Rokos Capital Management LLP

Q4 2023 13F-HR Holdings

Location
London, X0
Holdings as of
12/31/2023
Date filed
2/14/2024
Form type
13F-HR
Num holdings
68
Total value ($000)
$11,463,120
Net value change ($000)
-2,306,658 (-16.8%)
New positions
21
Sold out positions
48
Turnover %
53.9%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/14/2023 Next filing: 5/17/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
IWM 640,895 952.2%
QQQ 624,569 490.7%
AAPL 277,255 NEW
NVDA 126,019 NEW
EWZ 122,378 330.8%
CB 87,539 170.4%
WFC 53,384 NEW
EWW 44,190 2163.0%
SPGI 34,163 NEW
FTNT 28,141 261.9%
Top Reduces (Value $000, Stocks/ETFs)
MSFT -196,212 -76.6%
GOOGL -191,285 -100.0%
AMZN -105,093 -61.5%
QCOM -95,916 -100.0%
AMD -93,586 -100.0%
XLF -92,523 -100.0%
SPLUNK INC -77,449 -100.0%
ELAN -60,538 -100.0%
ONON -58,268 -100.0%
BURL -57,773 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 8,178,913 (71.3% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type