Rokos Capital Management LLP
Q4 2022 13F-HR Holdings
Net value change ($000)
-1,073,268
(-32.0%)
New positions
14
Sold out positions
25
Turnover %
46.0%
Sector allocation + QoQ delta (equities-only)
Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown
Snapshot: Change Analysis
Compared to Q3 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)
| QQQ | 189,393 | 6914.7% |
| ELAN | 41,716 | 590.8% |
| NFE | 16,834 | NEW |
| COR | 16,493 | NEW |
| NTLA | 11,669 | 69.8% |
| PCAR | 9,449 | NEW |
| AMZN | 8,308 | NEW |
| EQRx, Inc. | 5,339 | 19.8% |
| ALIT | 5,206 | NEW |
| NVAX | 4,915 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| BAC | -79,357 | -100.0% |
| SOUTHWESTERN ENERGY CO | -68,550 | -56.5% |
| XLF | -45,232 | -52.6% |
| NVDA | -40,004 | -100.0% |
| AAPL | -36,179 | -100.0% |
| HYG | -35,998 | -100.0% |
| MDB | -29,076 | -100.0% |
| CRM | -27,552 | -93.7% |
| DDOG | -23,154 | -100.0% |
| DENBURY INC | -23,118 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
1,289,993
(56.5% 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 |
|---|