Rokos Capital Management LLP

Q3 2022 13F-HR Detailed Holdings

Location
London, X0
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
75
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 8/15/2022 Next filing: 2/14/2023 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 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 Discretion Other Manager Sole Shared None

Other Managers

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