Rokos Capital Management LLP Q4 2019 Filing
Filed February 13, 2020
Portfolio Value
$447.8B
Holdings
9
Report Date
Q4 2019
Filing Type
13F-HR
All Holdings (9 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | EWZISHARES INC | 2,196,400 | $103.6B | 23.15% | |
| 2 | EEMISHARES TR | 1,376,339 | $61.5B | 13.75% | |
| 3 | XLFISELECT SECTOR SPDR TR | 538,000 | $54.5B | 12.18% | Call |
| 4 | XLFISELECT SECTOR SPDR TR | 538,000 | $54.5B | 12.18% | Put |
| 5 | XLFISELECT SECTOR SPDR TR | 410,000 | $51.2B | 11.44% | Call |
| 6 | XLFISELECT SECTOR SPDR TR | 410,000 | $51.2B | 11.44% | Put |
| 7 | AQLTISHARES TR | 1,000,000 | $47.2B | 10.54% | Put |
| 8 | AQLTISHARES TR | 450,000 | $21.2B | 4.74% | Call |
| 9 | XLFISELECT SECTOR SPDR TR | 41,500 | $2.6B | 0.58% |