Rokos Capital Management LLP

Q1 2023 13F-HR Holdings

Location
London, X0
Holdings as of
3/31/2023
Date filed
5/15/2023
Form type
13F-HR
Num holdings
58
Total value ($000)
$1,352,334
Net value change ($000)
-930,392 (-40.8%)
New positions
25
Sold out positions
16
Turnover %
22.9%
Sector allocation + QoQ delta (equities-only)

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

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

Snapshot: Change Analysis

Compared to Q4 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)
GOOGL 156,598 929.2%
ARWR 25,519 159.3%
MRVL 24,340 531.8%
NTLA 23,213 81.8%
RPRX 20,765 107.5%
SNOW 16,613 335.3%
AMD 15,241 NEW
SNY 14,794 NEW
SPLUNK INC 12,652 53.7%
LULU 11,623 NEW
Top Reduces (Value $000, Stocks/ETFs)
QQQ -118,258 -61.6%
XLF -40,765 -100.0%
ZTS -18,070 -100.0%
NFE -16,834 -100.0%
COR -16,493 -100.0%
PCAR -9,449 -100.0%
XLE -7,819 -6.7%
SOUTHWESTERN ENERGY CO -7,102 -13.5%
BHC -6,461 -100.0%
BUNGELTD -5,426 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 192,983 (14.3% 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