Rokos Capital Management LLP Hedge Fund

CIK: 0001666335 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $167,819 (100.0% shares, 0.0% debt)

Holdings (9)

— SELECT SECTOR SPDR TR 28.9%

Value ($000) $48,425 Shares 538,000 Est. Cost — Unrealized —

— SELECT SECTOR SPDR TR 28.9%

Value ($000) $48,425 Shares 538,000 Est. Cost — Unrealized —

EEM ISHARES TR 16.9%

Value ($000) $28,400 Shares 692,339 Est. Cost $40.51 Unrealized —

— SPDR GOLD TRUST 16.6%

Value ($000) $27,910 Shares 200,000 Est. Cost — Unrealized —

— ALLERGAN PLC 4.0%

Value ($000) $6,750 Shares 40,000 Est. Cost $168.75 Unrealized —

KRE SPDR SERIES TRUST 2.0%

Value ($000) $3,309 Shares 62,500 Est. Cost $51.34 Unrealized —

GLD SPDR GOLD TRUST 1.7%

Value ($000) $2,791 Shares 20,000 Est. Cost $139.55 Unrealized —

EWW ISHARES INC 1.0%

Value ($000) $1,706 Shares 40,000 Est. Cost $42.65 Unrealized —

BIDU BAIDU INC 0.1%

Value ($000) $103 Shares 1,000 Est. Cost $160.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SELECT SECTOR SPDR TR	538,000	$48,425	28.9%	—	—	Put	81369Y959
—	SELECT SECTOR SPDR TR	538,000	$48,425	28.9%	—	—	Call	81369Y909
EEM	ISHARES TR	692,339	$28,400	16.9%	$40.51	—	MSCI EMG MKT ETF	464287234
—	SPDR GOLD TRUST	200,000	$27,910	16.6%	—	—	Call	78463V907
—	ALLERGAN PLC	40,000	$6,750	4.0%	$168.75	—	SHS	G0177J108
KRE	SPDR SERIES TRUST	62,500	$3,309	2.0%	$51.34	—	S&P REGL BKG	78464A698
GLD	SPDR GOLD TRUST	20,000	$2,791	1.7%	$139.55	—	GOLD SHS	78463V107
EWW	ISHARES INC	40,000	$1,706	1.0%	$42.65	—	MSCI MEXICO ETF	464286822
BIDU	BAIDU INC	1,000	$103	0.1%	$160.00	—	SPON ADR REP A	056752108