Rokos Capital Management LLP Hedge Fund

Location: London, United Kingdom

CIK: 0001666335 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 14, 2020

Total Value: $1.22B (100.0% shares, 0.0% debt)

Holdings (7)

LQD ISHARES TR 80.4%

Value $981M Shares 7,940,300 Est. Cost — Unrealized —

XLU SELECT SECTOR SPDR TR 4.9%

Value $59.64M Shares 1,060,670 Est. Cost $56.23 Unrealized —

XLV SELECT SECTOR SPDR TR 3.9%

Value $47.65M Shares 538,000 Est. Cost — Unrealized —

XLV SELECT SECTOR SPDR TR 3.9%

Value $47.65M Shares 538,000 Est. Cost — Unrealized —

XLY SELECT SECTOR SPDR TR 3.4%

Value $40.94M Shares 410,000 Est. Cost — Unrealized —

XLY SELECT SECTOR SPDR TR 3.4%

Value $40.94M Shares 410,000 Est. Cost — Unrealized —

XLP SELECT SECTOR SPDR TR 0.2%

Value $2.295M Shares 41,500 Est. Cost $62.75 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
LQD	ISHARES TR	7,940,300	$981M	80.4%	—	—	Call	464287242
XLU	SELECT SECTOR SPDR TR	1,060,670	$59.64M	4.9%	$56.23	—	SBI INT-UTILS	81369Y886
XLV	SELECT SECTOR SPDR TR	538,000	$47.65M	3.9%	—	—	Call	81369Y209
XLV	SELECT SECTOR SPDR TR	538,000	$47.65M	3.9%	—	—	Put	81369Y209
XLY	SELECT SECTOR SPDR TR	410,000	$40.94M	3.4%	—	—	Put	81369Y407
XLY	SELECT SECTOR SPDR TR	410,000	$40.94M	3.4%	—	—	Call	81369Y407
XLP	SELECT SECTOR SPDR TR	41,500	$2.295M	0.2%	$62.75	—	SBI CONS STPLS	81369Y308