Rokos Capital Management LLP

Q2 2022 13F-HR Holdings

Location
London, X0
Holdings as of
6/30/2022
Date filed
8/15/2022
Form type
13F-HR
Num holdings
70
Total value ($000)
$3,413,472
Net value change ($000)
+1,273,086 (59.5%)
New positions
19
Sold out positions
21
Turnover %
48.3%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/11/2022 Next filing: 11/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
EQT 130,964 NEW
BAC 130,303 NEW
XLE 102,476 NEW
SOUTHWESTERN ENERGY CO 47,739 NEW
QQQ 24,660 NEW
BABA 22,698 NEW
ZTS 21,228 NEW
RPRX 20,604 NEW
ASML 18,625 117.7%
DDOG 17,649 353.1%
Top Reduces (Value $000, Stocks/ETFs)
XLF -117,397 -73.0%
MSFT -56,585 -45.4%
CRM -33,902 -52.4%
AAPL -29,881 -30.1%
GOOGL -25,111 -38.8%
BMY -23,253 -62.9%
NVDA -16,305 -42.9%
AMZN -15,495 -65.7%
CPNG -13,657 -100.0%
DENBURY INC -12,717 -26.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,151,577 (63.0% 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