Rokos Capital Management as of June 30, 2020
Portfolio Holdings for Rokos Capital Management
Rokos Capital Management holds 7 positions in its portfolio as reported in the June 2020 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Alibaba Group Hldg Sponsored Ads Call Option (BABA) | 58.9 | $1.2B | 5.4M | 215.70 | |
| Ishares Tr Jpmorgan Usd Emg Put Option (EMB) | 18.9 | $377M | 3.5M | 109.22 | |
| Select Sector Spdr Tr Sbi Int-utils (XLU) | 8.5 | $169M | 3.0M | 56.60 | |
| Select Sector Spdr Tr Sbi Healthcare Call Option (XLV) | 5.3 | $106M | 1.1M | 98.70 | |
| Select Sector Spdr Tr Sbi Cons Discr Call Option (XLY) | 5.2 | $104M | 820k | 126.97 | |
| Select Sector Spdr Tr Sbi Cons Stpls (XLP) | 2.7 | $53M | 904k | 58.54 | |
| Dada Nexus Ads | 0.6 | $11M | 516k | 22.10 |
