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

Location: New York, NY

CIK: 0001534949 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 15, 2023

Total Value: $744M (100.0% shares, 0.0% debt)

Holdings (13)

ACWI ISHARES TR 70.7%

Value $526M Shares 5,770,000 Est. Cost $89.27 Unrealized —

XLF SELECT SECTOR SPDR TR 7.6%

Value $56.26M Shares 1,750,000 Est. Cost $32.03 Unrealized —

XLE SELECT SECTOR SPDR TR 5.1%

Value $38.02M Shares 458,958 Est. Cost $82.83 Unrealized —

IWM ISHARES TR 4.8%

Value $35.68M Shares 200,000 Est. Cost $178.40 Unrealized —

PRU PRUDENTIAL FINL INC 3.6%

Value $26.7M Shares 322,647 Est. Cost $82.68 Unrealized 0.0%

KRE SPDR SER TR 3.5%

Value $25.78M Shares 587,800 Est. Cost $43.86 Unrealized —

MET METLIFE INC 1.5%

Value $11.3M Shares 195,008 Est. Cost $61.77 Unrealized 0.0%

PFG PRINCIPAL FINANCIAL GROUP IN 0.6%

Value $4.548M Shares 61,194 Est. Cost $76.24 Unrealized 0.0%

AFL AFLAC INC 0.6%

Value $4.475M Shares 69,353 Est. Cost $64.27 Unrealized 0.0%

IWM ISHARES TR 0.6%

Value $4.46M Shares 25,000 Est. Cost $178.40 Unrealized —

XLF SELECT SECTOR SPDR TR 0.5%

Value $4.019M Shares 125,000 Est. Cost $32.03 Unrealized —

KRE SPDR SER TR 0.5%

Value $4.004M Shares 91,300 Est. Cost $43.86 Unrealized —

JOBY JOBY AVIATION INC 0.4%

Value $2.604M Shares 600,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
ACWI	ISHARES TR	5,770,000	$526M	70.7%	$89.27	—	MSCI ACWI ETF	464288257
XLF	SELECT SECTOR SPDR TR	1,750,000	$56.26M	7.6%	$32.03	—	Call	81369Y605
XLE	SELECT SECTOR SPDR TR	458,958	$38.02M	5.1%	$82.83	—	ENERGY	81369Y506
IWM	ISHARES TR	200,000	$35.68M	4.8%	$178.40	—	Call	464287655
PRU	PRUDENTIAL FINL INC	322,647	$26.7M	3.6%	$82.68	0.0%	COM	744320102
KRE	SPDR SER TR	587,800	$25.78M	3.5%	$43.86	—	Call	78464A698
MET	METLIFE INC	195,008	$11.3M	1.5%	$61.77	0.0%	COM	59156R108
PFG	PRINCIPAL FINANCIAL GROUP IN	61,194	$4.548M	0.6%	$76.24	0.0%	COM	74251V102
AFL	AFLAC INC	69,353	$4.475M	0.6%	$64.27	0.0%	COM	001055102
IWM	ISHARES TR	25,000	$4.46M	0.6%	$178.40	—	RUSSELL 2000 ETF	464287655
XLF	SELECT SECTOR SPDR TR	125,000	$4.019M	0.5%	$32.03	—	FINANCIAL	81369Y605
KRE	SPDR SER TR	91,300	$4.004M	0.5%	$43.86	—	S&P REGL BKG	78464A698
JOBY	JOBY AVIATION INC	600,000	$2.604M	0.4%	—	—	Put	G65163100