Rokos Capital Management LLP

Q2 2020 13F-HR Holdings

Location
London, X0
Holdings as of
6/30/2020
Date filed
8/14/2020
Form type
13F-HR
Num holdings
10
Total value ($000)
$1,991,760
Net value change ($000)
+771,942 (63.3%)
New positions
2
Sold out positions
0
Turnover %
69.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/14/2020 Next filing: 11/13/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
BABA 491,225 NEW
XLU 108,925 182.6%
XLP 50,600 2204.8%
Dada Nexus Ltd 11,410 NEW
Top Reduces (Value $000, Stocks/ETFs)
—
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,267,664 (63.6% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type