Rokos Capital Management LLP

Q3 2021 13F-HR Holdings

Location
London, X0
Holdings as of
9/30/2021
Date filed
11/15/2021
Form type
13F-HR
Num holdings
98
Total value ($000)
$4,680,977
Net value change ($000)
-333,218 (-6.6%)
New positions
50
Sold out positions
91
Turnover %
300.4%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/16/2021 Next filing: 2/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
MA 71,399 NEW
CRM 65,275 NEW
LRCX 47,367 NEW
PANW 32,477 NEW
V 23,711 98795.8%
CIBR 23,575 NEW
STEVANATO GROUP S P A 10,176 NEW
DOCN 8,737 1099.0%
CRBU 8,203 NEW
COOK 7,210 NEW
Top Reduces (Value $000, Stocks/ETFs)
XLF -415,319 -100.0%
AAPL -109,304 -100.0%
BABA -101,736 -100.0%
NVDA -89,324 -100.0%
BIDU -80,414 -100.0%
BMY -76,581 -100.0%
MRK -76,474 -100.0%
TSLA -75,426 -100.0%
PYPL -52,572 -100.0%
VRTX -51,270 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 4,017,830 (85.8% 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