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

CIK: 0001534949 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 6, 2024

Total Value ($000): $1,647,095 (100.0% shares, 0.0% debt)

Holdings (27)

IVV ISHARES TR 40.2%

Value ($000) $661,772 Shares 1,209,313 Est. Cost $547.23 Unrealized —

KRE SPDR SER TR 14.5%

Value ($000) $238,135 Shares 4,850,000 Est. Cost — Unrealized —

ACWI ISHARES TR 11.2%

Value ($000) $183,943 Shares 1,636,500 Est. Cost $96.94 Unrealized —

GOOGL ALPHABET INC 10.3%

Value ($000) $169,984 Shares 930,000 Est. Cost $167.35 Unrealized 0.0%

PFS PROVIDENT FINL SVCS INC 8.8%

Value ($000) $144,935 Shares 10,100,000 Est. Cost — Unrealized —

AMZN AMAZON COM INC 5.9%

Value ($000) $96,625 Shares 500,000 Est. Cost $183.70 Unrealized 0.0%

XHB SPDR SER TR 3.7%

Value ($000) $60,648 Shares 600,000 Est. Cost — Unrealized —

RCL ROYAL CARIBBEAN GROUP 1.2%

Value ($000) $20,375 Shares 127,800 Est. Cost — Unrealized —

EWY ISHARES INC 1.0%

Value ($000) $17,252 Shares 261,040 Est. Cost $66.09 Unrealized —

FXI ISHARES TR 0.8%

Value ($000) $13,798 Shares 530,882 Est. Cost $25.99 Unrealized —

IGV ISHARES TR 0.7%

Value ($000) $11,297 Shares 130,000 Est. Cost $86.90 Unrealized —

CEG CONSTELLATION ENERGY CORP 0.3%

Value ($000) $4,406 Shares 22,000 Est. Cost $201.97 Unrealized 0.0%

VST VISTRA CORP 0.2%

Value ($000) $3,697 Shares 43,000 Est. Cost $82.71 Unrealized 0.0%

IREN IRIS ENERGY LTD 0.2%

Value ($000) $3,139 Shares 278,000 Est. Cost $7.49 Unrealized 0.0%

BXMT BLACKSTONE MTG TR INC 0.2%

Value ($000) $3,005 Shares 172,500 Est. Cost — Unrealized —

ARI APOLLO COML REAL EST FIN INC 0.2%

Value ($000) $2,760 Shares 281,900 Est. Cost — Unrealized —

AES AES CORP 0.2%

Value ($000) $2,618 Shares 149,000 Est. Cost $17.50 Unrealized 0.0%

RIOT RIOT PLATFORMS INC 0.1%

Value ($000) $1,746 Shares 191,000 Est. Cost $10.09 Unrealized 0.0%

BE BLOOM ENERGY CORP 0.1%

Value ($000) $1,603 Shares 131,000 Est. Cost $12.75 Unrealized 0.0%

KEY KEYCORP 0.1%

Value ($000) $1,300 Shares 91,500 Est. Cost — Unrealized —

STWD STARWOOD PPTY TR INC 0.1%

Value ($000) $1,061 Shares 56,000 Est. Cost — Unrealized —

— SANDY SPRING BANCORP INC 0.1%

Value ($000) $1,011 Shares 41,500 Est. Cost — Unrealized —

AGX ARGAN INC 0.1%

Value ($000) $878 Shares 12,000 Est. Cost $64.38 Unrealized 0.0%

BRSP BRIGHTSPIRE CAPITAL INC 0.0%

Value ($000) $398 Shares 69,800 Est. Cost — Unrealized —

FBRT FRANKLIN BSP RLTY TR INC 0.0%

Value ($000) $306 Shares 24,300 Est. Cost — Unrealized —

BANC BANC OF CALIFORNIA INC 0.0%

Value ($000) $280 Shares 21,900 Est. Cost — Unrealized —

LADR LADDER CAP CORP 0.0%

Value ($000) $124 Shares 11,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IVV	ISHARES TR	1,209,313	$661,772	40.2%	$547.23	—	CORE S&P500 ETF	464287200
KRE	SPDR SER TR	4,850,000	$238,135	14.5%	—	—	Put	78464A698
ACWI	ISHARES TR	1,636,500	$183,943	11.2%	$96.94	—	MSCI ACWI ETF	464288257
GOOGL	ALPHABET INC	930,000	$169,984	10.3%	$167.35	0.0%	CAP STK CL A	02079K305
PFS	PROVIDENT FINL SVCS INC	10,100,000	$144,935	8.8%	—	—	Put	74386T105
AMZN	AMAZON COM INC	500,000	$96,625	5.9%	$183.70	0.0%	COM	023135106
XHB	SPDR SER TR	600,000	$60,648	3.7%	—	—	Put	78464A888
RCL	ROYAL CARIBBEAN GROUP	127,800	$20,375	1.2%	—	—	Put	V7780T103
EWY	ISHARES INC	261,040	$17,252	1.0%	$66.09	—	MSCI STH KOR ETF	464286772
FXI	ISHARES TR	530,882	$13,798	0.8%	$25.99	—	CHINA LG-CAP ETF	464287184
IGV	ISHARES TR	130,000	$11,297	0.7%	$86.90	—	EXPANDED TECH	464287515
CEG	CONSTELLATION ENERGY CORP	22,000	$4,406	0.3%	$201.97	0.0%	COM	21037T109
VST	VISTRA CORP	43,000	$3,697	0.2%	$82.71	0.0%	COM	92840M102
IREN	IRIS ENERGY LTD	278,000	$3,139	0.2%	$7.49	0.0%	ORDINARY SHARES	Q4982L109
BXMT	BLACKSTONE MTG TR INC	172,500	$3,005	0.2%	—	—	Put	09257W100
ARI	APOLLO COML REAL EST FIN INC	281,900	$2,760	0.2%	—	—	Put	03762U105
AES	AES CORP	149,000	$2,618	0.2%	$17.50	0.0%	COM	00130H105
RIOT	RIOT PLATFORMS INC	191,000	$1,746	0.1%	$10.09	0.0%	COM	767292105
BE	BLOOM ENERGY CORP	131,000	$1,603	0.1%	$12.75	0.0%	COM CL A	093712107
KEY	KEYCORP	91,500	$1,300	0.1%	—	—	Put	493267108
STWD	STARWOOD PPTY TR INC	56,000	$1,061	0.1%	—	—	Put	85571B105
—	SANDY SPRING BANCORP INC	41,500	$1,011	0.1%	—	—	Put	800363103
AGX	ARGAN INC	12,000	$878	0.1%	$64.38	0.0%	COM	04010E109
BRSP	BRIGHTSPIRE CAPITAL INC	69,800	$398	0.0%	—	—	Put	10949T109
FBRT	FRANKLIN BSP RLTY TR INC	24,300	$306	0.0%	—	—	Put	35243J101
BANC	BANC OF CALIFORNIA INC	21,900	$280	0.0%	—	—	Put	05990K106
LADR	LADDER CAP CORP	11,000	$124	0.0%	—	—	Put	505743104