Rokos Capital Management as of Sept. 30, 2019
Portfolio Holdings for Rokos Capital Management
Rokos Capital Management holds 9 positions in its portfolio as reported in the September 2019 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Select Sector Spdr Tr Put Put Option | 28.9 | $48M | 538k | 90.01 | |
| Select Sector Spdr Tr Call Call Option | 28.9 | $48M | 538k | 90.01 | |
| Ishares Tr Msci Emg Mkt Etf (EEM) | 16.9 | $28M | 692k | 41.02 | |
| Spdr Gold Trust Call Call Option | 16.6 | $28M | 200k | 139.55 | |
| Allergan SHS | 4.0 | $6.8M | 40k | 168.75 | |
| Spdr Series Trust S&p Regl Bkg (KRE) | 2.0 | $3.3M | 63k | 52.94 | |
| Spdr Gold Trust Gold Shs (GLD) | 1.7 | $2.8M | 20k | 139.55 | |
| Ishares Msci Mexico Etf (EWW) | 1.0 | $1.7M | 40k | 42.65 | |
| Baidu Spon Adr Rep A (BIDU) | 0.1 | $103k | 1.0k | 103.00 |
