Rokos Capital Management LLP

Q1 2021 13F-HR Holdings

Location
London, X0
Holdings as of
3/31/2021
Date filed
5/13/2021
Form type
13F-HR
Num holdings
112
Total value ($000)
$6,708,314
Net value change ($000)
+2,149,113 (47.1%)
New positions
75
Sold out positions
4
Turnover %
46.4%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/16/2021 Next filing: 8/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
XLF 658,924 NEW
V 355,975 604.0%
META 285,974 NEW
MSFT 200,071 283.6%
BIDU 167,791 NEW
TSM 158,422 NEW
GOOGL 151,262 106.3%
KLAC 108,371 NEW
CRM 83,587 NEW
WTW 49,372 NEW
Top Reduces (Value $000, Stocks/ETFs)
QCOM -76,458 -93.9%
XLY -61,244 -100.0%
DIS -41,408 -92.0%
AAPL -8,862 -5.2%
BABA -7,906 -100.0%
DASH -7,646 -90.7%
Dada Nexus Ltd -7,122 -25.5%
EQIX -6,368 -3.3%
ABNB -4,447 -60.9%
AI -3,960 -95.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,531,585 (37.7% 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