares 30,480 Est. Cost $18.21 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	10,438,231	$391,747	44.8%	$34.05	—	FINANCIAL	81369Y605
XLE	SELECT SECTOR SPDR TR	3,250,000	$169,292	19.4%	$49.39	—	Call	81369Y506
XLV	SELECT SECTOR SPDR TR	525,000	$66,832	7.6%	—	—	Call	81369Y209
XLE	SELECT SECTOR SPDR TR	736,930	$38,387	4.4%	$49.39	—	ENERGY	81369Y506
ITB	ISHARES TR	314,500	$20,814	2.4%	$69.22	—	US HOME CONS ETF	464288752
XLI	SELECT SECTOR SPDR TR	210,806	$20,625	2.4%	$102.40	—	SBI INT-INDS	81369Y704
EMR	EMERSON ELEC CO	163,000	$15,355	1.8%	$91.20	0.0%	COM	291011104
ROK	ROCKWELL AUTOMATION INC	52,000	$15,290	1.7%	$284.68	0.0%	COM	773903109
XLB	SELECT SECTOR SPDR TR	142,290	$11,257	1.3%	$82.31	—	SBI MATERIALS	81369Y100
MLM	MARTIN MARIETTA MATLS INC	30,000	$10,250	1.2%	$311.78	+13.5%	Call	573284106
URI	UNITED RENTALS INC	26,010	$9,128	1.0%	$297.50	+9.3%	COM	911363109
VMC	VULCAN MATLS CO	50,000	$8,458	1.0%	$158.04	+9.4%	Call	929160109
MA	MASTERCARD INCORPORATED	24,000	$8,344	1.0%	$354.74	0.0%	CL A	57636Q104
V	VISA INC	36,000	$8,019	0.9%	$226.99	0.0%	COM CL A	92826C839
PTC	PTC INC	65,000	$7,786	0.9%	$133.33	0.0%	COM	69370C100
LYB	LYONDELLBASELL INDUSTRIES N	71,782	$6,737	0.8%	$74.82	-4.5%	SHS - A -	N53745100
PPG	PPG INDS INC	41,450	$5,928	0.7%	$139.61	+5.1%	COM	693506107
OIH	VANECK VECTORS ETF TR	28,706	$5,655	0.6%	$191.14	—	OIL SVCS ETF	92189H607
HUN	HUNTSMAN CORP	167,248	$4,949	0.6%	$27.51	-4.3%	COM	447011107
LPX	LOUISIANA PAC CORP	74,162	$4,551	0.5%	$63.92	-7.8%	COM	546347105
RF	REGIONS FINANCIAL CORP NEW	166,901	$3,557	0.4%	$16.92	-2.1%	COM	7591EP100
PRU	PRUDENTIAL FINL INC	33,221	$3,495	0.4%	$73.69	+13.2%	COM	744320102
VMC	VULCAN MATLS CO	19,550	$3,307	0.4%	$158.04	+9.4%	COM	929160109
CRI	CARTERS INC	33,422	$3,250	0.4%	$77.89	+7.8%	COM	146229109
MLM	MARTIN MARIETTA MATLS INC	9,435	$3,224	0.4%	$311.78	+13.5%	COM	573284106
WRB	BERKLEY W R CORP	43,353	$3,173	0.4%	$29.26	+1.1%	COM	084423102
KWEB	KRANESHARES TR	65,000	$3,076	0.4%	—	—	Call	500767306
MTG	MGIC INVT CORP WIS	203,518	$3,045	0.3%	$7.77	+86.4%	COM	552848103
TROX	TRONOX HOLDINGS PLC	118,900	$2,931	0.3%	—	—	Call	G9087Q102
RDN	RADIAN GROUP INC	120,280	$2,733	0.3%	$12.43	+58.1%	COM	750236101
ESNT	ESSENT GROUP LTD	56,197	$2,473	0.3%	$29.12	+43.8%	COM	G3198U102
ACGL	ARCH CAP GROUP LTD	64,276	$2,454	0.3%	$31.21	+20.7%	ORD	G0450A105
JPM	JPMORGAN CHASE & CO	14,224	$2,328	0.3%	$139.74	+0.4%	COM	46625H100
NMIH	NMI HLDGS INC	78,098	$1,766	0.2%	$15.47	+42.2%	CL A	629209305
COMP	COMPASS INC	104,200	$1,382	0.2%	—	—	Put	20464U100
IVE	ISHARES TR	8,000	$1,163	0.1%	$145.38	—	S&P 500 VAL ETF	464287408
OMF	ONEMAIN HLDGS INC	17,159	$949	0.1%	$58.15	0.0%	COM	68268W103
—	REALOGY HLDGS CORP	30,480	$535	0.1%	$18.21	—	COM	75605Y106