MKP Capital Management, L.L.C.
CIK 0001534949
Annualised vol
6.243726%
Beta
0.253239
HHI
1678.68739
Top-10 weight
93.159315%
VaR 95%
0.564485%
VaR 99%
1.00684%
Max drawdown
11.634054%
Matched value
26.149177%
Returns of reported holdings
Loading returns…
Position changes vs prior quarter
What the latest 13F shows bought and sold against the quarter before, by share count.
| Ticker | Change | Shares now | Shares before | Share change % | Value now ($) |
|---|---|---|---|---|---|
| JPM | ADDED | 1,423,000 | 165,000 | 762.42% | 465,790,590 |
| MSFT | NEW | 437,300 | - | - | 163,121,646 |
| C | NEW | 942,000 | - | - | 131,842,320 |
| GS | NEW | 117,000 | - | - | 118,330,290 |
| AMZN | REDUCED | 219,825 | 362,165 | -39.3% | 52,393,091 |
| NVDA | NEW | 104,000 | - | - | 20,809,360 |
| AVGO | NEW | 24,000 | - | - | 9,066,000 |
| VRT | NEW | 8,200 | - | - | 2,745,524 |
| GEV | NEW | 2,245 | - | - | 2,637,561 |
| AAPL | CLOSED OUT | 0 | 644,000 | -100.0% | 0 |
| CRWV | CLOSED OUT | 0 | 580,000 | -100.0% | 0 |
| BSX | CLOSED OUT | 0 | 549,000 | -100.0% | 0 |
| GOOGL | CLOSED OUT | 0 | 400,000 | -100.0% | 0 |
| BE | CLOSED OUT | 0 | 307,000 | -100.0% | 0 |
| SCHW | CLOSED OUT | 0 | 300,000 | -100.0% | 0 |
| TMO | CLOSED OUT | 0 | 60,000 | -100.0% | 0 |
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| - | SPDR SERIES TRUST | ST STR P500ETF | 78464A854 | 1,023,837,152 | 27.69 | 1.16504E7 | |
| - | ISHARES TR | CORE S&P500 ETF | 464287200 | 883,222,893 | 23.89 | 1179376.0 | |
| JPM | ADDED | JPMORGAN CHASE & CO | COM | 46625H100 | 465,790,590 | 12.6 | 1423000.0 |
| - | INVESCO EXCHANGE TRADED FD T | S&P500 EQL WGT | 46137V357 | 384,262,620 | 10.39 | 1806000.0 | |
| - | BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 202,908,145 | 5.49 | 405500.0 | |
| C | NEW | CITIGROUP INC | COM NEW | 172967424 | 131,842,320 | 3.57 | 942000.0 |
| MSFT | NEW | MICROSOFT CORP | COM | 594918104 | 127,759,350 | 3.46 | 342500.0 |
| GS | NEW | GOLDMAN SACHS GROUP INC | COM | 38141G104 | 118,330,290 | 3.2 | 117000.0 |
| - | VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 | 53,758,125 | 1.45 | 712500.0 | |
| AMZN | REDUCED | AMAZON COM INC | COM | 023135106 | 52,393,091 | 1.42 | 219825.0 |
| - | SELECT SECTOR SPDR TR | ST STR INDL ETF | 81369Y704 | 38,435,225 | 1.04 | 207500.0 | |
| MSFT | NEW | MICROSOFT CORP | COM | 594918104 | 35,362,296 | 0.96 | 94800.0 |
| - | ISHARES INC | MSCI BRAZIL ETF | 464286400 | 34,845,000 | 0.94 | 1010000.0 | |
| - | VANECK ETF TRUST | GOLD MINERS ETF | 92189F106 | 33,778,335 | 0.91 | 51500.0 | |
| - | VANECK ETF TRUST | SEMICONDUCTR ETF | 92189F676 | 28,793,571 | 0.78 | 43900.0 | |
| NVDA | NEW | NVIDIA CORPORATION | COM | 67066G104 | 20,809,360 | 0.56 | 104000.0 |
| - | ISHARES INC | MSCI JAPAN ETF | 46434G822 | 14,857,911 | 0.4 | 159300.0 | |
| - | VICTORY PORTFOLIOS II | SHS FR CA FL ETF | 92647X830 | 10,019,250 | 0.27 | 219000.0 | |
| - | ISHARES TR | MSCI INDIA ETF | 46429B598 | 9,976,780 | 0.27 | 202000.0 | |
| AVGO | NEW | BROADCOM INC | COM | 11135F101 | 9,066,000 | 0.25 | 24000.0 |
| - | ISHARES INC | MSCI STH KOR ETF | 464286772 | 8,731,771 | 0.24 | 43248.0 | |
| - | CREDO TECHNOLOGY GROUP HOLDI | ORDINARY SHARES | G25457105 | 2,841,878 | 0.08 | 10450.0 | |
| VRT | NEW | VERTIV HOLDINGS CO | COM CL A | 92537N108 | 2,745,524 | 0.07 | 8200.0 |
| GEV | NEW | GE VERNOVA INC | COM | 36828A101 | 2,637,561 | 0.07 | 2245.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-08-07 | 3,697,005,038 | 24 | 6.243726 | 0.253239 | 11.634054 |
| 2026-03-31 | 2026-05-14 | 3,043,038,188 | 19 | 4.207111 | 0.194612 | 6.6369 |
| 2025-12-31 | 2026-02-10 | 2,809,442,920 | 22 | 1.841791 | 0.08778 | 3.095732 |
| 2025-09-30 | 2025-11-12 | 2,580,151,495 | 12 | 8.143922 | 0.370121 | 13.01803 |
| 2025-03-31 | 2025-05-13 | 7,202,250,971 | 7 | 1.140813 | 0.051429 | 1.865641 |
| 2024-12-31 | 2025-01-27 | 2,029,709,790 | 4 | 4.802324 | 0.176896 | 8.53196 |