Rokos Capital Management LLP Hedge Fund

CIK: 0001666335 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 13, 2020

Total Value ($000): $5,919,486 (100.0% shares, 0.0% debt)

Holdings (22)

QQQ INVESCO QQQ TR 30.2%

Value ($000) $1,788,762 Shares 6,438,100 Est. Cost — Unrealized —

LQD ISHARES TR 20.0%

Value ($000) $1,184,172 Shares 8,800,000 Est. Cost $134.56 Unrealized —

BABA ALIBABA GROUP HLDG LTD 15.5%

Value ($000) $916,182 Shares 3,155,000 Est. Cost $214.58 Unrealized —

AAPL APPLE INC 6.8%

Value ($000) $401,914 Shares 3,459,762 Est. Cost — Unrealized —

ADBE ADOBE SYSTEMS INCORPORATED 5.1%

Value ($000) $301,103 Shares 612,000 Est. Cost $465.18 Unrealized 0.0%

XLF SELECT SECTOR SPDR TR 5.1%

Value ($000) $300,875 Shares 12,500,000 Est. Cost — Unrealized —

BABA ALIBABA GROUP HLDG LTD 4.2%

Value ($000) $250,072 Shares 861,157 Est. Cost $214.58 Unrealized —

XLU SELECT SECTOR SPDR TR 3.0%

Value ($000) $176,190 Shares 2,978,190 Est. Cost $56.47 Unrealized —

GOOG ALPHABET INC 1.7%

Value ($000) $102,221 Shares 68,966 Est. Cost $75.72 Unrealized 0.0%

QCOM QUALCOMM INC 1.1%

Value ($000) $63,487 Shares 534,001 Est. Cost $95.15 Unrealized 0.0%

XLY SELECT SECTOR SPDR TR 1.0%

Value ($000) $60,614 Shares 410,000 Est. Cost — Unrealized —

XLY SELECT SECTOR SPDR TR 1.0%

Value ($000) $60,614 Shares 410,000 Est. Cost — Unrealized —

XLP SELECT SECTOR SPDR TR 1.0%

Value ($000) $57,718 Shares 903,568 Est. Cost $58.73 Unrealized —

XLV SELECT SECTOR SPDR TR 1.0%

Value ($000) $56,425 Shares 538,000 Est. Cost — Unrealized —

XLV SELECT SECTOR SPDR TR 1.0%

Value ($000) $56,425 Shares 538,000 Est. Cost — Unrealized —

BABA ALIBABA GROUP HLDG LTD 0.9%

Value ($000) $51,995 Shares 179,052 Est. Cost $214.58 Unrealized —

— DADA NEXUS LTD 0.4%

Value ($000) $23,617 Shares 862,568 Est. Cost $24.22 Unrealized —

— TIFFANY & CO NEW 0.4%

Value ($000) $22,169 Shares 190,964 Est. Cost $116.09 Unrealized —

PLTR PALANTIR TECHNOLOGIES INC 0.3%

Value ($000) $19,000 Shares 2,000,000 Est. Cost $9.50 Unrealized 0.0%

ADBE ADOBE SYSTEMS INCORPORATED 0.3%

Value ($000) $15,495 Shares 31,494 Est. Cost $465.18 Unrealized 0.0%

NEE NEXTERA ENERGY INC 0.1%

Value ($000) $7,202 Shares 26,380 Est. Cost $60.28 Unrealized 0.0%

SNOW SNOWFLAKE INC 0.1%

Value ($000) $3,234 Shares 12,230 Est. Cost $238.10 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
QQQ	INVESCO QQQ TR	6,438,100	$1,788,762	30.2%	—	—	Put	46090E103
LQD	ISHARES TR	8,800,000	$1,184,172	20.0%	$134.56	—	IBOXX INV CP ETF	464287242
BABA	ALIBABA GROUP HLDG LTD	3,155,000	$916,182	15.5%	$214.58	—	Call	01609W102
AAPL	APPLE INC	3,459,762	$401,914	6.8%	—	—	Put	037833100
ADBE	ADOBE SYSTEMS INCORPORATED	612,000	$301,103	5.1%	$465.18	0.0%	Put	00724F101
XLF	SELECT SECTOR SPDR TR	12,500,000	$300,875	5.1%	—	—	Call	81369Y605
BABA	ALIBABA GROUP HLDG LTD	861,157	$250,072	4.2%	$214.58	—	Put	01609W102
XLU	SELECT SECTOR SPDR TR	2,978,190	$176,190	3.0%	$56.47	—	SBI INT-UTILS	81369Y886
GOOG	ALPHABET INC	68,966	$102,221	1.7%	$75.72	0.0%	CAP STK CL C	02079K107
QCOM	QUALCOMM INC	534,001	$63,487	1.1%	$95.15	0.0%	COM	747525103
XLY	SELECT SECTOR SPDR TR	410,000	$60,614	1.0%	—	—	Call	81369Y407
XLY	SELECT SECTOR SPDR TR	410,000	$60,614	1.0%	—	—	Put	81369Y407
XLP	SELECT SECTOR SPDR TR	903,568	$57,718	1.0%	$58.73	—	SBI CONS STPLS	81369Y308
XLV	SELECT SECTOR SPDR TR	538,000	$56,425	1.0%	—	—	Call	81369Y209
XLV	SELECT SECTOR SPDR TR	538,000	$56,425	1.0%	—	—	Put	81369Y209
BABA	ALIBABA GROUP HLDG LTD	179,052	$51,995	0.9%	$214.58	—	SPONSORED ADS	01609W102
—	DADA NEXUS LTD	862,568	$23,617	0.4%	$24.22	—	ADS	23344D108
—	TIFFANY & CO NEW	190,964	$22,169	0.4%	$116.09	—	COM	886547108
PLTR	PALANTIR TECHNOLOGIES INC	2,000,000	$19,000	0.3%	$9.50	0.0%	CL A	69608A108
ADBE	ADOBE SYSTEMS INCORPORATED	31,494	$15,495	0.3%	$465.18	0.0%	COM	00724F101
NEE	NEXTERA ENERGY INC	26,380	$7,202	0.1%	$60.28	0.0%	COM	65339F101
SNOW	SNOWFLAKE INC	12,230	$3,234	0.1%	$238.10	0.0%	CL A	833445109