RLRokos Capital Management LLP

Top Holdings24 positions

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Activity:AllNewIncreasedDecreasedExitedUnchangedFirst report

Stock	Shares	Value	Weight	Price Trend	Avg Buy	Est. P&L	Held	Conviction
AABADelisted Fund ALTABA INC	393,640	$28.8M	23.7%	—	—	—	1 qtr	New 92
??DISNEY WALT CO CALL Delisted	100,000	$11.1M	9.1%	—	—	—	—	New —
??FEDEX CORP CALL Delisted	59,000	$10.7M	8.8%	—	—	—	—	New —
??META PLATFORMS INC CALL Delisted	50,000	$8.3M	6.8%	—	—	—	—	New —
??META PLATFORMS INC PUT Delisted	50,000	$8.3M	6.8%	—	—	—	—	New —
EEM ETF ISHARES TR	192,339	$8.2M	6.8%	—	$33.06	+9.88%	2 qtrssince 2018-Q4	Unchanged 0
BA BOEING CO	20,000	$7.6M	6.3%	—	$372.49	0.00%	1 qtr	New 88
??BOEING CO PUT Delisted	20,000	$7.6M	6.3%	—	—	—	—	New —
??AMGEN INC CALL Delisted	22,500	$4.3M	3.5%	—	—	—	—	New —
??AMGEN INC PUT Delisted	22,500	$4.3M	3.5%	—	—	—	—	New —
??FIRSTENERGY CORP CALL Delisted	100,000	$4.2M	3.4%	—	—	—	—	New —
??FEDEX CORP PUT Delisted	19,600	$3.6M	2.9%	—	—	—	—	New —
KRE ETF SPDR SERIES TRUST	62,500	$3.2M	2.6%	—	$41.68	0.00%	1 qtr	New 71
DIS DISNEY WALT CO	22,400	$2.5M	2.0%	—	$105.18	+1.89%	2 qtrssince 2018-Q4	Increased 72
??DISNEY WALT CO PUT Delisted	20,300	$2.3M	1.9%	—	—	—	—	Unchanged —
??FIRSTENERGY CORP PUT Delisted	50,000	$2.1M	1.7%	—	—	—	—	New —
EWZ ETF ISHARES INC	30,000	$1.2M	1.0%	—	$26.09	0.00%	1 qtr	New 61
ECH ETF ISHARES INC	23,714	$1M	0.8%	—	$32.87	-3.56%	1 qtr	New 52
META META PLATFORMS INC	5,116	$850,000	0.7%	—	$165.11	0.00%	1 qtr	New 51
??BRISTOL-MYERS SQUIBB CO CALL Delisted	10,000	$477,000	0.4%	—	—	—	—	New —

$121.5M

AUM

24

Positions

Q1 2019

Filing

HI score · 1.5/5

Quarterly 13F Value Change

FilingEquity

Not enough history yet

Activity profile

$ moved · Q1'19

New81%Increased1%Decreased0%Exited18%

Composition

Equity vs derivatives

Equity45%Puts23%Calls32%

Holding period

Avg <1 quarter

<1Q79%1-4Q21%1-2Y0%2Y+0%

Rokos Capital Management LLP manages $121.5M across 24 positions as of Q1 2019. Top holdings: AABA (23.7%), DISNEY WALT CO calls (9.1%), FEDEX CORP calls (8.8%). Fund DNA: Momentum Trader. HoldingsIntel Score: 1.5/5.0.

Position Outcomes

Best and worst performing positions by estimated return

Top Winners

AMGN1Q held

AMGEN INC

Avg $153.40 · $237,227 est. P&L

—

Est. P&L

+181.94%

as of Oct 16

EEM2Q held

ISHARES TR

Avg $33.06 · $628,425 est. P&L

—

Est. P&L

+9.88%

DIS2Q held

DISNEY WALT CO

Avg $105.18 · $44,640 est. P&L

—

Est. P&L

+1.89%

Top Losers

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Cost basis estimates based on full filing history using quarter-end prices. Actual transaction prices are not disclosed in 13F filings.