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

Location: New York, NY

CIK: 0001534949 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 4, 2023

Total Value: $977M (100.0% shares, 0.0% debt)

Holdings (10)

ACWI ISHARES TR 51.0%

Value $499M Shares 5,200,000 Est. Cost $89.27 Unrealized —

IVV ISHARES TR 23.3%

Value $228M Shares 511,000 Est. Cost $445.71 Unrealized —

XLI SELECT SECTOR SPDR TR 6.0%

Value $59.03M Shares 550,000 Est. Cost $107.32 Unrealized —

FXI ISHARES TR 5.6%

Value $54.38M Shares 2,000,000 Est. Cost $27.19 Unrealized —

FXI ISHARES TR 3.7%

Value $36.2M Shares 1,331,200 Est. Cost $27.19 Unrealized —

EWZ ISHARES INC 2.6%

Value $25.11M Shares 774,400 Est. Cost $32.43 Unrealized —

EEM ISHARES TR 2.5%

Value $24.32M Shares 614,800 Est. Cost $39.56 Unrealized —

XLE SELECT SECTOR SPDR TR 2.4%

Value $23.54M Shares 290,000 Est. Cost $82.83 Unrealized —

T AT&T INC 2.2%

Value $21.94M Shares 1,375,791 Est. Cost $14.79 Unrealized 0.0%

JOBY JOBY AVIATION INC 0.6%

Value $6.156M Shares 600,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
ACWI	ISHARES TR	5,200,000	$499M	51.0%	$89.27	—	MSCI ACWI ETF	464288257
IVV	ISHARES TR	511,000	$228M	23.3%	$445.71	—	CORE S&P500 ETF	464287200
XLI	SELECT SECTOR SPDR TR	550,000	$59.03M	6.0%	$107.32	—	SBI INT-INDS	81369Y704
FXI	ISHARES TR	2,000,000	$54.38M	5.6%	$27.19	—	Call	464287184
FXI	ISHARES TR	1,331,200	$36.2M	3.7%	$27.19	—	CHINA LG-CAP ETF	464287184
EWZ	ISHARES INC	774,400	$25.11M	2.6%	$32.43	—	MSCI BRAZIL ETF	464286400
EEM	ISHARES TR	614,800	$24.32M	2.5%	$39.56	—	MSCI EMG MKT ETF	464287234
XLE	SELECT SECTOR SPDR TR	290,000	$23.54M	2.4%	$82.83	—	ENERGY	81369Y506
T	AT&T INC	1,375,791	$21.94M	2.2%	$14.79	0.0%	COM	00206R102
JOBY	JOBY AVIATION INC	600,000	$6.156M	0.6%	—	—	Put	G65163100