Rokos Capital Management LLP

Q3 2020 13F-HR Holdings

Location
London, X0
Holdings as of
9/30/2020
Date filed
11/13/2020
Form type
13F-HR
Num holdings
22
Total value ($000)
$5,919,486
Net value change ($000)
+3,927,726 (197.2%)
New positions
8
Sold out positions
0
Turnover %
82.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2020 Next filing: 2/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
LQD 1,184,172 NEW
GOOGL 102,221 NEW
QCOM 63,487 NEW
TIFFANY & CO 22,169 NEW
PLTR 19,000 NEW
ADBE 15,495 NEW
Dada Nexus Ltd 12,207 107.0%
XLU 7,624 4.5%
NEE 7,202 NEW
XLP 4,823 9.1%
Top Reduces (Value $000, Stocks/ETFs)
BABA -439,230 -89.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 4,192,986 (70.8% 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