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

CIK: 0001534949 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 12, 2024

Total Value ($000): $1,913,228 (100.0% shares, 0.0% debt)

Holdings (18)

ACWI ISHARES TR 22.7%

Value ($000) $435,245 Shares 4,276,752 Est. Cost $90.21 Unrealized —

XLF SELECT SECTOR SPDR TR 21.3%

Value ($000) $407,674 Shares 10,842,400 Est. Cost $35.94 Unrealized —

SPY SPDR S&P 500 ETF TR 15.9%

Value ($000) $304,198 Shares 640,000 Est. Cost $475.31 Unrealized —

FXI ISHARES TR 5.4%

Value ($000) $103,355 Shares 4,301,077 Est. Cost $24.03 Unrealized —

CCI CROWN CASTLE INC 4.6%

Value ($000) $88,696 Shares 770,000 Est. Cost $90.81 Unrealized 0.0%

ITB ISHARES TR 4.5%

Value ($000) $86,471 Shares 850,000 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 4.4%

Value ($000) $83,840 Shares 1,000,000 Est. Cost — Unrealized —

FXI ISHARES TR 3.8%

Value ($000) $72,090 Shares 3,000,000 Est. Cost $24.03 Unrealized —

TLT ISHARES TR 3.6%

Value ($000) $69,710 Shares 705,000 Est. Cost $98.88 Unrealized —

INTC INTEL CORP 2.8%

Value ($000) $52,731 Shares 1,049,366 Est. Cost $40.04 Unrealized 0.0%

ARKK ARK ETF TR 2.4%

Value ($000) $45,038 Shares 860,000 Est. Cost — Unrealized —

TSM TAIWAN SEMICONDUCTOR MFG LTD 2.2%

Value ($000) $42,811 Shares 411,643 Est. Cost $104.00 Unrealized —

ASML ASML HOLDING N V 2.1%

Value ($000) $40,358 Shares 53,319 Est. Cost $756.92 Unrealized —

FAF FIRST AMERN FINL CORP 1.3%

Value ($000) $25,776 Shares 400,000 Est. Cost $52.84 Unrealized 0.0%

DLTR DOLLAR TREE INC 1.3%

Value ($000) $24,859 Shares 175,000 Est. Cost $118.40 Unrealized 0.0%

TXN TEXAS INSTRS INC 1.0%

Value ($000) $18,751 Shares 110,000 Est. Cost $145.50 Unrealized 0.0%

ARI APOLLO COML REAL EST FIN INC 0.3%

Value ($000) $5,870 Shares 500,000 Est. Cost — Unrealized —

LADR LADDER CAP CORP 0.3%

Value ($000) $5,755 Shares 500,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ACWI	ISHARES TR	4,276,752	$435,245	22.7%	$90.21	—	MSCI ACWI ETF	464288257
XLF	SELECT SECTOR SPDR TR	10,842,400	$407,674	21.3%	$35.94	—	FINANCIAL	81369Y605
SPY	SPDR S&P 500 ETF TR	640,000	$304,198	15.9%	$475.31	—	TR UNIT	78462F103
FXI	ISHARES TR	4,301,077	$103,355	5.4%	$24.03	—	CHINA LG-CAP ETF	464287184
CCI	CROWN CASTLE INC	770,000	$88,696	4.6%	$90.81	0.0%	COM	22822V101
ITB	ISHARES TR	850,000	$86,471	4.5%	—	—	Put	464288752
XLE	SELECT SECTOR SPDR TR	1,000,000	$83,840	4.4%	—	—	Call	81369Y506
FXI	ISHARES TR	3,000,000	$72,090	3.8%	$24.03	—	Call	464287184
TLT	ISHARES TR	705,000	$69,710	3.6%	$98.88	—	20 YR TR BD ETF	464287432
INTC	INTEL CORP	1,049,366	$52,731	2.8%	$40.04	0.0%	COM	458140100
ARKK	ARK ETF TR	860,000	$45,038	2.4%	—	—	Put	00214Q104
TSM	TAIWAN SEMICONDUCTOR MFG LTD	411,643	$42,811	2.2%	$104.00	—	SPONSORED ADS	874039100
ASML	ASML HOLDING N V	53,319	$40,358	2.1%	$756.92	—	N Y REGISTRY SHS	N07059210
FAF	FIRST AMERN FINL CORP	400,000	$25,776	1.3%	$52.84	0.0%	COM	31847R102
DLTR	DOLLAR TREE INC	175,000	$24,859	1.3%	$118.40	0.0%	COM	256746108
TXN	TEXAS INSTRS INC	110,000	$18,751	1.0%	$145.50	0.0%	COM	882508104
ARI	APOLLO COML REAL EST FIN INC	500,000	$5,870	0.3%	—	—	Put	03762U105
LADR	LADDER CAP CORP	500,000	$5,755	0.3%	—	—	Put	505743104