RLRokos Capital Management LLP

Top Holdings9 positions

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Activity:AllNewIncreasedDecreasedExitedUnchanged

Stock	Shares	Value	Weight	Price Trend	Avg Buy	Est. P&L	Held	Conviction
??SELECT SECTOR SPDR TR CALL Delisted	538,000	$48.4M	28.9%	—	—	—	—	New —
??SELECT SECTOR SPDR TR PUT Delisted	538,000	$48.4M	28.9%	—	—	—	—	New —
EEM ETF ISHARES MSCI EMERGING MARKETS INDEX FUND	692,339	$28.4M	16.9%	—	$34.44	+1.17%	4 qtrssince 2018-Q4	Increased 93
??SPDR GOLD TR CALL Delisted	200,000	$27.9M	16.6%	—	—	—	—	New —
AGNDelisted ALLERGAN PLC	40,000	$6.8M	4.0%	—	—	—	1 qtr	New 79
KRE ETF SPDR SERIES TRUST	62,500	$3.3M	2.0%	—	$42.40	+4.74%	3 qtrssince 2019-Q1	Unchanged 0
GLD ETF SPDR GOLD TRUST	20,000	$2.8M	1.7%	—	$141.06	+184.62%	1 qtr	New 63
EWW ETF ISHARES INC	40,000	$1.7M	1.0%	—	$35.50	0.00%	1 qtr	New 62
BIDU ADR BAIDU INC - SPON ADR	1,000	$103,000	0.1%	—	$162.17	-37.59%	4 qtrssince 2018-Q4	Unchanged 0

$167.8M

AUM

9

Positions

Q3 2019

Filing

Rating · 1.5

Quarterly Portfolio Change

FilingEquity

Activity profile

$ moved · Q3'19

New81%Increased12%Decreased0%Exited7%

Composition

Equity vs derivatives

Equity26%Puts29%Calls45%

Holding period

Avg 1.2 quarters

<1Q56%1-4Q44%1-2Y0%2Y+0%

Rokos Capital Management LLP manages $167.8M across 9 positions as of Q3 2019. Top holdings: SELECT SECTOR SPDR TR (28.9%), SELECT SECTOR SPDR TR (28.9%), EEM (16.9%). Fund DNA: Momentum Trader. HoldingsIntel Rating: 1.5/5.0.

Position Outcomes

Best and worst performing positions by estimated return

Top Winners

GLD1Q held

SPDR GOLD TRUST

Avg $141.06 · $5.2M est. P&L

Est. P&L

+184.62%

KRE3Q held

SPDR SERIES TRUST

Avg $42.40 · $125,625 est. P&L

Est. P&L

+4.74%

EEM4Q held

ISHARES MSCI EMERGING MARKETS INDEX FUND

Avg $34.44 · $278,892 est. P&L

Est. P&L

+1.17%

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.