$13.8 Billion is the total value of Rokos Capital Management LLP's 131 reported holdings in Q3 2023. The portfolio turnover from Q2 2023 to Q3 2023 was 84.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| QQQ | Buy | INVESCO QQQ TRput | $3,441,334,875 | +19.6% | 9,525,000 | +22.3% | 24.99% | -10.3% |
| QQQ | Buy | INVESCO QQQ TRcall | $2,836,165,750 | +304.0% | 7,850,000 | +313.2% | 20.60% | +203.0% |
| IWM | New | ISHARES TRput | $1,050,524,500 | – | 5,900,000 | +100.0% | 7.63% | – |
| FXI | New | ISHARES TRcall | $781,602,500 | – | 29,500,000 | +100.0% | 5.68% | – |
| IWM | Buy | ISHARES TRcall | $676,609,000 | +20.3% | 3,800,000 | +26.7% | 4.91% | -9.7% |
| GLD | SPDR GOLD TRcall | $438,524,985 | -2.9% | 2,540,333 | 0.0% | 3.18% | -27.2% | |
| HYG | New | ISHARES TRput | $437,776,133 | – | 5,911,500 | +100.0% | 3.18% | – |
| MSFT | Buy | MICROSOFT CORP | $256,261,644 | +31.8% | 807,136 | +41.8% | 1.86% | -1.1% |
| XLF | New | SELECT SECTOR SPDR TRput | $204,319,500 | – | 6,100,000 | +100.0% | 1.48% | – |
| XLF | New | SELECT SECTOR SPDR TRcall | $204,319,500 | – | 6,100,000 | +100.0% | 1.48% | – |
| GOOG | Buy | ALPHABET INCcap stk cl c | $191,284,522 | +31.5% | 1,430,753 | +19.5% | 1.39% | -1.3% |
| AMZN | Buy | AMAZON COM INC | $170,796,069 | +3.0% | 1,331,328 | +4.8% | 1.24% | -22.7% |
| AAPL | New | APPLE INCput | $146,949,107 | – | 852,200 | +100.0% | 1.07% | – |
| UBS | UBS GROUP AGcall | $128,839,001 | +22.7% | 5,200,000 | 0.0% | 0.94% | -8.0% | |
| QQQ | Sell | INVESCO QQQ TRunit ser 1 | $127,279,532 | -95.5% | 352,287 | -95.4% | 0.92% | -96.6% |
| XLE | Buy | SELECT SECTOR SPDR TRenergy | $123,636,256 | +13.1% | 1,366,071 | +1.5% | 0.90% | -15.1% |
| EFA | New | ISHARES TRcall | $104,002,500 | – | 1,500,000 | +100.0% | 0.76% | – |
| QCOM | New | QUALCOMM INC | $95,915,506 | – | 859,150 | +100.0% | 0.70% | – |
| AMD | Buy | ADVANCED MICRO DEVICES INC | $93,586,405 | +43.2% | 901,690 | +57.4% | 0.68% | +7.4% |
| MPWR | Buy | MONOLITHIC PWR SYS INC | $93,218,326 | +99.7% | 201,342 | +133.9% | 0.68% | +49.8% |
| XLF | Buy | SELECT SECTOR SPDR TRfinancial | $92,522,770 | +5021.0% | 2,762,286 | +5043.9% | 0.67% | +3852.9% |
| MU | Buy | MICRON TECHNOLOGY INC | $91,419,196 | +34.8% | 1,339,083 | +25.2% | 0.66% | +1.1% |
| KBH | KB HOMEput | $88,986,500 | -9.1% | 1,900,000 | 0.0% | 0.65% | -31.9% | |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDput | $86,900,000 | – | 1,000,000 | +100.0% | 0.63% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDcall | $86,900,000 | – | 1,000,000 | +100.0% | 0.63% | – |
| MRVL | Buy | MARVELL TECHNOLOGY INC | $79,977,145 | +155.0% | 1,457,044 | +176.5% | 0.58% | +91.1% |
| SPLK | Sell | SPLUNK INC | $77,449,385 | -0.9% | 528,106 | -27.6% | 0.56% | -25.8% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $74,924,384 | -27.3% | 859,471 | -15.7% | 0.54% | -45.5% |
| IWM | New | ISHARES TRrussell 2000 etf | $67,305,680 | – | 378,005 | +100.0% | 0.49% | – |
| BABA | New | ALIBABA GROUP HLDG LTDcall | $65,055,000 | – | 750,000 | +100.0% | 0.47% | – |
| ELAN | Sell | ELANCO ANIMAL HEALTH INC | $60,538,104 | -2.0% | 5,331,405 | -13.5% | 0.44% | -26.4% |
| Buy | ON HLDG AGnamen akt a | $58,268,455 | +539.8% | 2,075,457 | +642.3% | 0.42% | +380.7% | |
| BURL | Buy | BURLINGTON STORES INC | $57,773,040 | +477.7% | 424,069 | +560.3% | 0.42% | +333.0% |
| UBS | UBS GROUP AGput | $54,508,808 | +22.7% | 2,200,000 | 0.0% | 0.40% | -7.9% | |
| CB | New | CHUBB LIMITED | $51,363,834 | – | 245,074 | +100.0% | 0.37% | – |
| ARWR | ARROWHEAD PHARMACEUTICALS IN | $45,031,997 | -23.5% | 1,675,921 | 0.0% | 0.33% | -42.6% | |
| TER | Buy | TERADYNE INC | $44,987,310 | +14.5% | 445,772 | +26.5% | 0.33% | -13.9% |
| NTLA | INTELLIA THERAPEUTICS INC | $44,311,596 | -21.5% | 1,389,296 | 0.0% | 0.32% | -41.1% | |
| FEZ | New | SPDR INDEX SHS FDScall | $42,265,000 | – | 1,000,000 | +100.0% | 0.31% | – |
| STZ | Buy | CONSTELLATION BRANDS INCcl a | $41,967,726 | +58.5% | 166,120 | +54.0% | 0.30% | +19.1% |
| CRM | SALESFORCE INC | $37,289,302 | -3.4% | 181,258 | 0.0% | 0.27% | -27.5% | |
| EWZ | Sell | ISHARES INCcall | $36,978,000 | -57.7% | 1,200,000 | -55.6% | 0.27% | -68.2% |
| EWZ | New | ISHARES INCmsci brazil etf | $36,991,405 | – | 1,200,435 | +100.0% | 0.27% | – |
| AMBA | Buy | AMBARELLA INC | $34,625,542 | +41.8% | 649,574 | +121.0% | 0.25% | +5.9% |
| CIEN | Sell | CIENA CORP | $33,395,797 | -38.0% | 696,980 | -44.9% | 0.24% | -53.4% |
| PYPL | Buy | PAYPAL HLDGS INC | $33,419,641 | +120.9% | 568,603 | +148.1% | 0.24% | +65.3% |
| DDOG | Buy | DATADOG INC | $31,758,693 | +434.9% | 344,305 | +478.4% | 0.23% | +305.3% |
| SNOW | Buy | SNOWFLAKE INCcl a | $30,111,426 | +6.0% | 194,751 | +23.8% | 0.22% | -20.4% |
| RPRX | Sell | ROYALTY PHARMA PLC | $29,612,782 | -27.7% | 1,106,813 | -16.9% | 0.22% | -45.8% |
| RSP | Buy | INVESCO EXCHANGE TRADED FD Ts&p500 eql wgt | $28,210,617 | +10.9% | 197,671 | +15.9% | 0.20% | -16.7% |
| KWEB | New | KRANESHARES TRcall | $27,121,050 | – | 990,000 | +100.0% | 0.20% | – |
| WDAY | New | WORKDAY INCcl a | $26,454,352 | – | 122,191 | +100.0% | 0.19% | – |
| NOW | Sell | SERVICENOW INC | $25,998,180 | -36.0% | 46,043 | -36.2% | 0.19% | -51.9% |
| JAZZ | JAZZ PHARMACEUTICALS PLC | $23,893,893 | +5.2% | 183,109 | 0.0% | 0.17% | -20.9% | |
| EEM | New | ISHARES TRcall | $22,845,000 | – | 600,000 | +100.0% | 0.17% | – |
| EEM | New | ISHARES TRput | $22,845,000 | – | 600,000 | +100.0% | 0.17% | – |
| DLTR | DOLLAR TREE INC | $22,176,051 | -25.5% | 206,982 | 0.0% | 0.16% | -44.1% | |
| DLTR | New | DOLLAR TREE INCput | $21,428,000 | – | 200,000 | +100.0% | 0.16% | – |
| LULU | New | LULULEMON ATHLETICA INC | $20,796,685 | – | 54,139 | +100.0% | 0.15% | – |
| New | DISH NETWORK CORPORATIONnote 12/1 | $20,250,000 | – | 30,000,000 | +100.0% | 0.15% | – | |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $19,480,040 | – | 333,934 | +100.0% | 0.14% | – |
| MA | New | MASTERCARD INCORPORATEDcl a | $19,272,005 | – | 48,221 | +100.0% | 0.14% | – |
| New | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $18,078,000 | – | 30,000,000 | +100.0% | 0.13% | – | |
| SNY | SANOFIsponsored adr | $14,590,419 | -0.1% | 271,753 | 0.0% | 0.11% | -24.8% | |
| TEVA | TEVA PHARMACEUTICAL INDS LTDsponsored ads | $13,949,859 | +35.9% | 1,355,013 | 0.0% | 0.10% | +2.0% | |
| CARIBOU BIOSCIENCES INC | $13,287,252 | +18.6% | 2,748,139 | 0.0% | 0.10% | -11.1% | ||
| EWW | New | ISHARES INCcall | $12,614,050 | – | 215,000 | +100.0% | 0.09% | – |
| EWW | New | ISHARES INCput | $12,614,050 | – | 215,000 | +100.0% | 0.09% | – |
| FTNT | Buy | FORTINET INC | $10,743,423 | +46.1% | 182,789 | +88.9% | 0.08% | +9.9% |
| BHC | Sell | BAUSCH HEALTH COS INC | $10,397,298 | -26.1% | 1,256,471 | -28.5% | 0.08% | -44.1% |
| FIVE | New | FIVE BELOW INC | $9,581,391 | – | 59,066 | +100.0% | 0.07% | – |
| New | CORE & MAIN INCcl a | $8,772,000 | – | 300,000 | +100.0% | 0.06% | – | |
| MP | Buy | MP MATERIALS CORP | $8,419,754 | +81.8% | 435,467 | +114.6% | 0.06% | +35.6% |
| ENB | New | ENBRIDGE INC | $8,324,591 | – | 250,000 | +100.0% | 0.06% | – |
| AMKR | New | AMKOR TECHNOLOGY INC | $7,639,692 | – | 334,341 | +100.0% | 0.06% | – |
| XLB | Sell | SELECT SECTOR SPDR TRsbi materials | $7,320,913 | -6.3% | 92,500 | -2.3% | 0.05% | -30.3% |
| DISH | New | DISH NETWORK CORPORATIONcl a | $7,128,178 | – | 1,183,100 | +100.0% | 0.05% | – |
| MDB | MONGODB INCcl a | $6,797,886 | -13.9% | 19,085 | 0.0% | 0.05% | -35.5% | |
| OKTA | Sell | OKTA INCcl a | $6,151,628 | -56.5% | 74,116 | -63.1% | 0.04% | -67.2% |
| ZS | ZSCALER INC | $5,873,804 | +6.4% | 37,012 | 0.0% | 0.04% | -18.9% | |
| New | ARM HOLDINGS PLCsponsored adr | $5,352,000 | – | 100,000 | +100.0% | 0.04% | – | |
| YPF | YPF SOCIEDAD ANONIMAspon adr cl d | $5,300,251 | -16.6% | 425,894 | 0.0% | 0.04% | -38.7% | |
| New | GLOBALFOUNDRIES INCordinary shares | $4,728,698 | – | 80,161 | +100.0% | 0.03% | – | |
| Sell | HASHICORP INC | $4,366,656 | -70.0% | 188,543 | -65.7% | 0.03% | -77.3% | |
| CRWD | New | CROWDSTRIKE HLDGS INCcl a | $4,224,625 | – | 25,000 | +100.0% | 0.03% | – |
| FXI | New | ISHARES TRchina lg-cap etf | $4,267,470 | – | 161,067 | +100.0% | 0.03% | – |
| CRSP | CRISPR THERAPEUTICS AGnamen akt | $4,074,875 | -16.8% | 87,500 | 0.0% | 0.03% | -36.2% | |
| SGMO | SANGAMO THERAPEUTICS INC | $3,940,936 | -51.1% | 6,474,348 | 0.0% | 0.03% | -62.8% | |
| ADI | ANALOG DEVICES INC | $3,859,668 | -9.1% | 21,848 | 0.0% | 0.03% | -31.7% | |
| XLC | Buy | SELECT SECTOR SPDR TR | $2,780,190 | +166.9% | 42,000 | +162.5% | 0.02% | +100.0% |
| CABA | CABALETTA BIO INC | $2,666,859 | +18.3% | 173,850 | 0.0% | 0.02% | -13.6% | |
| New | KLAVIYO INC | $2,587,500 | – | 75,000 | +100.0% | 0.02% | – | |
| SBH | New | SALLY BEAUTY HLDGS INC | $2,511,888 | – | 298,147 | +100.0% | 0.02% | – |
| XLU | Sell | SELECT SECTOR SPDR TRsbi int-utils | $2,310,945 | -35.7% | 39,000 | -29.5% | 0.02% | -51.4% |
| COTY | New | COTY INC | $2,223,383 | – | 200,000 | +100.0% | 0.02% | – |
| New | ODDITY TECH LT | $2,126,250 | – | 75,000 | +100.0% | 0.02% | – | |
| New | PERMIAN RESOURCES CORP | $2,103,750 | – | 150,000 | +100.0% | 0.02% | – | |
| EWW | New | ISHARES INCmsci mexico etf | $2,043,065 | – | 34,823 | +100.0% | 0.02% | – |
| BTEGF | New | BAYTEX ENERGY CORP | $1,538,250 | – | 350,000 | +100.0% | 0.01% | – |
| F | New | FORD MTR CO DEL | $1,561,875 | – | 125,000 | +100.0% | 0.01% | – |
| XLY | Sell | SELECT SECTOR SPDR TRsbi cons discr | $1,314,509 | -76.8% | 8,100 | -75.7% | 0.01% | -81.8% |
| Buy | HUMACYTE INC | $587,000 | +121.7% | 200,000 | +122.5% | 0.00% | +33.3% | |
| XLK | Sell | SELECT SECTOR SPDR TRtechnology | $346,700 | -93.4% | 2,100 | -93.0% | 0.00% | -94.0% |
| New | PAGAYA TECHNOLOGIES LTD | $321,000 | – | 200,000 | +100.0% | 0.00% | – | |
| Exit | VERASTEM INC | $0 | – | -30,000 | -100.0% | -0.00% | – | |
| VXRT | Exit | VAXART INC | $0 | – | -500,000 | -100.0% | -0.00% | – |
| Exit | ATMUS FILTRATION TECHNOLOGIE | $0 | – | -25,000 | -100.0% | -0.01% | – | |
| Exit | ACELYRIN INC | $0 | – | -57,500 | -100.0% | -0.01% | – | |
| Exit | SAVERS VALUE VLG INC | $0 | – | -75,000 | -100.0% | -0.02% | – | |
| Exit | NEXTRACKER INC | $0 | – | -50,000 | -100.0% | -0.02% | – | |
| Exit | FIDELIS INSURANCE HOLDINGS L | $0 | – | -200,000 | -100.0% | -0.03% | – | |
| Exit | KODIAK GAS SVCS INC | $0 | – | -175,000 | -100.0% | -0.03% | – | |
| Exit | VIVID SEATS INC | $0 | – | -400,000 | -100.0% | -0.03% | – | |
| XLI | Exit | SELECT SECTOR SPDR TRsbi int-inds | $0 | – | -30,200 | -100.0% | -0.03% | – |
| SNCY | Exit | SUN CTRY AIRLS HLDGS INC | $0 | – | -150,000 | -100.0% | -0.03% | – |
| RH | Exit | RH | $0 | – | -15,370 | -100.0% | -0.05% | – |
| PINS | Exit | PINTEREST INCcl a | $0 | – | -181,818 | -100.0% | -0.05% | – |
| Exit | ATLASSIAN CORPORATIONcl a | $0 | – | -31,242 | -100.0% | -0.05% | – | |
| MKSI | Exit | MKS INSTRS INC | $0 | – | -60,000 | -100.0% | -0.06% | – |
| Exit | MOBILEYE GLOBAL INC | $0 | – | -200,000 | -100.0% | -0.07% | – | |
| WDC | Exit | WESTERN DIGITAL CORP. | $0 | – | -260,892 | -100.0% | -0.10% | – |
| Exit | LUCID GROUP INC | $0 | – | -1,500,000 | -100.0% | -0.10% | – | |
| INTC | Exit | INTEL CORP | $0 | – | -365,965 | -100.0% | -0.12% | – |
| LITE | Exit | LUMENTUM HLDGS INC | $0 | – | -226,197 | -100.0% | -0.13% | – |
| Exit | KENVUE INC | $0 | – | -600,000 | -100.0% | -0.15% | – | |
| AAL | Exit | AMERICAN AIRLS GROUP INCcall | $0 | – | -1,000,000 | -100.0% | -0.17% | – |
| Exit | EQRX INC | $0 | – | -15,342,566 | -100.0% | -0.27% | – | |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -9,105,860 | -100.0% | -0.53% | – |
| Exit | ALIBABA GROUP HLDG LTDcall | $0 | – | -750,000 | -100.0% | -0.60% | – | |
| KRE | Exit | SPDR SER TRs&p regl bkg | $0 | – | -1,607,690 | -100.0% | -0.64% | – |
| NSC | Exit | NORFOLK SOUTHN CORP | $0 | – | -295,721 | -100.0% | -0.65% | – |
| EQT | Exit | EQT CORPput | $0 | – | -1,675,000 | -100.0% | -0.66% | – |
| EQT | Exit | EQT CORP | $0 | – | -1,677,251 | -100.0% | -0.67% | – |
| CCL | Exit | CARNIVAL CORPput | $0 | – | -4,000,000 | -100.0% | -0.71% | – |
| KRE | Exit | SPDR SER TRput | $0 | – | -2,400,000 | -100.0% | -0.95% | – |
| KRE | Exit | SPDR SER TRcall | $0 | – | -2,400,000 | -100.0% | -0.95% | – |
Other managers
Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2023-11-14
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| AMAZON COM INC | 11 | Q3 2023 | 8.4% |
| ALPHABET INC | 10 | Q3 2023 | 12.8% |
| SALESFORCE INC | 10 | Q3 2023 | 3.6% |
| SNOWFLAKE INC | 10 | Q3 2023 | 1.6% |
| ALIBABA GROUP HLDG LTD | 9 | Q3 2023 | 34.2% |
| MICROSOFT CORP | 9 | Q3 2023 | 11.7% |
| SELECT SECTOR SPDR TR | 9 | Q3 2023 | 9.8% |
| PAYPAL HLDGS INC | 9 | Q3 2023 | 1.3% |
| CARIBOU BIOSCIENCES INC | 9 | Q3 2023 | 1.0% |
| SANGAMO THERAPEUTICS INC | 9 | Q3 2023 | 0.8% |
View Rokos Capital Management LLP's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-02-14 |
| 13F-HR | 2023-11-14 |
| 13F-HR/A | 2023-08-15 |
| 13F-HR | 2023-08-14 |
| 13F-HR | 2023-05-15 |
| 13F-HR | 2023-02-14 |
| 13F-HR | 2022-11-14 |
| 13F-HR | 2022-08-15 |
| 13F-HR/A | 2022-08-11 |
| 13F-HR/A | 2022-05-16 |
View Rokos Capital Management LLP's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.