Rokos Capital Management LLP

Q4 2024 13F-HR Holdings

Location
London, X0
Holdings as of
12/31/2024
Date filed
2/14/2025
Form type
13F-HR
Num holdings
113
Total value ($000)
$10,013,479
Net value change ($000)
+3,849,341 (62.4%)
New positions
24
Sold out positions
20
Turnover %
56.2%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/14/2024 Next filing: 5/15/2025 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
QQQ 1,208,268 NEW
GS 226,555 NEW
META 200,715 271.9%
NVDA 145,673 100.0%
CRM 120,626 337.9%
MS 102,288 NEW
DFS 97,363 NEW
ORCL 68,653 NEW
SWKS 49,048 NEW
MU 43,539 NEW
Top Reduces (Value $000, Stocks/ETFs)
AMD -148,807 -95.1%
ADBE -99,027 -100.0%
AVGO -85,728 -41.9%
CIEN -70,779 -100.0%
SMH -63,864 -100.0%
IBM -60,018 -100.0%
TEAM -52,332 -97.7%
MSFT -50,070 -14.7%
GOOGL -42,581 -35.7%
LLY -40,660 -68.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 5,410,398 (54.0% 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