Rokos Capital Management LLP

Q3 2023 13F-HR Detailed Holdings

Location
London, X0
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
131
Total value ($000)
$13,769,778
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 8/15/2023 Next filing: 2/14/2024 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 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.
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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