$3.36 Billion is the total value of Rokos Capital Management LLP's 75 reported holdings in Q3 2022. The portfolio turnover from Q2 2022 to Q3 2022 was 62.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| XLF | New | SELECT SECTOR SPDR TRcall | $774,087,000 | – | 25,100,000 | +100.0% | 23.07% | – |
| QQQ | INVESCO QQQ TRput | $437,555,000 | -1.8% | 1,597,500 | 0.0% | 13.04% | -0.2% | |
| MSFT | Buy | MICROSOFT CORP | $158,320,000 | +132.2% | 662,503 | +149.5% | 4.72% | +136.3% |
| XLE | Buy | SELECT SECTOR SPDR TRenergy | $133,417,000 | +30.2% | 1,837,194 | +29.1% | 3.98% | +32.4% |
| XLF | New | SELECT SECTOR SPDR TRput | $123,360,000 | – | 4,000,000 | +100.0% | 3.68% | – |
| SWN | Buy | SOUTHWESTERN ENERGY CO | $121,318,000 | +154.1% | 19,551,588 | +167.2% | 3.62% | +158.4% |
| PINS | PINTEREST INCcall | $93,200,000 | +28.3% | 4,000,000 | 0.0% | 2.78% | +30.5% | |
| XLF | Buy | SELECT SECTOR SPDR TRsbi int-finl | $85,997,000 | +97.6% | 2,788,478 | +100.3% | 2.56% | +100.9% |
| EQT | Sell | EQT CORP | $81,755,000 | -37.6% | 2,039,806 | -42.9% | 2.44% | -36.5% |
| BAC | Sell | BK OF AMERICA CORP | $79,357,000 | -39.1% | 2,561,972 | -38.9% | 2.36% | -38.0% |
| FXI | Sell | ISHARES TRcall | $77,580,000 | -56.0% | 3,000,000 | -42.3% | 2.31% | -55.2% |
| EQT | New | EQT CORPput | $69,739,000 | – | 1,740,000 | +100.0% | 2.08% | – |
| TSM | TAIWAN SEMICONDUCTOR MFG LTDput | $68,560,000 | -16.1% | 1,000,000 | 0.0% | 2.04% | -14.7% | |
| LLY | New | LILLY ELI & COput | $59,820,000 | – | 185,000 | +100.0% | 1.78% | – |
| CRM | Sell | SALESFORCE COM INCcall | $50,022,000 | -83.1% | 340,000 | -81.1% | 1.49% | -82.8% |
| ABBV | New | ABBVIE INCput | $46,974,000 | – | 350,000 | +100.0% | 1.40% | – |
| MRK | New | MERCK & CO INCput | $43,060,000 | – | 500,000 | +100.0% | 1.28% | – |
| MSFT | MICROSOFT CORPput | $43,015,000 | -6.9% | 180,000 | 0.0% | 1.28% | -5.3% | |
| NVDA | Buy | NVIDIA CORPORATION | $40,004,000 | +84.6% | 317,843 | +121.2% | 1.19% | +87.7% |
| AAPL | Sell | APPLE INC | $36,179,000 | -47.9% | 254,242 | -50.4% | 1.08% | -47.0% |
| HYG | New | ISHARES TRiboxx hi yd etf | $35,998,000 | – | 500,000 | +100.0% | 1.07% | – |
| EWZ | Sell | ISHARES INCcall | $35,556,000 | -56.7% | 1,200,000 | -60.0% | 1.06% | -56.0% |
| WYNN | New | WYNN RESORTS LTDput | $31,515,000 | – | 500,000 | +100.0% | 0.94% | – |
| CRM | Buy | SALESFORCE COM INC | $29,398,000 | -4.5% | 199,820 | +6.4% | 0.88% | -2.9% |
| MDB | New | MONGODB INCcl a | $29,076,000 | – | 139,088 | +100.0% | 0.87% | – |
| FTNT | New | FORTINET INC | $27,646,000 | – | 549,294 | +100.0% | 0.82% | – |
| EQRX INC | $26,995,000 | +11.8% | 5,196,394 | 0.0% | 0.80% | +13.7% | ||
| SPLK | Buy | SPLUNK INC | $26,329,000 | +75.8% | 333,785 | +97.3% | 0.78% | +78.8% |
| INTC | INTEL CORPcall | $25,770,000 | -31.1% | 1,000,000 | 0.0% | 0.77% | -29.9% | |
| DDOG | Buy | DATADOG INC | $23,154,000 | +2.2% | 255,736 | +7.4% | 0.69% | +4.1% |
| DEN | Sell | DENBURY INC | $23,118,000 | -35.1% | 271,132 | -54.2% | 0.69% | -33.9% |
| FB | New | META PLATFORMS INCcall | $23,066,000 | – | 170,000 | +100.0% | 0.69% | – |
| CARIBOU BIOSCIENCES INC | $20,811,000 | +96.3% | 1,907,509 | 0.0% | 0.62% | +99.4% | ||
| ADI | ANALOG DEVICES INC | $20,362,000 | -2.3% | 143,500 | 0.0% | 0.61% | -0.7% | |
| New | COREBRIDGE FINL INC | $20,108,000 | – | 1,050,000 | +100.0% | 0.60% | – | |
| RPRX | ROYALTY PHARMA PLC | $19,901,000 | -3.4% | 492,228 | 0.0% | 0.59% | -1.8% | |
| GOOG | Buy | ALPHABET INCcap stk cl c | $18,982,000 | -52.0% | 192,140 | +960.0% | 0.57% | -51.2% |
| PANW | Buy | PALO ALTO NETWORKS INC | $18,860,000 | +2.4% | 112,743 | +200.0% | 0.56% | +4.1% |
| ZTS | ZOETIS INC | $18,786,000 | -11.5% | 124,052 | 0.0% | 0.56% | -10.0% | |
| PBR | New | PETROLEO BRASILEIRO SA PETROput | $17,538,000 | – | 1,440,000 | +100.0% | 0.52% | – |
| PBR | New | PETROLEO BRASILEIRO SA PETROcall | $17,538,000 | – | 1,440,000 | +100.0% | 0.52% | – |
| NTLA | Sell | INTELLIA THERAPEUTICS INC | $16,723,000 | -0.7% | 290,528 | -12.6% | 0.50% | +1.0% |
| EXPE | EXPEDIA GROUP INC | $15,409,000 | +5.4% | 159,587 | 0.0% | 0.46% | +7.2% | |
| SGMO | SANGAMO THERAPEUTICS INC | $15,403,000 | +23.5% | 3,026,210 | 0.0% | 0.46% | +25.8% | |
| ARWR | New | ARROWHEAD PHARMACEUTICALS IN | $13,976,000 | – | 400,922 | +100.0% | 0.42% | – |
| AMZN | Sell | AMAZON COM INCcall | $11,300,000 | -46.0% | 100,000 | -50.0% | 0.34% | -45.0% |
| AMD | Sell | ADVANCED MICRO DEVICES INC | $11,070,000 | -73.0% | 168,955 | -68.6% | 0.33% | -72.6% |
| SNOW | Sell | SNOWFLAKE INCcl a | $11,036,000 | -32.4% | 62,189 | -46.6% | 0.33% | -31.2% |
| MU | New | MICRON TECHNOLOGY INC | $10,798,000 | – | 208,940 | +100.0% | 0.32% | – |
| V | Sell | VISA INC | $10,039,000 | -49.8% | 55,242 | -45.9% | 0.30% | -49.0% |
| PYPL | PAYPAL HLDGS INC | $9,657,000 | +29.0% | 108,300 | 0.0% | 0.29% | +31.5% | |
| NOW | New | SERVICENOW INC | $9,061,000 | – | 22,995 | +100.0% | 0.27% | – |
| AR | ANTERO RESOURCES CORP | $8,009,000 | -6.6% | 263,533 | 0.0% | 0.24% | -4.8% | |
| PBR | New | PETROLEO BRASILEIRO SA PETROsponsored adr | $7,416,000 | – | 608,892 | +100.0% | 0.22% | – |
| MRVL | Sell | MARVELL TECHNOLOGY INC | $7,342,000 | -48.4% | 166,489 | -49.5% | 0.22% | -47.5% |
| BHC | New | BAUSCH HEALTH COS INC | $7,335,000 | – | 1,028,019 | +100.0% | 0.22% | – |
| ELAN | ELANCO ANIMAL HEALTH | $7,061,000 | -33.5% | 545,439 | 0.0% | 0.21% | -32.5% | |
| KLAC | Sell | KLA CORP | $6,344,000 | -57.8% | 20,471 | -56.7% | 0.19% | -57.1% |
| CRWD | Sell | CROWDSTRIKE HLDGS INCcl a | $6,191,000 | -58.7% | 36,297 | -59.6% | 0.18% | -58.2% |
| CRSP | CRISPR THERAPEUTICS AGnamen akt | $5,868,000 | +6.7% | 87,500 | 0.0% | 0.18% | +8.7% | |
| TECH | New | BIO-TECHNE CORP | $5,529,000 | – | 18,900 | +100.0% | 0.16% | – |
| BG | Sell | BUNGE LIMITED | $4,530,000 | -69.8% | 54,721 | -66.7% | 0.14% | -69.2% |
| ZIM | ZIM INTEGRATED SHIPPING SERV | $4,169,000 | -48.3% | 175,000 | 0.0% | 0.12% | -47.5% | |
| TDOC | TELADOC HEALTH INC | $3,752,000 | -19.4% | 140,000 | 0.0% | 0.11% | -17.6% | |
| ZS | Sell | ZSCALER INC | $3,020,000 | -63.3% | 17,658 | -68.0% | 0.09% | -62.7% |
| QQQ | Sell | INVESCO QQQ TRunit ser 1 | $2,739,000 | -88.9% | 10,000 | -88.7% | 0.08% | -88.6% |
| HAYW | New | HAYWARD HLDGS INC | $2,243,000 | – | 250,000 | +100.0% | 0.07% | – |
| REAL | THE REALREAL INC | $1,702,000 | -41.2% | 1,108,723 | 0.0% | 0.05% | -40.0% | |
| New | BABYLON HLDGS LTD | $1,466,000 | – | 2,715,000 | +100.0% | 0.04% | – | |
| GMAB | GENMAB A/Ssponsored ads | $889,000 | +0.3% | 27,447 | 0.0% | 0.03% | 0.0% | |
| OKTA | Sell | OKTA INCcl a | $803,000 | -75.7% | 13,500 | -63.2% | 0.02% | -75.3% |
| New | ALTUS POWER INC | $572,000 | – | 50,000 | +100.0% | 0.02% | – | |
| WDC | New | WESTERN DIGITAL CORP. | $375,000 | – | 11,136 | +100.0% | 0.01% | – |
| Sell | PROFRAC HLDG CORP | $341,000 | -91.7% | 22,500 | -90.0% | 0.01% | -91.7% | |
| LU | Exit | LUFAX HOLDING LTD | $0 | – | -100,000 | -100.0% | -0.02% | – |
| Exit | EXCELERATE ENERGY INC | $0 | – | -50,000 | -100.0% | -0.03% | – | |
| GLPI | Exit | GAMING & LEISURE PPTYS INC | $0 | – | -30,000 | -100.0% | -0.04% | – |
| LBRT | Exit | LIBERTY OILFIELD SVCS INC | $0 | – | -200,000 | -100.0% | -0.08% | – |
| Exit | BAUSCH PLUS LOMB CORP | $0 | – | -175,000 | -100.0% | -0.08% | – | |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -100,630 | -100.0% | -0.12% | – |
| AMZN | Exit | AMAZON COM INC | $0 | – | -77,200 | -100.0% | -0.24% | – |
| MGY | Exit | MAGNOLIA OIL & GAS CORPcl a | $0 | – | -400,000 | -100.0% | -0.26% | – |
| ACI | Exit | ALBERTSONS COS INC | $0 | – | -350,000 | -100.0% | -0.27% | – |
| MELI | Exit | MERCADOLIBRE INC | $0 | – | -15,000 | -100.0% | -0.28% | – |
| BMY | Exit | BRISTOL MYERS SQUIBB CO | $0 | – | -178,400 | -100.0% | -0.40% | – |
| EQT | Exit | EQT CORPcall | $0 | – | -540,000 | -100.0% | -0.58% | – |
| BABA | Exit | ALIBABA GROUP HLDG LTDsponsored ads | $0 | – | -201,168 | -100.0% | -0.66% | – |
| GDX | Exit | VANECK ETF TRUSTcall | $0 | – | -1,000,000 | -100.0% | -0.80% | – |
| ASML | Exit | ASML HOLDING N V | $0 | – | -72,783 | -100.0% | -1.01% | – |
| XHB | Exit | SPDR SER TRcall | $0 | – | -1,000,000 | -100.0% | -1.60% | – |
| EWZ | Exit | ISHARES INCput | $0 | – | -3,000,000 | -100.0% | -2.41% | – |
| DDOG | Exit | DATADOG INCcall | $0 | – | -1,000,000 | -100.0% | -2.79% | – |
| SNOW | Exit | SNOWFLAKE INCcall | $0 | – | -1,200,000 | -100.0% | -4.93% | – |
| QQQ | Exit | INVESCO QQQ TRcall | $0 | – | -1,597,500 | -100.0% | -13.06% | – |
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 2022-11-14
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.