Rokos Capital Management as of Dec. 31, 2019
Portfolio Holdings for Rokos Capital Management
Rokos Capital Management holds 9 positions in its portfolio as reported in the December 2019 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| iShares MSCI Brazil Index (EWZ) | 23.1 | $104M | 2.2M | 47.18 | |
| iShares MSCI Emerging Markets Indx (EEM) | 13.8 | $62M | 1.4M | 44.72 | |
| Select Sector Spdr Tr option | 12.2 | $55M | 538k | 101.39 | |
| Select Sector Spdr Tr option | 12.2 | $55M | 538k | 101.39 | |
| CONSUMER DISCRETIONARY Selt opt | 11.4 | $51M | 410k | 124.95 | |
| CONSUMER DISCRETIONARY Selt opt | 11.4 | $51M | 410k | 124.95 | |
| Ishares Tr option | 10.5 | $47M | 1.0M | 47.18 | |
| Ishares Tr call | 4.7 | $21M | 450k | 47.18 | |
| Consumer Staples Select Sect. SPDR (XLP) | 0.6 | $2.6M | 42k | 62.75 |
