Rokos Capital Management LLP
Q3 2023 13F-HR Holdings
Net value change ($000)
+3,442,255
(33.3%)
New positions
26
Sold out positions
26
Turnover %
30.0%
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 Q2 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)
| QCOM | 95,916 | NEW |
| XLF | 90,716 | 5020.3% |
| IWM | 67,306 | NEW |
| MSFT | 61,891 | 31.8% |
| CB | 51,364 | NEW |
| ONON | 49,161 | 539.8% |
| MRVL | 48,619 | 155.0% |
| BURL | 47,773 | 477.7% |
| MPWR | 46,536 | 99.7% |
| GOOGL | 45,861 | 31.5% |
Top Reduces (Value $000, Stocks/ETFs)
| QQQ | -2,707,255 | -95.5% |
| EQT | -68,751 | -100.0% |
| NSC | -66,732 | -100.0% |
| KRE | -65,851 | -100.0% |
| SOUTHWESTERN ENERGY CO | -54,772 | -100.0% |
| TSM | -28,122 | -27.3% |
| EQRx, Inc. | -27,617 | -100.0% |
| CIEN | -20,450 | -38.0% |
| KVUE | -15,804 | -100.0% |
| NOW | -14,607 | -36.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
11,032,031
(80.1% 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 |
|---|