Rokos Capital Management LLP

Q3 2022 13F-HR Holdings

Location
London, X0
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
74
Total value ($000)
$3,355,994
Net value change ($000)
-57,478 (-1.7%)
New positions
14
Sold out positions
13
Turnover %
22.2%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/15/2022 Next filing: 2/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
MSFT 90,137 132.2%
SOUTHWESTERN ENERGY CO 73,579 154.1%
XLF 42,468 97.6%
HYG 35,998 NEW
XLE 30,941 30.2%
MDB 29,076 NEW
FTNT 27,646 NEW
CRBG 20,108 NEW
NVDA 18,335 84.6%
ARWR 13,976 NEW
Top Reduces (Value $000, Stocks/ETFs)
BAC -50,946 -39.1%
EQT -49,209 -37.6%
ASML -34,453 -100.0%
AAPL -33,202 -47.9%
AMD -29,998 -73.0%
BABA -22,698 -100.0%
QQQ -21,921 -88.9%
GOOGL -20,600 -52.0%
BMY -13,720 -100.0%
DENBURY INC -12,501 -35.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,049,255 (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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type