Rokos Capital Management LLP Q3 2019 Filing
Filed November 14, 2019
Portfolio Value
$167.8B
Holdings
9
Report Date
Q3 2019
Filing Type
13F-HR
All Holdings (9 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | XLFISELECT SECTOR SPDR TR | 538,000 | $48.4B | 28.86% | Put |
| 2 | XLFISELECT SECTOR SPDR TR | 538,000 | $48.4B | 28.86% | Call |
| 3 | EEMISHARES TR | 692,339 | $28.4B | 16.92% | |
| 4 | GLDSPDR GOLD TRUST | 200,000 | $27.9B | 16.63% | Call |
| 5 | —ALLERGAN PLC | 40,000 | $6.8B | 4.02% | |
| 6 | LVLNSPDR SERIES TRUST | 62,500 | $3.3B | 1.97% | |
| 7 | GQ9SPDR GOLD TRUST | 20,000 | $2.8B | 1.66% | |
| 8 | EWWISHARES INC | 40,000 | $1.7B | 1.02% | |
| 9 | BIDUNBAIDU INC | 1,000 | $103.0M | 0.06% |