Rokos Capital Management LLP

Q1 2020 13F Holdings Report, Restatement, Stock Holdings

Signature - Title
Richard Nikolas Holttum - Chief Compliance Officer
Location
London, United Kingdom
Holdings as of
March 31, 2020
Value $
$61.9M
Num holdings
2
Date filed
5/14/2020, 04:52 PM
Description
All US holdings of this investor are reported in this report. The Form 13F report requires disclosure of the manager that files the report, the name and class of the security, the CUSIP code, the number of shares as of the end of the calendar quarter for which the report is filed, and the total market value. The market value column should not be used as a substitute for Assets Under Management (AUM), as it does not include cash held in accounts.
Previous filing
Q4 2019 - Feb 13, 2020
Next filing
Q2 2020 - Aug 14, 2020
Options Holdings
Showing stock holdings, see here for options holdings
Sym Weight Trade Impact Company Class Shares Change Activity Value Change $ Value $ * Price $ Shares Principal
Filing 2020 Q1 - Restatement compared to 2019 Q4 by default.
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name Title City, State Date
Sorrall Beadsworth Head of Compliance London, United Kingdom 5/14/2020

This amendment updates the CUSIP and Title of Class to reflect the securities underlying the options, rather than the options themselves.