Rokos Capital Management LLP Q4 2018 Filing

Filed February 14, 2019

Portfolio Value

$36.4B

Holdings

10

Report Date

Q4 2018

Filing Type

13F-HR

All Holdings (10 positions)

#StockSharesValue% PortfolioType
1
LLYLILLY ELI & CO
100,000$11.3B31.10%Put
2
LLYLILLY ELI & CO
80,000$9.0B24.88%Call
3
EEMISHARES TR
192,339$7.5B20.72%
4
EMBISHARES TR
35,000$3.6B9.97%
5
DISNEY WALT CO
20,300$2.2B5.94%Put
6
DISDISNEY WALT CO
12,400$1.3B3.67%
7
XOPUSDSPDR SERIES TRUST
16,000$418.0M1.15%
8
EWWISHARES TR
9,700$397.0M1.09%
9
BIDUNBAIDU INC
2,000$320.0M0.88%
10
APCANADARKO PETE CORP
5,000$216.0M0.59%