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MCM

MKP Capital Management Portfolio holdings

AUM $3.7B
1-Year Est. Return 23.18%
This Fund
S&P 500
This Quarter Est. Return
+8.99%
1 Year Est. Return
+23.18%
3 Year Est. Return
+69.77%
5 Year Est. Return
+30.63%
10 Year Est. Return
+363.06%
AUM
$815M
AUM Growth
+$469M
Cap. Flow
+$229M
Cap. Flow %
28.08%
Top 10 Hldgs %
99.44%
Holding
16
New
10
Increased
1
Reduced
1
Closed
3

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$130M
2
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$126M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$22.8M
4
XBI icon
State Street SPDR S&P Biotech ETF
XBI
+$4.27M

Top Sells

Rank Stock Value
1
ACWI icon
iShares MSCI ACWI ETF
ACWI
+$42.1M
2
AGNC icon
AGNC Investment
AGNC
+$11.4M

Sector Composition

Rank Sector Weight
1 Miscellaneous 100%
2 Real Estate 0%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XLF icon
1
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$302M 37.05%
8,831,550
+3,831,550
+77% +$130M
EEM icon
2
CALL
iShares MSCI Emerging Markets ETF
EEM
$32B
$208M 25.57%
+5,500,000
New +$203M
ACWI icon
3
iShares MSCI ACWI ETF
ACWI
$33.3B
$127M 15.62%
1,500,000
-500,000
-25% -$42.1M
AGG icon
4
iShares Core US Aggregate Bond ETF
AGG
$138B
$126M 15.47%
+1,300,000
New +$126M
SPY icon
5
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$22.7M 2.78%
+59,300
New +$22.8M
ACRE
6
PUT
Ares Commercial Real Estate
ACRE
$249M
$6.17M 0.76%
+600,000
New +$6.89M
STWD icon
7
PUT
Starwood Property Trust
STWD
$5.88B
$5.5M 0.67%
+300,000
New +$5.98M
LADR
8
PUT
Ladder Capital
LADR
$1.24B
$5.02M 0.62%
+500,000
New +$5.18M
XBI icon
9
State Street SPDR S&P Biotech ETF
XBI
$11.3B
$4.38M 0.54%
+52,750
New +$4.27M
BXMT icon
10
PUT
Blackstone Mortgage Trust
BXMT
$2.34B
$3.04M 0.37%
+143,400
New +$3.4M
ARI
11
PUT
Apollo Commercial Real Estate
ARI
$873M
$2.05M 0.25%
+190,500
New +$2.08M
JOBY icon
12
PUT
Joby Aviation
JOBY
$6.77B
$2.01M 0.25%
+600,000
New +$2.43M
OPEN icon
13
PUT
Opendoor
OPEN
$2.98B
$504K 0.06%
448,880
– –
AGNC icon
14
AGNC Investment
AGNC
$12.7B
– –
-1,351,317
Closed -$11.4M
GNRC icon
15
CALL
Generac Holdings
GNRC
$11.2B
– –
-45,000
Closed -$8.02M
MSFT icon
16
PUT
Microsoft
MSFT
$3.67T
– –
-78,800
Closed -$18.4M

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MKP Capital Management's Q4 2022 Portfolio in Review

As of Q4 2022, MKP Capital Management held 16 positions worth $815M, up 135% from $347M the previous quarter. Its ten largest holdings account for 99% of the portfolio.

MKP Capital Management deployed $229M of net new capital in Q4 2022, opening 10 new positions and adding to 1 existing holding. Its largest new stake was iShares Core US Aggregate Bond ETF: 1,300,000 shares worth $126M.

By sector, the portfolio is most concentrated in Miscellaneous at 100% of assets, up from 97% a quarter earlier, followed by Real Estate.

On the sell side, the largest reduction was iShares MSCI ACWI ETF, an estimated $42.1M trimmed.

  • MKP Capital Management's largest Q4 2022 buy was iShares Core US Aggregate Bond ETF: 1,300,000 shares worth $126M.
  • MKP Capital Management added most to State Street Financial Select Sector SPDR ETF in Q4 2022, an estimated $130M increase.
  • MKP Capital Management's biggest Q4 2022 reduction was iShares MSCI ACWI ETF, cutting an estimated $42.1M.
  • MKP Capital Management fully exited AGNC Investment in Q4 2022, selling an estimated $11.4M.
  • MKP Capital Management's ten largest holdings make up 99% of its $815M portfolio in Q4 2022.
  • MKP Capital Management opened 10 new positions and closed 3 in Q4 2022.
  • MKP Capital Management's portfolio value rose 135% quarter-over-quarter to $815M.

Based on MKP Capital Management's 13F filing for Q4 2022, filed 13 Feb 2023.