Rokos Capital Management LLP Hedge Fund

CIK: 0001666335 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 14, 2020

Total Value ($000): $1,219,818 (100.0% shares, 0.0% debt)

Holdings (7)

LQD ISHARES TR 80.4%

Value ($000) $980,706 Shares 7,940,300 Est. Cost — Unrealized —

XLU SELECT SECTOR SPDR TR 4.9%

Value ($000) $59,641 Shares 1,060,670 Est. Cost $56.23 Unrealized —

XLV SELECT SECTOR SPDR TR 3.9%

Value ($000) $47,645 Shares 538,000 Est. Cost — Unrealized —

XLV SELECT SECTOR SPDR TR 3.9%

Value ($000) $47,645 Shares 538,000 Est. Cost — Unrealized —

XLY SELECT SECTOR SPDR TR 3.4%

Value ($000) $40,943 Shares 410,000 Est. Cost — Unrealized —

XLY SELECT SECTOR SPDR TR 3.4%

Value ($000) $40,943 Shares 410,000 Est. Cost — Unrealized —

XLP SELECT SECTOR SPDR TR 0.2%

Value ($000) $2,295 Shares 41,500 Est. Cost $62.75 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
LQD	ISHARES TR	7,940,300	$980,706	80.4%	—	—	Call	464287242
XLU	SELECT SECTOR SPDR TR	1,060,670	$59,641	4.9%	$56.23	—	SBI INT-UTILS	81369Y886
XLV	SELECT SECTOR SPDR TR	538,000	$47,645	3.9%	—	—	Call	81369Y209
XLV	SELECT SECTOR SPDR TR	538,000	$47,645	3.9%	—	—	Put	81369Y209
XLY	SELECT SECTOR SPDR TR	410,000	$40,943	3.4%	—	—	Put	81369Y407
XLY	SELECT SECTOR SPDR TR	410,000	$40,943	3.4%	—	—	Call	81369Y407
XLP	SELECT SECTOR SPDR TR	41,500	$2,295	0.2%	$62.75	—	SBI CONS STPLS	81369Y308