Rokos Capital Management LLP

Q4 2022 13F-HR Detailed Holdings

Location
London, X0
Holdings as of
12/31/2022
Date filed
2/14/2023
Form type
13F-HR
Num holdings
59
Total value ($000)
$2,282,726
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 11/14/2022 Next filing: 5/15/2023 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 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 Discretion Other Manager Sole Shared None

Other Managers

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