Rokos Capital Management LLP

Q2 2021 13F-HR Holdings

Location
London, X0
Holdings as of
6/30/2021
Date filed
8/16/2021
Form type
13F-HR
Num holdings
135
Total value ($000)
$5,014,195
Net value change ($000)
-1,694,119 (-25.3%)
New positions
66
Sold out positions
46
Turnover %
110.7%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/13/2021 Next filing: 11/15/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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 101,736 NEW
BMY 76,581 NEW
MRK 76,474 NEW
TSLA 70,272 1363.4%
NVDA 65,427 273.8%
PYPL 52,572 NEW
PCG 51,342 NEW
VRTX 51,270 NEW
SNOW 22,737 NEW
SNPS 21,329 NEW
Top Reduces (Value $000, Stocks/ETFs)
AMZN -425,654 -99.0%
V -414,889 -100.0%
GOOGL -293,518 -100.0%
META -285,974 -100.0%
MSFT -270,611 -100.0%
XLF -243,605 -37.0%
EQIX -158,244 -83.8%
XLV -142,125 -100.0%
KLAC -108,371 -100.0%
BIDU -87,377 -52.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 3,063,258 (61.1% 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