Institution Information
Reportee Signature Date Report period Total Entries Total AUM($)
ROKOS CAPITAL MANAGEMENT LLP 11-14-2019 09-30-2019 9 167,819,000
Institutional Holdings
Issuer Class Position Value Shares Portfolio Percentage (%) Previous Percentage (%) Shares Delta Shares Delta(%) Date Reported
SELECT SECTOR SPDR TR PUT 1 $48,425,000 538,000 28.86 538,000 +Inf 09-30-2019
SELECT SECTOR SPDR TR CALL 2 $48,425,000 538,000 28.86 538,000 +Inf 09-30-2019
ISHARES TR MSCI EMG MKT ETF 3 $28,400,000 692,339 16.92 36.21 500,000 259.96 09-30-2019
SPDR GOLD TRUST CALL 4 $27,910,000 200,000 16.63 200,000 +Inf 09-30-2019
DISNEY WALT CO CALL Liquidated $0 0 9.13 100,000 +Inf 06-30-2019
FEDEX CORP CALL Liquidated $0 0 8.81 59,000 +Inf 06-30-2019
ALTABA INC COM Liquidated $0 0 38.38 23.73 -268,303 -68.16 09-30-2019
FACEBOOK INC PUT Liquidated $0 0 6.84 50,000 +Inf 06-30-2019
FACEBOOK INC CALL Liquidated $0 0 6.84 50,000 +Inf 06-30-2019
BOEING CO PUT Liquidated $0 0 6.26 20,000 +Inf 06-30-2019
BOEING CO COM Liquidated $0 0 6.26 20,000 +Inf 06-30-2019
ALLERGAN PLC SHS 12 $6,750,000 40,000 4.02 40,000 +Inf 09-30-2019
AMGEN INC PUT Liquidated $0 0 3.53 22,500 +Inf 06-30-2019
AMGEN INC CALL Liquidated $0 0 3.53 22,500 +Inf 06-30-2019
FIRSTENERGY CORP CALL Liquidated $0 0 3.42 100,000 +Inf 06-30-2019
FEDEX CORP PUT Liquidated $0 0 2.93 19,600 +Inf 06-30-2019
SPDR SERIES TRUST S&P REGL BKG 17 $3,309,000 62,500 1.97 14.58 0 0.00 09-30-2019
SPDR GOLD TRUST GOLD SHS 18 $2,791,000 20,000 1.66 20,000 +Inf 09-30-2019
DISNEY WALT CO COM DISNEY Liquidated $0 0 2.05 22,400 +Inf 06-30-2019
ISHARES TR CHINA LG-CAP ETF Liquidated $0 0 10.32 0.36 45,000 450.00 09-30-2019
DISNEY WALT CO PUT Liquidated $0 0 1.85 20,300 +Inf 06-30-2019
FIRSTENERGY CORP PUT Liquidated $0 0 1.71 50,000 +Inf 06-30-2019
ISHARES INC MSCI MEXICO ETF 23 $1,706,000 40,000 1.02 40,000 +Inf 09-30-2019
ISHARES INC MSCI BRAZIL ETF Liquidated $0 0 1.02 30,000 +Inf 06-30-2019
ISHARES INC MSCI CHILE ETF Liquidated $0 0 0.84 23,714 +Inf 06-30-2019
FACEBOOK INC COM Liquidated $0 0 0.70 5,116 +Inf 06-30-2019
BRISTOL MYERS SQUIBB CO CALL Liquidated $0 0 0.39 10,000 +Inf 06-30-2019
AMGEN INC COM Liquidated $0 0 0.13 850 +Inf 06-30-2019
ANADARKO PETE CORP COM Liquidated $0 0 0.11 3,000 +Inf 06-30-2019
BAIDU INC SPON ADR REP A 30 $103,000 1,000 0.06 0.51 0 0.00 09-30-2019
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