Rokos Capital Management LLP Hedge Fund

CIK: 0001666335 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 14, 2019

Total Value ($000): $121,520 (100.0% shares, 0.0% debt)

Holdings (24)

— ALTABA INC 23.7%

Value ($000) $28,834 Shares 393,640 Est. Cost $73.25 Unrealized —

— DISNEY WALT CO 9.1%

Value ($000) $11,098 Shares 100,000 Est. Cost — Unrealized —

— FEDEX CORP 8.8%

Value ($000) $10,705 Shares 59,000 Est. Cost — Unrealized —

— FACEBOOK INC 6.8%

Value ($000) $8,307 Shares 50,000 Est. Cost — Unrealized —

— FACEBOOK INC 6.8%

Value ($000) $8,307 Shares 50,000 Est. Cost — Unrealized —

EEM ISHARES TR 6.8%

Value ($000) $8,242 Shares 192,339 Est. Cost $39.19 Unrealized —

— BOEING CO 6.3%

Value ($000) $7,609 Shares 20,000 Est. Cost — Unrealized —

BA BOEING CO 6.3%

Value ($000) $7,609 Shares 20,000 Est. Cost $375.20 Unrealized 0.0%

— AMGEN INC 3.5%

Value ($000) $4,288 Shares 22,500 Est. Cost — Unrealized —

— AMGEN INC 3.5%

Value ($000) $4,288 Shares 22,500 Est. Cost — Unrealized —

— FIRSTENERGY CORP 3.4%

Value ($000) $4,155 Shares 100,000 Est. Cost — Unrealized —

— FEDEX CORP 2.9%

Value ($000) $3,556 Shares 19,600 Est. Cost — Unrealized —

KRE SPDR SERIES TRUST 2.6%

Value ($000) $3,209 Shares 62,500 Est. Cost $51.34 Unrealized —

DIS DISNEY WALT CO 2.0%

Value ($000) $2,486 Shares 22,400 Est. Cost $108.56 Unrealized -0.6%

— DISNEY WALT CO 1.9%

Value ($000) $2,253 Shares 20,300 Est. Cost — Unrealized —

— FIRSTENERGY CORP 1.7%

Value ($000) $2,078 Shares 50,000 Est. Cost — Unrealized —

EWZ ISHARES INC 1.0%

Value ($000) $1,244 Shares 30,000 Est. Cost $41.47 Unrealized —

ECH ISHARES INC 0.8%

Value ($000) $1,021 Shares 23,714 Est. Cost $43.05 Unrealized —

META FACEBOOK INC 0.7%

Value ($000) $850 Shares 5,116 Est. Cost $157.93 Unrealized 0.0%

— BRISTOL MYERS SQUIBB CO 0.4%

Value ($000) $477 Shares 10,000 Est. Cost — Unrealized —

FXI ISHARES TR 0.4%

Value ($000) $442 Shares 10,000 Est. Cost $44.20 Unrealized —

BIDU BAIDU INC 0.1%

Value ($000) $164 Shares 1,000 Est. Cost $160.00 Unrealized —

AMGN AMGEN INC 0.1%

Value ($000) $162 Shares 850 Est. Cost $154.67 Unrealized 0.0%

— ANADARKO PETE CORP 0.1%

Value ($000) $136 Shares 3,000 Est. Cost $43.20 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ALTABA INC	393,640	$28,834	23.7%	$73.25	—	COM	021346101
—	DISNEY WALT CO	100,000	$11,098	9.1%	—	—	Call	254687906
—	FEDEX CORP	59,000	$10,705	8.8%	—	—	Call	31428X906
—	FACEBOOK INC	50,000	$8,307	6.8%	—	—	Put	30303M952
—	FACEBOOK INC	50,000	$8,307	6.8%	—	—	Call	30303M902
EEM	ISHARES TR	192,339	$8,242	6.8%	$39.19	—	MSCI EMG MKT ETF	464287234
—	BOEING CO	20,000	$7,609	6.3%	—	—	Put	097023905
BA	BOEING CO	20,000	$7,609	6.3%	$375.20	0.0%	COM	097023105
—	AMGEN INC	22,500	$4,288	3.5%	—	—	Call	031162900
—	AMGEN INC	22,500	$4,288	3.5%	—	—	Put	031162950
—	FIRSTENERGY CORP	100,000	$4,155	3.4%	—	—	Call	337932907
—	FEDEX CORP	19,600	$3,556	2.9%	—	—	Put	31428X956
KRE	SPDR SERIES TRUST	62,500	$3,209	2.6%	$51.34	—	S&P REGL BKG	78464A698
DIS	DISNEY WALT CO	22,400	$2,486	2.0%	$108.56	-0.6%	COM DISNEY	254687106
—	DISNEY WALT CO	20,300	$2,253	1.9%	—	—	Put	254687956
—	FIRSTENERGY CORP	50,000	$2,078	1.7%	—	—	Put	337932957
EWZ	ISHARES INC	30,000	$1,244	1.0%	$41.47	—	MSCI BRAZIL ETF	464286400
ECH	ISHARES INC	23,714	$1,021	0.8%	$43.05	—	MSCI CHILE ETF	464286640
META	FACEBOOK INC	5,116	$850	0.7%	$157.93	0.0%	COM	30303M102
—	BRISTOL MYERS SQUIBB CO	10,000	$477	0.4%	—	—	Call	110122908
FXI	ISHARES TR	10,000	$442	0.4%	$44.20	—	CHINA LG-CAP ETF	464287184
BIDU	BAIDU INC	1,000	$164	0.1%	$160.00	—	SPON ADR REP A	056752108
AMGN	AMGEN INC	850	$162	0.1%	$154.67	0.0%	COM	031162100
—	ANADARKO PETE CORP	3,000	$136	0.1%	$43.20	—	COM	032511107