Rokos Capital Management LLP

Q4 2021 13F-HR Holdings

Location
London, X0
Holdings as of
12/31/2021
Date filed
2/14/2022
Form type
13F-HR
Num holdings
52
Total value ($000)
$1,661,624
Net value change ($000)
-3,019,353 (-64.5%)
New positions
34
Sold out positions
63
Turnover %
135.6%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/15/2021 Next filing: 8/11/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
DENBURY INC 45,142 NEW
AMZN 43,755 1101.3%
BMY 31,721 NEW
NVDA 26,381 NEW
ADI 25,289 NEW
ADBE 25,076 NEW
PYPL 20,635 NEW
MELI 20,192 NEW
KLAC 16,535 NEW
XLF 11,715 NEW
Top Reduces (Value $000, Stocks/ETFs)
TSM -83,174 -100.0%
MA -50,419 -70.6%
LRCX -47,367 -100.0%
KBE -33,664 -100.0%
PANW -32,477 -100.0%
NFLX -28,048 -100.0%
CIBR -23,575 -100.0%
QS -15,275 -100.0%
WSC -12,692 -100.0%
BMBL -12,426 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,159,531 (69.8% 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