Rokos Capital Management LLP Q3 2020 Filing
Filed November 13, 2020
Portfolio Value
$5.9T
Holdings
17
Report Date
Q3 2020
Filing Type
13F-HR
All Holdings (17 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 6,438,100 | $1.8T | 30.22% | Put |
| 2 | BABAALIBABA GROUP HLDG LTD | 4,195,209 | $1.2T | 20.58% | Put |
| 3 | LQDISHARES TR | 8,800,000 | $1.2T | 20.00% | |
| 4 | AAPLAPPLE INC | 3,459,762 | $401.9B | 6.79% | Put |
| 5 | ADBEADOBE SYSTEMS INCORPORATED | 643,494 | $316.6B | 5.35% | Put |
| 6 | XLFSELECT SECTOR SPDR TR | 12,500,000 | $300.9B | 5.08% | Call |
| 7 | XLUSELECT SECTOR SPDR TR | 2,978,190 | $176.2B | 2.98% | |
| 8 | XLYSELECT SECTOR SPDR TR | 820,000 | $121.2B | 2.05% | Put |
| 9 | XLVSELECT SECTOR SPDR TR | 1,076,000 | $112.8B | 1.91% | Put |
| 10 | GOOGALPHABET INC | 68,966 | $102.2B | 1.73% | |
| 11 | QCOMQUALCOMM INC | 534,001 | $63.5B | 1.07% | |
| 12 | XLFISELECT SECTOR SPDR TR | 903,568 | $57.7B | 0.98% | |
| 13 | D0ADADA NEXUS LTD | 862,568 | $23.6B | 0.40% | |
| 14 | TIFEURTIFFANY & CO NEW | 190,964 | $22.2B | 0.37% | |
| 15 | PLTRPALANTIR TECHNOLOGIES INC | 2,000,000 | $19.0B | 0.32% | |
| 16 | NEENEXTERA ENERGY INC | 26,380 | $7.2B | 0.12% | |
| 17 | SNOWSNOWFLAKE INC | 12,230 | $3.2B | 0.05% |