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

CIK: 0001534949 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 13, 2023

Total Value ($000): $815,245 (100.0% shares, 0.0% debt)

Holdings (13)

XLF SELECT SECTOR SPDR TR 37.0%

Value ($000) $302,039 Shares 8,831,550 Est. Cost $32.03 Unrealized —

EEM ISHARES TR 25.6%

Value ($000) $208,450 Shares 5,500,000 Est. Cost — Unrealized —

ACWI ISHARES TR 15.6%

Value ($000) $127,320 Shares 1,500,000 Est. Cost $83.89 Unrealized —

AGG ISHARES TR 15.5%

Value ($000) $126,087 Shares 1,300,000 Est. Cost $96.99 Unrealized —

SPY SPDR S&P 500 ETF TR 2.8%

Value ($000) $22,678 Shares 59,300 Est. Cost $382.43 Unrealized —

ACRE ARES COML REAL ESTATE CORP 0.8%

Value ($000) $6,174 Shares 600,000 Est. Cost — Unrealized —

STWD STARWOOD PPTY TR INC 0.7%

Value ($000) $5,499 Shares 300,000 Est. Cost — Unrealized —

LADR LADDER CAP CORP 0.6%

Value ($000) $5,020 Shares 500,000 Est. Cost — Unrealized —

XBI SPDR SER TR 0.5%

Value ($000) $4,378 Shares 52,750 Est. Cost $83.00 Unrealized —

BXMT BLACKSTONE MTG TR INC 0.4%

Value ($000) $3,036 Shares 143,400 Est. Cost — Unrealized —

ARI APOLLO COML REAL EST FIN INC 0.3%

Value ($000) $2,050 Shares 190,500 Est. Cost — Unrealized —

JOBY JOBY AVIATION INC 0.2%

Value ($000) $2,010 Shares 600,000 Est. Cost — Unrealized —

OPEN OPENDOOR TECHNOLOGIES INC 0.1%

Value ($000) $504 Shares 434,400 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	8,831,550	$302,039	37.0%	$32.03	—	FINANCIAL	81369Y605
EEM	ISHARES TR	5,500,000	$208,450	25.6%	—	—	Call	464287234
ACWI	ISHARES TR	1,500,000	$127,320	15.6%	$83.89	—	MSCI ACWI ETF	464288257
AGG	ISHARES TR	1,300,000	$126,087	15.5%	$96.99	—	CORE US AGGBD ET	464287226
SPY	SPDR S&P 500 ETF TR	59,300	$22,678	2.8%	$382.43	—	TR UNIT	78462F103
ACRE	ARES COML REAL ESTATE CORP	600,000	$6,174	0.8%	—	—	Put	04013V108
STWD	STARWOOD PPTY TR INC	300,000	$5,499	0.7%	—	—	Put	85571B105
LADR	LADDER CAP CORP	500,000	$5,020	0.6%	—	—	Put	505743104
XBI	SPDR SER TR	52,750	$4,378	0.5%	$83.00	—	S&P BIOTECH	78464A870
BXMT	BLACKSTONE MTG TR INC	143,400	$3,036	0.4%	—	—	Put	09257W100
ARI	APOLLO COML REAL EST FIN INC	190,500	$2,050	0.3%	—	—	Put	03762U105
JOBY	JOBY AVIATION INC	600,000	$2,010	0.2%	—	—	Put	G65163100
OPEN	OPENDOOR TECHNOLOGIES INC	434,400	$504	0.1%	—	—	Put	683712103