13F-HR/A filed by Rokos Capital Management LLP
Rokos Capital Management LLP filed this 13F-HR/A for the quarter ended 2020-03-31, filed 2020-05-14, with 7 holding rows worth $1,219,818,000.
- Accession
- 0001666335-20-000004
- Filer
- CIK 1666335
- Filed
- 2020-05-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2020
A holdings report, amendment of type restatement, 7 entries on the cover page, a total value of $1,219,818,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,219,818,000 with VALUE read as thousands by filing date, 13F file number 028-19229. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 7,940,300 | $980,706,000 | thousands by filing date | call |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 1,060,670 | $59,641,000 | thousands by filing date | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 538,000 | $47,645,000 | thousands by filing date | put |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 538,000 | $47,645,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 410,000 | $40,943,000 | thousands by filing date | put |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 410,000 | $40,943,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 41,500 | $2,295,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001666335-20-000003 | superseded | 2020-05-14 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001666335-20-000004 | this filing | 2020-05-14 | acceptance time not in the bulk data set |