Rokos Capital Management LLP

Q4 2020 13F-HR Holdings

Location
London, X0
Holdings as of
12/31/2020
Date filed
2/16/2021
Form type
13F-HR
Num holdings
43
Total value ($000)
$4,559,201
Net value change ($000)
-1,360,285 (-23.0%)
New positions
22
Sold out positions
7
Turnover %
156.1%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 11/13/2020 Next filing: 5/13/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
AMZN 382,714 NEW
EQIX 195,138 NEW
AAPL 170,211 NEW
XLV 136,098 NEW
MSFT 70,540 NEW
XLY 61,244 NEW
MA 61,124 NEW
V 58,938 NEW
FE 46,554 NEW
DIS 45,028 NEW
Top Reduces (Value $000, Stocks/ETFs)
LQD -1,184,172 -100.0%
XLU -94,806 -53.8%
XLP -57,718 -100.0%
BABA -44,089 -84.8%
TIFFANY & CO -22,169 -100.0%
PLTR -19,000 -100.0%
ADBE -15,495 -100.0%
NEE -7,202 -100.0%
SNOW -3,234 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,834,714 (62.2% 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