Rokos Capital Management LLP Hedge Fund

CIK: 0001666335 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 16, 2021

Total Value ($000): $4,559,201 (100.0% shares, 0.0% debt)

Holdings (43)

BABA ALIBABA GROUP HLDG LTD 23.6%

Value ($000) $1,074,344 Shares 4,575,000 Est. Cost $214.58 Unrealized —

AMZN AMAZON COM INC 8.4%

Value ($000) $382,714 Shares 117,233 Est. Cost $159.58 Unrealized 0.0%

AMZN AMAZON COM INC 8.0%

Value ($000) $365,839 Shares 112,064 Est. Cost $159.58 Unrealized 0.0%

AAPL APPLE INC 4.8%

Value ($000) $219,664 Shares 1,650,000 Est. Cost $117.01 Unrealized 0.0%

BABA ALIBABA GROUP HLDG LTD 4.4%

Value ($000) $202,225 Shares 861,157 Est. Cost $214.58 Unrealized —

EQIX EQUINIX INC 4.3%

Value ($000) $195,138 Shares 278,057 Est. Cost $674.73 Unrealized 0.0%

AAPL APPLE INC 3.7%

Value ($000) $170,211 Shares 1,278,533 Est. Cost $117.01 Unrealized 0.0%

XLV SELECT SECTOR SPDR TR 3.3%

Value ($000) $151,226 Shares 1,350,000 Est. Cost $112.02 Unrealized —

GOOG ALPHABET INC 3.3%

Value ($000) $148,686 Shares 85,000 Est. Cost $76.94 Unrealized +8.8%

GOOG ALPHABET INC 3.1%

Value ($000) $142,256 Shares 81,324 Est. Cost $76.94 Unrealized +8.8%

XLV SELECT SECTOR SPDR TR 3.0%

Value ($000) $136,098 Shares 1,214,948 Est. Cost $112.02 Unrealized —

CCL CARNIVAL CORP 2.7%

Value ($000) $121,050 Shares 5,600,000 Est. Cost $17.78 Unrealized 0.0%

QCOM QUALCOMM INC 1.8%

Value ($000) $81,392 Shares 534,001 Est. Cost $95.15 Unrealized +31.1%

XLU SELECT SECTOR SPDR TR 1.8%

Value ($000) $81,384 Shares 1,317,108 Est. Cost $56.47 Unrealized —

XOP SPDR SER TR 1.6%

Value ($000) $72,540 Shares 1,240,000 Est. Cost — Unrealized —

CVX CHEVRON CORP NEW 1.5%

Value ($000) $70,600 Shares 836,000 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 1.5%

Value ($000) $70,551 Shares 1,861,504 Est. Cost — Unrealized —

MSFT MICROSOFT CORP 1.5%

Value ($000) $70,540 Shares 319,688 Est. Cost $206.04 Unrealized 0.0%

XLY SELECT SECTOR SPDR TR 1.4%

Value ($000) $65,854 Shares 410,000 Est. Cost $160.62 Unrealized —

MGM MGM RESORTS INTERNATIONAL 1.4%

Value ($000) $63,120 Shares 2,000,000 Est. Cost $25.72 Unrealized 0.0%

XLY SELECT SECTOR SPDR TR 1.3%

Value ($000) $61,244 Shares 381,300 Est. Cost $160.62 Unrealized —

MA MASTERCARD INCORPORATED 1.3%

Value ($000) $61,124 Shares 172,040 Est. Cost $323.35 Unrealized 0.0%

XLV SELECT SECTOR SPDR TR 1.3%

Value ($000) $60,267 Shares 538,000 Est. Cost $112.02 Unrealized —

V VISA INC 1.3%

Value ($000) $58,938 Shares 271,105 Est. Cost $197.22 Unrealized 0.0%

JD JD.COM INC 1.2%

Value ($000) $52,741 Shares 600,000 Est. Cost $87.90 Unrealized —

NFLX NETFLIX INC 1.1%

Value ($000) $48,773 Shares 90,000 Est. Cost $50.70 Unrealized 0.0%

NVDA NVIDIA CORPORATION 1.0%

Value ($000) $47,234 Shares 90,000 Est. Cost $13.35 Unrealized 0.0%

FE FIRSTENERGY CORP 1.0%

Value ($000) $46,554 Shares 1,550,000 Est. Cost $24.24 Unrealized 0.0%

DIS DISNEY WALT CO 1.0%

Value ($000) $45,028 Shares 247,198 Est. Cost $140.23 Unrealized 0.0%

— DADA NEXUS LTD 0.6%

Value ($000) $27,923 Shares 765,025 Est. Cost $24.22 Unrealized —

KBE SPDR SER TR 0.6%

Value ($000) $26,213 Shares 628,764 Est. Cost $41.69 Unrealized —

JD JD.COM INC 0.6%

Value ($000) $25,843 Shares 294,000 Est. Cost $87.90 Unrealized —

NFLX NETFLIX INC 0.5%

Value ($000) $24,874 Shares 45,900 Est. Cost $50.70 Unrealized 0.0%

NVDA NVIDIA CORPORATION 0.5%

Value ($000) $23,617 Shares 45,000 Est. Cost $13.35 Unrealized 0.0%

MGM MGM RESORTS INTERNATIONAL 0.5%

Value ($000) $20,824 Shares 659,824 Est. Cost $25.72 Unrealized 0.0%

DASH DOORDASH INC 0.2%

Value ($000) $8,430 Shares 60,000 Est. Cost $159.61 Unrealized 0.0%

BABA ALIBABA GROUP HLDG LTD 0.2%

Value ($000) $7,906 Shares 33,667 Est. Cost $214.58 Unrealized —

CCL CARNIVAL CORP 0.2%

Value ($000) $7,399 Shares 342,293 Est. Cost $17.78 Unrealized 0.0%

ABNB AIRBNB INC 0.2%

Value ($000) $7,297 Shares 50,000 Est. Cost $147.63 Unrealized 0.0%

AI C3 AI INC 0.1%

Value ($000) $4,162 Shares 30,000 Est. Cost $134.16 Unrealized 0.0%

— CONTEXTLOGIC INC 0.1%

Value ($000) $3,626 Shares 200,000 Est. Cost $18.13 Unrealized —

NVAX NOVAVAX INC 0.1%

Value ($000) $3,295 Shares 28,925 Est. Cost $106.29 Unrealized 0.0%

— TRANSLATE BIO INC 0.0%

Value ($000) $457 Shares 23,991 Est. Cost $19.05 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BABA	ALIBABA GROUP HLDG LTD	4,575,000	$1,074,344	23.6%	$214.58	—	Call	01609W102
AMZN	AMAZON COM INC	117,233	$382,714	8.4%	$159.58	0.0%	COM	023135106
AMZN	AMAZON COM INC	112,064	$365,839	8.0%	$159.58	0.0%	Put	023135106
AAPL	APPLE INC	1,650,000	$219,664	4.8%	$117.01	0.0%	Put	037833100
BABA	ALIBABA GROUP HLDG LTD	861,157	$202,225	4.4%	$214.58	—	Put	01609W102
EQIX	EQUINIX INC	278,057	$195,138	4.3%	$674.73	0.0%	COM	29444U700
AAPL	APPLE INC	1,278,533	$170,211	3.7%	$117.01	0.0%	COM	037833100
XLV	SELECT SECTOR SPDR TR	1,350,000	$151,226	3.3%	$112.02	—	Call	81369Y209
GOOG	ALPHABET INC	85,000	$148,686	3.3%	$76.94	+8.8%	Put	02079K107
GOOG	ALPHABET INC	81,324	$142,256	3.1%	$76.94	+8.8%	CAP STK CL C	02079K107
XLV	SELECT SECTOR SPDR TR	1,214,948	$136,098	3.0%	$112.02	—	SBI HEALTHCARE	81369Y209
CCL	CARNIVAL CORP	5,600,000	$121,050	2.7%	$17.78	0.0%	Call	143658300
QCOM	QUALCOMM INC	534,001	$81,392	1.8%	$95.15	+31.1%	COM	747525103
XLU	SELECT SECTOR SPDR TR	1,317,108	$81,384	1.8%	$56.47	—	SBI INT-UTILS	81369Y886
XOP	SPDR SER TR	1,240,000	$72,540	1.6%	—	—	Call	78468R556
CVX	CHEVRON CORP NEW	836,000	$70,600	1.5%	—	—	Call	166764100
XLE	SELECT SECTOR SPDR TR	1,861,504	$70,551	1.5%	—	—	Call	81369Y506
MSFT	MICROSOFT CORP	319,688	$70,540	1.5%	$206.04	0.0%	COM	594918104
XLY	SELECT SECTOR SPDR TR	410,000	$65,854	1.4%	$160.62	—	Put	81369Y407
MGM	MGM RESORTS INTERNATIONAL	2,000,000	$63,120	1.4%	$25.72	0.0%	Call	552953101
XLY	SELECT SECTOR SPDR TR	381,300	$61,244	1.3%	$160.62	—	SBI CONS DISCR	81369Y407
MA	MASTERCARD INCORPORATED	172,040	$61,124	1.3%	$323.35	0.0%	CL A	57636Q104
XLV	SELECT SECTOR SPDR TR	538,000	$60,267	1.3%	$112.02	—	Put	81369Y209
V	VISA INC	271,105	$58,938	1.3%	$197.22	0.0%	COM CL A	92826C839
JD	JD.COM INC	600,000	$52,741	1.2%	$87.90	—	Put	47215P106
NFLX	NETFLIX INC	90,000	$48,773	1.1%	$50.70	0.0%	Put	64110L106
NVDA	NVIDIA CORPORATION	90,000	$47,234	1.0%	$13.35	0.0%	Put	67066G104
FE	FIRSTENERGY CORP	1,550,000	$46,554	1.0%	$24.24	0.0%	COM	337932107
DIS	DISNEY WALT CO	247,198	$45,028	1.0%	$140.23	0.0%	COM	254687106
—	DADA NEXUS LTD	765,025	$27,923	0.6%	$24.22	—	ADS	23344D108
KBE	SPDR SER TR	628,764	$26,213	0.6%	$41.69	—	S&P BK ETF	78464A797
JD	JD.COM INC	294,000	$25,843	0.6%	$87.90	—	SPON ADR CL A	47215P106
NFLX	NETFLIX INC	45,900	$24,874	0.5%	$50.70	0.0%	COM	64110L106
NVDA	NVIDIA CORPORATION	45,000	$23,617	0.5%	$13.35	0.0%	COM	67066G104
MGM	MGM RESORTS INTERNATIONAL	659,824	$20,824	0.5%	$25.72	0.0%	COM	552953101
DASH	DOORDASH INC	60,000	$8,430	0.2%	$159.61	0.0%	CL A	25809K105
BABA	ALIBABA GROUP HLDG LTD	33,667	$7,906	0.2%	$214.58	—	SPONSORED ADS	01609W102
CCL	CARNIVAL CORP	342,293	$7,399	0.2%	$17.78	0.0%	UNIT 99/99/9999	143658300
ABNB	AIRBNB INC	50,000	$7,297	0.2%	$147.63	0.0%	COM CL A	009066101
AI	C3 AI INC	30,000	$4,162	0.1%	$134.16	0.0%	CL A	12468P104
—	CONTEXTLOGIC INC	200,000	$3,626	0.1%	$18.13	—	COM CL A	21077C107
NVAX	NOVAVAX INC	28,925	$3,295	0.1%	$106.29	0.0%	COM NEW	670002401
—	TRANSLATE BIO INC	23,991	$457	0.0%	$19.05	—	COM	89374L104