Rokos Capital Management as of Dec. 31, 2018
Portfolio Holdings for Rokos Capital Management
Rokos Capital Management holds 10 positions in its portfolio as reported in the December 2018 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Lilly Eli & Co option | 31.1 | $11M | 100k | 113.11 | |
| Lilly Eli & Co option | 24.9 | $9.0M | 80k | 113.11 | |
| iShares MSCI Emerging Markets Indx (EEM) | 20.7 | $7.5M | 192k | 39.19 | |
| iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) | 10.0 | $3.6M | 35k | 103.63 | |
| Disney Walt Co option | 5.9 | $2.2M | 20k | 106.50 | |
| Walt Disney Company (DIS) | 3.7 | $1.3M | 12k | 107.74 | |
| SPDR S&P Oil & Gas Explore & Prod. | 1.1 | $418k | 16k | 26.12 | |
| iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 1.1 | $397k | 9.7k | 40.93 | |
| Baidu (BIDU) | 0.9 | $320k | 2.0k | 160.00 | |
| Anadarko Petroleum Corporation | 0.6 | $216k | 5.0k | 43.20 |
