Rokos Capital Management LLP Q1 2020 Filing
Filed May 14, 2020
Portfolio Value
$1.2T
Holdings
7
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (7 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AQLTISHARES TR | 7,940,300 | $980.7B | 80.40% | Call |
| 2 | XLUSELECT SECTOR SPDR TR | 1,060,670 | $59.6B | 4.89% | |
| 3 | XLFISELECT SECTOR SPDR TR | 538,000 | $47.6B | 3.91% | Put |
| 4 | XLFISELECT SECTOR SPDR TR | 538,000 | $47.6B | 3.91% | Call |
| 5 | XLFISELECT SECTOR SPDR TR | 410,000 | $40.9B | 3.36% | Call |
| 6 | XLFISELECT SECTOR SPDR TR | 410,000 | $40.9B | 3.36% | Put |
| 7 | XLFISELECT SECTOR SPDR TR | 41,500 | $2.3B | 0.19% |