Rokos Capital Management LLP Hedge Fund

CIK: 0001666335 · Show all filings

Period: Q4 2018 (Next →)

Filing Date: Feb 14, 2019

Total Value ($000): $36,374 (100.0% shares, 0.0% debt)

Holdings (10)

— LILLY ELI & CO 31.1%

Value ($000) $11,311 Shares 100,000 Est. Cost — Unrealized —

— LILLY ELI & CO 24.9%

Value ($000) $9,049 Shares 80,000 Est. Cost — Unrealized —

EEM ISHARES TR 20.7%

Value ($000) $7,538 Shares 192,339 Est. Cost $39.19 Unrealized —

EMB ISHARES TR 10.0%

Value ($000) $3,627 Shares 35,000 Est. Cost $103.63 Unrealized —

— DISNEY WALT CO 5.9%

Value ($000) $2,162 Shares 20,300 Est. Cost — Unrealized —

DIS DISNEY WALT CO 3.7%

Value ($000) $1,336 Shares 12,400 Est. Cost $109.10 Unrealized 0.0%

— SPDR SERIES TRUST 1.1%

Value ($000) $418 Shares 16,000 Est. Cost $26.13 Unrealized —

EWW ISHARES TR 1.1%

Value ($000) $397 Shares 9,700 Est. Cost $40.93 Unrealized —

BIDU BAIDU INC 0.9%

Value ($000) $320 Shares 2,000 Est. Cost $160.00 Unrealized —

— ANADARKO PETE CORP 0.6%

Value ($000) $216 Shares 5,000 Est. Cost $43.20 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	LILLY ELI & CO	100,000	$11,311	31.1%	—	—	Put	532457958
—	LILLY ELI & CO	80,000	$9,049	24.9%	—	—	Call	532457908
EEM	ISHARES TR	192,339	$7,538	20.7%	$39.19	—	MSCI EMG MKT ETF	464287234
EMB	ISHARES TR	35,000	$3,627	10.0%	$103.63	—	JPMORGAN USD EMG	464288281
—	DISNEY WALT CO	20,300	$2,162	5.9%	—	—	Put	254687956
DIS	DISNEY WALT CO	12,400	$1,336	3.7%	$109.10	0.0%	COM DISNEY	254687106
—	SPDR SERIES TRUST	16,000	$418	1.1%	$26.13	—	S&P OILGAS EXP	78464A730
EWW	ISHARES TR	9,700	$397	1.1%	$40.93	—	MSCI MEXICO ETF	464286822
BIDU	BAIDU INC	2,000	$320	0.9%	$160.00	—	SPON ADR REP A	056752108
—	ANADARKO PETE CORP	5,000	$216	0.6%	$43.20	—	COM	032511107