Rokos Capital Management LLP

Q1 2024 13F-HR/A Holdings

Location
London, X0
Holdings as of
3/31/2024
Date filed
5/17/2024
Form type
13F-HR/A - RESTATEMENT
Num holdings
89
Total value ($000)
$18,987,033
Net value change ($000)
+7,523,913 (65.6%)
New positions
37
Sold out positions
17
Turnover %
37.2%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/14/2024 Next filing: 8/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
GOOGL 223,223 NEW
META 183,411 NEW
MSFT 122,382 203.8%
BAC 114,947 NEW
INTC 100,433 NEW
WFC 98,469 184.5%
LSCC 89,953 1819.8%
WDAY 69,576 327.2%
LLY 62,700 NEW
MRVL 59,539 78.1%
Top Reduces (Value $000, Stocks/ETFs)
QQQ -490,937 -65.3%
IWM -382,682 -54.0%
EWZ -139,477 -87.5%
AAPL -112,365 -40.5%
TSM -54,022 -100.0%
MPWR -37,895 -54.2%
EWW -37,120 -80.3%
PYPL -30,695 -100.0%
CB -23,644 -17.0%
MA -17,168 -46.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 15,086,770 (79.5% 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