Rokos Capital Management LLP

Q1 2023 13F-HR Detailed Holdings

Location
London, X0
Holdings as of
3/31/2023
Date filed
5/15/2023
Form type
13F-HR
Num holdings
59
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

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

Other Managers

Num Name File Number
1 Rokos Capital Management (US) LP 028-20930