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

CIK: 0001534949 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 2, 2023

Total Value ($000): $1,298,259 (100.0% shares, 0.0% debt)

Holdings (11)

ACWI ISHARES TR 53.1%

Value ($000) $689,355 Shares 7,462,975 Est. Cost $90.21 Unrealized —

XLF SELECT SECTOR SPDR TR 10.4%

Value ($000) $134,603 Shares 4,057,972 Est. Cost $33.17 Unrealized —

IWM ISHARES TR 9.5%

Value ($000) $123,718 Shares 700,000 Est. Cost — Unrealized —

XRT SPDR SER TR 7.5%

Value ($000) $97,376 Shares 1,600,000 Est. Cost — Unrealized —

RSP INVESCO EXCHANGE TRADED FD T 7.2%

Value ($000) $93,090 Shares 657,000 Est. Cost $141.69 Unrealized —

XLI SELECT SECTOR SPDR TR 6.1%

Value ($000) $79,294 Shares 782,144 Est. Cost $105.56 Unrealized —

C CITIGROUP INC 2.4%

Value ($000) $31,615 Shares 768,659 Est. Cost $40.46 Unrealized 0.0%

JETS ETF SER SOLUTIONS 1.3%

Value ($000) $17,030 Shares 1,000,000 Est. Cost $17.03 Unrealized —

MSFT MICROSOFT CORP 1.2%

Value ($000) $15,788 Shares 50,000 Est. Cost $324.59 Unrealized 0.0%

NVDA NVIDIA CORPORATION 0.8%

Value ($000) $10,005 Shares 23,000 Est. Cost $44.77 Unrealized 0.0%

JETS ETF SER SOLUTIONS 0.5%

Value ($000) $6,386 Shares 375,000 Est. Cost $17.03 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ACWI	ISHARES TR	7,462,975	$689,355	53.1%	$90.21	—	MSCI ACWI ETF	464288257
XLF	SELECT SECTOR SPDR TR	4,057,972	$134,603	10.4%	$33.17	—	FINANCIAL	81369Y605
IWM	ISHARES TR	700,000	$123,718	9.5%	—	—	Call	464287655
XRT	SPDR SER TR	1,600,000	$97,376	7.5%	—	—	Call	78464A714
RSP	INVESCO EXCHANGE TRADED FD T	657,000	$93,090	7.2%	$141.69	—	S&P500 EQL WGT	46137V357
XLI	SELECT SECTOR SPDR TR	782,144	$79,294	6.1%	$105.56	—	INDL	81369Y704
C	CITIGROUP INC	768,659	$31,615	2.4%	$40.46	0.0%	COM NEW	172967424
JETS	ETF SER SOLUTIONS	1,000,000	$17,030	1.3%	$17.03	—	Call	26922A842
MSFT	MICROSOFT CORP	50,000	$15,788	1.2%	$324.59	0.0%	COM	594918104
NVDA	NVIDIA CORPORATION	23,000	$10,005	0.8%	$44.77	0.0%	COM	67066G104
JETS	ETF SER SOLUTIONS	375,000	$6,386	0.5%	$17.03	—	US GLB JETS	26922A842