Rokos Capital Management LLP

Q3 2024 13F-HR Holdings

Location
London, X0
Holdings as of
9/30/2024
Date filed
11/14/2024
Form type
13F-HR
Num holdings
74
Total value ($000)
$6,164,138
Net value change ($000)
-9,806,195 (-61.4%)
New positions
26
Sold out positions
43
Turnover %
74.2%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/14/2024 Next filing: 2/14/2025 SEC filing

Snapshot: Change Analysis

Compared to Q2 2024
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)
ADBE 99,027 NEW
GOOGL 90,477 314.6%
MSFT 89,756 35.8%
SMH 63,864 NEW
LLY 59,821 NEW
MPWR 43,422 158.8%
TEAM 42,542 386.7%
ZS 39,932 245.8%
TER 39,884 NEW
PANW 39,083 205.1%
Top Reduces (Value $000, Stocks/ETFs)
MU -299,808 -100.0%
BAC -227,715 -73.4%
WFC -173,220 -100.0%
CRM -167,402 -82.4%
AMZN -154,417 -41.6%
META -143,939 -66.1%
XLE -120,347 -100.0%
MRVL -119,125 -78.8%
GS -77,617 -100.0%
FTNT -71,309 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 3,317,076 (53.8% 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