Rokos Capital Management LLP Q2 2020 Filing
Filed August 14, 2020
Portfolio Value
$2.0T
Holdings
7
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (7 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | BABAALIBABA GROUP HLDG LTD | 5,444,239 | $1.2T | 58.83% | Call |
| 2 | EMBISHARES TR | 3,450,042 | $376.8B | 18.92% | Put |
| 3 | XLUSELECT SECTOR SPDR TR | 2,978,190 | $168.6B | 8.46% | |
| 4 | XLVSELECT SECTOR SPDR TR | 1,076,000 | $106.2B | 5.33% | Put |
| 5 | XLYSELECT SECTOR SPDR TR | 820,000 | $104.1B | 5.23% | Put |
| 6 | XLFISELECT SECTOR SPDR TR | 903,568 | $52.9B | 2.66% | |
| 7 | D0ADADA NEXUS LTD | 516,276 | $11.4B | 0.57% |