MKP Capital Management, L.L.C.
Follow13F filer, CIK 1534949, New York, NY
MKP Capital Management, L.L.C. reported $1,172,958,585 across 14 holdings for the quarter ended 2024-09-30, in a 13F-HR filed 2024-11-06. Its ten largest share positions make up 100% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001172661-24-004476
- Period
- 2024-09-30
- Reported value
- $1.17B
- Holdings
- 14
- Top 10 weight
- 100%
- New
- 6
- Sold out
- 19
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| XLFnew | +3,867,000 | $175M |
| ACWIadded | +1,303,325 | $156M |
| MSFTnew | +357,000 | $154M |
| NVDAnew | +900,000 | $109M |
| AMZNadded | +348,000 | $64.8M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Largest sells vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| IVVexited | -1,209,313 | -$662M |
| EWYexited | -261,040 | -$17.3M |
| FXIexited | -530,882 | -$13.8M |
| IGVexited | -130,000 | -$11.3M |
| GOOGLreduced | -50,000 | -$8.33M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Holdings, Q3 2024
Share positions as resolved from 13F-HR 0001172661-24-004476, largest first. % of portfolio is the value over $1,094,160,356, the sum of the share positions whose value is usable for ratios (method).
| Security | History | Shares | Value | % of portfolio | Change | Latest event | Timeline |
|---|---|---|---|---|---|---|---|
| ACWIISHARES TR | 2,939,825 | $351M | 32.12% | +1,303,325 | Timeline | ||
| XLFSELECT SECTOR SPDR TR | 3,867,000 | $175M | 16.02% | new | Timeline | ||
| AMZNAMAZON COM INC | 848,000 | $158M | 14.44% | +348,000 | Timeline | ||
| MSFTMICROSOFT CORP | 357,000 | $154M | 14.04% | new | Timeline | ||
| GOOGLALPHABET INC | 880,000 | $147M | 13.39% | -50,000 | Timeline | ||
| NVDANVIDIA CORPORATION | 900,000 | $109M | 9.99% | new | Timeline |
Options
Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| XLYSELECT SECTOR SPDR TR SBI CONS DISCR | put | 300,000 | $60.1M | new |
| XLESELECT SECTOR SPDR TR SHS | put | 150,000 | $13.2M | new |
| ARIAPOLLO COML REAL ESTATE FIN COM | put | 240,300 | $2.21M | -41,600 |
| PFSPROVIDENT FINL SVCS INC Stock | put | 90,000 | $1.67M | -10,010,000 |
| RCREADY CAPITAL CORP COM | put | 127,800 | $975K | new |
| FBRTFRANKLIN BSP RLTY TR INC REIT | put | 24,300 | $317K | 0 |
| BRSPBRIGHTSPIRE CAPITAL INC REIT | put | 39,000 | $218K | -30,800 |
| LADRLADDER CAP CORP REIT | put | 11,000 | $128K | 0 |
Sold out in Q3 2024
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| IVVISHARES TR | 1,209,313 | $662M | shares |
| KRESPDR SERIES TRUST | 4,850,000 | $238M | put |
| XHBSPDR SERIES TRUST | 600,000 | $60.6M | put |
| RCLROYAL CARIBBEAN GROUP | 127,800 | $20.4M | put |
| EWYISHARES INC | 261,040 | $17.3M | shares |
| FXIISHARES TR | 530,882 | $13.8M | shares |
| IGVISHARES TR | 130,000 | $11.3M | shares |
| CEGCONSTELLATION ENERGY CORP | 22,000 | $4.41M | shares |
| VSTVISTRA CORP | 43,000 | $3.7M | shares |
| IRENIREN LIMITED | 278,000 | $3.14M | shares |
| BXMTBLACKSTONE MORTGAGE TRUST IN | 172,500 | $3M | put |
| AESAES CORP | 149,000 | $2.62M | shares |
| RIOTRIOT PLATFORMS INC | 191,000 | $1.75M | shares |
| BEBLOOM ENERGY CORP | 131,000 | $1.6M | shares |
| KEYKEYCORP | 91,500 | $1.3M | put |
| STWDSTARWOOD PPTY TR INC | 56,000 | $1.06M | put |
| SANDY SPRING BANCORP INCSANDY SPRING BANCORP INC | 41,500 | $1.01M | put |
| AGXARGAN INC | 12,000 | $878K | shares |
| BANCBANC OF CALIFORNIA INC | 21,900 | $280K | put |
How Q3 2024 was built
Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0001172661-24-004476 | base | 2024-11-06 | acceptance time not in the bulk data set |