Rokos Capital Management LLP Hedge Fund

CIK: 0001666335 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $1,991,760 (100.0% shares, 0.0% debt)

Holdings (10)

BABA ALIBABA GROUP HLDG LTD 34.2%

Value ($000) $680,534 Shares 3,155,000 Est. Cost $214.58 Unrealized —

BABA ALIBABA GROUP HLDG LTD 24.7%

Value ($000) $491,225 Shares 2,289,239 Est. Cost $214.58 Unrealized —

EMB ISHARES TR 18.9%

Value ($000) $376,814 Shares 3,450,042 Est. Cost — Unrealized —

XLU SELECT SECTOR SPDR TR 8.5%

Value ($000) $168,566 Shares 2,978,190 Est. Cost $56.47 Unrealized —

XLV SELECT SECTOR SPDR TR 2.7%

Value ($000) $53,101 Shares 538,000 Est. Cost — Unrealized —

XLV SELECT SECTOR SPDR TR 2.7%

Value ($000) $53,101 Shares 538,000 Est. Cost — Unrealized —

XLP SELECT SECTOR SPDR TR 2.7%

Value ($000) $52,895 Shares 903,568 Est. Cost $58.73 Unrealized —

XLY SELECT SECTOR SPDR TR 2.6%

Value ($000) $52,057 Shares 410,000 Est. Cost — Unrealized —

XLY SELECT SECTOR SPDR TR 2.6%

Value ($000) $52,057 Shares 410,000 Est. Cost — Unrealized —

— DADA NEXUS LTD 0.6%

Value ($000) $11,410 Shares 516,276 Est. Cost $22.10 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BABA	ALIBABA GROUP HLDG LTD	3,155,000	$680,534	34.2%	$214.58	—	Call	01609W102
BABA	ALIBABA GROUP HLDG LTD	2,289,239	$491,225	24.7%	$214.58	—	SPONSORED ADS	01609W102
EMB	ISHARES TR	3,450,042	$376,814	18.9%	—	—	Put	464288281
XLU	SELECT SECTOR SPDR TR	2,978,190	$168,566	8.5%	$56.47	—	SBI INT-UTILS	81369Y886
XLV	SELECT SECTOR SPDR TR	538,000	$53,101	2.7%	—	—	Call	81369Y209
XLV	SELECT SECTOR SPDR TR	538,000	$53,101	2.7%	—	—	Put	81369Y209
XLP	SELECT SECTOR SPDR TR	903,568	$52,895	2.7%	$58.73	—	SBI CONS STPLS	81369Y308
XLY	SELECT SECTOR SPDR TR	410,000	$52,057	2.6%	—	—	Call	81369Y407
XLY	SELECT SECTOR SPDR TR	410,000	$52,057	2.6%	—	—	Put	81369Y407
—	DADA NEXUS LTD	516,276	$11,410	0.6%	$22.10	—	ADS	23344D108