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

CIK: 0001534949 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 14, 2022

Total Value ($000): $1,757,624 (100.0% shares, 0.0% debt)

Holdings (33)

SPY SPDR S&P 500 ETF TR 44.7%

Value ($000) $786,201 Shares 1,655,300 Est. Cost $474.96 Unrealized —

XLF SELECT SECTOR SPDR TR 18.1%

Value ($000) $318,317 Shares 8,151,528 Est. Cost $34.05 Unrealized —

FXI ISHARES TR 6.1%

Value ($000) $107,816 Shares 2,947,400 Est. Cost $36.58 Unrealized —

XLI SELECT SECTOR SPDR TR 5.8%

Value ($000) $102,636 Shares 970,000 Est. Cost $102.40 Unrealized —

QQQ INVESCO QQQ TR 4.1%

Value ($000) $71,613 Shares 180,000 Est. Cost — Unrealized —

IWM ISHARES TR 3.7%

Value ($000) $64,733 Shares 291,000 Est. Cost — Unrealized —

FXI ISHARES TR 2.7%

Value ($000) $48,286 Shares 1,320,000 Est. Cost $36.58 Unrealized —

XLC SELECT SECTOR SPDR TR 2.6%

Value ($000) $45,171 Shares 581,500 Est. Cost $77.68 Unrealized —

ASHR DBX ETF TR 2.2%

Value ($000) $39,090 Shares 1,000,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 1.6%

Value ($000) $28,370 Shares 726,500 Est. Cost $34.05 Unrealized —

ITB ISHARES TR 1.4%

Value ($000) $24,876 Shares 300,000 Est. Cost $69.22 Unrealized —

IGV ISHARES TR 1.4%

Value ($000) $24,257 Shares 61,000 Est. Cost $397.66 Unrealized —

AMLP ALPS ETF TR 0.9%

Value ($000) $16,370 Shares 500,000 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 0.9%

Value ($000) $15,595 Shares 281,000 Est. Cost $49.39 Unrealized —

XLC SELECT SECTOR SPDR TR 0.4%

Value ($000) $7,535 Shares 97,000 Est. Cost $77.68 Unrealized —

XLE SELECT SECTOR SPDR TR 0.3%

Value ($000) $5,911 Shares 106,500 Est. Cost $49.39 Unrealized —

MTG MGIC INVT CORP WIS 0.3%

Value ($000) $5,626 Shares 390,156 Est. Cost $11.30 Unrealized +34.0%

ASML ASML HOLDING N V 0.3%

Value ($000) $5,008 Shares 6,290 Est. Cost $796.18 Unrealized —

MHK MOHAWK INDS INC 0.3%

Value ($000) $4,942 Shares 27,125 Est. Cost $178.47 Unrealized 0.0%

ACGL ARCH CAP GROUP LTD 0.2%

Value ($000) $4,303 Shares 96,803 Est. Cost $34.28 Unrealized +17.7%

RDN RADIAN GROUP INC 0.2%

Value ($000) $4,095 Shares 193,783 Est. Cost $15.04 Unrealized +28.3%

OPEN OPENDOOR TECHNOLOGIES INC 0.2%

Value ($000) $3,550 Shares 243,000 Est. Cost — Unrealized —

— VANECK ETF TRUST 0.2%

Value ($000) $3,466 Shares 130,000 Est. Cost — Unrealized —

ESNT ESSENT GROUP LTD 0.2%

Value ($000) $3,335 Shares 73,256 Est. Cost $32.23 Unrealized +31.8%

IVE ISHARES TR 0.1%

Value ($000) $2,507 Shares 16,000 Est. Cost $151.03 Unrealized —

ALLY ALLY FINL INC 0.1%

Value ($000) $2,214 Shares 46,512 Est. Cost $42.63 Unrealized 0.0%

— DISCOVER FINL SVCS 0.1%

Value ($000) $2,183 Shares 18,895 Est. Cost $115.53 Unrealized —

SYF SYNCHRONY FINANCIAL 0.1%

Value ($000) $2,157 Shares 46,512 Est. Cost $43.70 Unrealized 0.0%

COF CAPITAL ONE FINL CORP 0.1%

Value ($000) $2,109 Shares 14,535 Est. Cost $143.40 Unrealized 0.0%

MRNA MODERNA INC 0.1%

Value ($000) $1,845 Shares 7,265 Est. Cost $292.38 Unrealized 0.0%

NMIH NMI HLDGS INC 0.1%

Value ($000) $1,715 Shares 78,489 Est. Cost $15.47 Unrealized +43.6%

OMF ONEMAIN HLDGS INC 0.1%

Value ($000) $1,018 Shares 20,349 Est. Cost $57.33 Unrealized -7.7%

BFH ALLIANCE DATA SYSTEMS CORP 0.0%

Value ($000) $774 Shares 11,628 Est. Cost $68.34 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,655,300	$786,201	44.7%	$474.96	—	TR UNIT	78462F103
XLF	SELECT SECTOR SPDR TR	8,151,528	$318,317	18.1%	$34.05	—	FINANCIAL	81369Y605
FXI	ISHARES TR	2,947,400	$107,816	6.1%	$36.58	—	Call	464287184
XLI	SELECT SECTOR SPDR TR	970,000	$102,636	5.8%	$102.40	—	Call	81369Y704
QQQ	INVESCO QQQ TR	180,000	$71,613	4.1%	—	—	Call	46090E103
IWM	ISHARES TR	291,000	$64,733	3.7%	—	—	Call	464287655
FXI	ISHARES TR	1,320,000	$48,286	2.7%	$36.58	—	CHINA LG-CAP ETF	464287184
XLC	SELECT SECTOR SPDR TR	581,500	$45,171	2.6%	$77.68	—	Call	81369Y852
ASHR	DBX ETF TR	1,000,000	$39,090	2.2%	—	—	Call	233051879
XLF	SELECT SECTOR SPDR TR	726,500	$28,370	1.6%	$34.05	—	Call	81369Y605
ITB	ISHARES TR	300,000	$24,876	1.4%	$69.22	—	Call	464288752
IGV	ISHARES TR	61,000	$24,257	1.4%	$397.66	—	EXPANDED TECH	464287515
AMLP	ALPS ETF TR	500,000	$16,370	0.9%	—	—	Call	00162Q452
XLE	SELECT SECTOR SPDR TR	281,000	$15,595	0.9%	$49.39	—	ENERGY	81369Y506
XLC	SELECT SECTOR SPDR TR	97,000	$7,535	0.4%	$77.68	—	COMMUNICATION	81369Y852
XLE	SELECT SECTOR SPDR TR	106,500	$5,911	0.3%	$49.39	—	Call	81369Y506
MTG	MGIC INVT CORP WIS	390,156	$5,626	0.3%	$11.30	+34.0%	COM	552848103
ASML	ASML HOLDING N V	6,290	$5,008	0.3%	$796.18	—	N Y REGISTRY SHS	N07059210
MHK	MOHAWK INDS INC	27,125	$4,942	0.3%	$178.47	0.0%	COM	608190104
ACGL	ARCH CAP GROUP LTD	96,803	$4,303	0.2%	$34.28	+17.7%	ORD	G0450A105
RDN	RADIAN GROUP INC	193,783	$4,095	0.2%	$15.04	+28.3%	COM	750236101
OPEN	OPENDOOR TECHNOLOGIES INC	243,000	$3,550	0.2%	—	—	Put	683712103
—	VANECK ETF TRUST	130,000	$3,466	0.2%	—	—	Call	92189F403
ESNT	ESSENT GROUP LTD	73,256	$3,335	0.2%	$32.23	+31.8%	COM	G3198U102
IVE	ISHARES TR	16,000	$2,507	0.1%	$151.03	—	S&P 500 VAL ETF	464287408
ALLY	ALLY FINL INC	46,512	$2,214	0.1%	$42.63	0.0%	COM	02005N100
—	DISCOVER FINL SVCS	18,895	$2,183	0.1%	$115.53	—	COM	254709108
SYF	SYNCHRONY FINANCIAL	46,512	$2,157	0.1%	$43.70	0.0%	COM	87165B103
COF	CAPITAL ONE FINL CORP	14,535	$2,109	0.1%	$143.40	0.0%	COM	14040H105
MRNA	MODERNA INC	7,265	$1,845	0.1%	$292.38	0.0%	COM	60770K107
NMIH	NMI HLDGS INC	78,489	$1,715	0.1%	$15.47	+43.6%	CL A	629209305
OMF	ONEMAIN HLDGS INC	20,349	$1,018	0.1%	$57.33	-7.7%	COM	68268W103
BFH	ALLIANCE DATA SYSTEMS CORP	11,628	$774	0.0%	$68.34	0.0%	COM	018581108