Rokos Capital Management LLP

Q1 2022 13F-HR/A Detailed Holdings

Location
London, X0
Holdings as of
3/31/2022
Date filed
8/11/2022
Form type
13F-HR/A - RESTATEMENT
Num holdings
67
Total value ($000)
$2,140,386
Net value change ($000)
+478,762 (28.8%)
New positions
33
Sold out positions
25
Turnover %
62.1%
Sector allocation + QoQ delta (equities-only)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 2/14/2022 Next filing: 8/15/2022 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

Snapshot: Change Analysis

Compared to Q4 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)
XLF 149,211 1273.7%
MSFT 124,768 NEW
AAPL 99,262 NEW
GOOGL 64,693 NEW
AMD 23,758 NEW
ASML 15,828 NEW
ELAN 14,672 NEW
CPNG 13,657 NEW
ACI 13,410 NEW
SPLUNK INC 13,102 NEW
Top Reduces (Value $000, Stocks/ETFs)
PCG -48,429 -100.0%
ADBE -25,076 -100.0%
AMZN -24,151 -50.6%
MA -20,980 -100.0%
RIVN -9,566 -91.8%
PYPL -7,787 -37.7%
LTH -5,139 -100.0%
OLPX -4,350 -100.0%
HashiCorp, Inc. -3,391 -82.1%
IHS -2,834 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,126,564 (52.6% 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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 Rokos Capital Management (US) LP