Rokos Capital Management LLP

Q2 2023 13F-HR/A Holdings

Location
London, X0
Holdings as of
6/30/2023
Date filed
8/15/2023
Form type
13F-HR/A - RESTATEMENT
Num holdings
91
Total value ($000)
$10,327,523
Net value change ($000)
+8,975,189 (663.7%)
New positions
43
Sold out positions
19
Turnover %
16.0%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/15/2023 Next filing: 11/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
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 2,760,661 3737.0%
AMZN 160,633 3121.5%
TSM 103,046 NEW
NSC 66,732 NEW
KRE 65,851 NEW
MU 62,244 1119.1%
CIEN 53,846 NEW
AMD 50,093 328.7%
MPWR 46,682 NEW
SPLUNK INC 41,919 115.7%
Top Reduces (Value $000, Stocks/ETFs)
GOOGL -28,027 -16.2%
FEZ -12,100 -100.0%
LULU -11,623 -100.0%
NEXT -10,111 -100.0%
GOOS -9,195 -100.0%
TEAM -9,191 -63.9%
PTLO -7,490 -100.0%
USFD -7,356 -100.0%
SHLS -6,935 -100.0%
AR -6,060 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 5,346,743 (51.8% 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