Rokos Capital Management LLP Hedge Fund

CIK: 0001666335 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 13, 2020

Total Value ($000): $447,763 (100.0% shares, 0.0% debt)

Holdings (9)

EWZ ISHARES INC 23.1%

Value ($000) $103,637 Shares 2,196,400 Est. Cost $47.18 Unrealized —

EEM ISHARES TR 13.7%

Value ($000) $61,550 Shares 1,376,339 Est. Cost $42.60 Unrealized —

— SELECT SECTOR SPDR TR 12.2%

Value ($000) $54,548 Shares 538,000 Est. Cost — Unrealized —

— SELECT SECTOR SPDR TR 12.2%

Value ($000) $54,548 Shares 538,000 Est. Cost — Unrealized —

— SELECT SECTOR SPDR TR 11.4%

Value ($000) $51,229 Shares 410,000 Est. Cost — Unrealized —

— SELECT SECTOR SPDR TR 11.4%

Value ($000) $51,229 Shares 410,000 Est. Cost — Unrealized —

— ISHARES TR 10.5%

Value ($000) $47,185 Shares 1,000,000 Est. Cost — Unrealized —

— ISHARES TR 4.7%

Value ($000) $21,233 Shares 450,000 Est. Cost — Unrealized —

XLP SELECT SECTOR SPDR TR 0.6%

Value ($000) $2,604 Shares 41,500 Est. Cost $62.75 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EWZ	ISHARES INC	2,196,400	$103,637	23.1%	$47.18	—	MSCI BRAZIL ETF	464286400
EEM	ISHARES TR	1,376,339	$61,550	13.7%	$42.60	—	MSCI EMG MKT ETF	464287234
—	SELECT SECTOR SPDR TR	538,000	$54,548	12.2%	—	—	Call	81369Y909
—	SELECT SECTOR SPDR TR	538,000	$54,548	12.2%	—	—	Put	81369Y959
—	SELECT SECTOR SPDR TR	410,000	$51,229	11.4%	—	—	Put	81369Y957
—	SELECT SECTOR SPDR TR	410,000	$51,229	11.4%	—	—	Call	81369Y907
—	ISHARES TR	1,000,000	$47,185	10.5%	—	—	Put	464288953
—	ISHARES TR	450,000	$21,233	4.7%	—	—	Call	464288903
XLP	SELECT SECTOR SPDR TR	41,500	$2,604	0.6%	$62.75	—	SBI CONS STPLS	81369Y308