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

CIK: 0001534949 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 10, 2024

Total Value ($000): $1,078,718 (100.0% shares, 0.0% debt)

Holdings (7)

ACWI ISHARES TR 66.0%

Value ($000) $711,541 Shares 6,460,920 Est. Cost $96.94 Unrealized —

KRE SPDR SER TR 16.3%

Value ($000) $175,980 Shares 3,500,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 12.9%

Value ($000) $139,417 Shares 3,310,000 Est. Cost $35.94 Unrealized —

SPY SPDR S&P 500 ETF TR 3.2%

Value ($000) $34,627 Shares 66,200 Est. Cost $475.31 Unrealized —

FXI ISHARES TR 0.6%

Value ($000) $6,018 Shares 250,000 Est. Cost $24.03 Unrealized —

ARI APOLLO COML REAL EST FIN INC 0.5%

Value ($000) $5,570 Shares 500,000 Est. Cost — Unrealized —

LADR LADDER CAP CORP 0.5%

Value ($000) $5,565 Shares 500,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ACWI	ISHARES TR	6,460,920	$711,541	66.0%	$96.94	—	MSCI ACWI ETF	464288257
KRE	SPDR SER TR	3,500,000	$175,980	16.3%	—	—	Put	78464A698
XLF	SELECT SECTOR SPDR TR	3,310,000	$139,417	12.9%	$35.94	—	FINANCIAL	81369Y605
SPY	SPDR S&P 500 ETF TR	66,200	$34,627	3.2%	$475.31	—	TR UNIT	78462F103
FXI	ISHARES TR	250,000	$6,018	0.6%	$24.03	—	Put	464287184
ARI	APOLLO COML REAL EST FIN INC	500,000	$5,570	0.5%	—	—	Put	03762U105
LADR	LADDER CAP CORP	500,000	$5,565	0.5%	—	—	Put	505743104