$10.3 Billion is the total value of Rokos Capital Management LLP's 103 reported holdings in Q2 2023. The portfolio turnover from Q1 2023 to Q2 2023 was 125.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| QQQ | New | INVESCO QQQ TRput | $2,876,975,925 | – | 7,786,870 | +100.0% | 27.86% | – |
| QQQ | Buy | INVESCO QQQ TRunit ser 1 | $2,834,535,480 | +3737.0% | 7,672,000 | +3201.5% | 27.45% | +402.4% |
| QQQ | New | INVESCO QQQ TRcall | $701,983,500 | – | 1,900,000 | +100.0% | 6.80% | – |
| IWM | New | ISHARES TRcall | $562,230,000 | – | 3,000,000 | +100.0% | 5.44% | – |
| GLD | New | SPDR GOLD TRcall | $451,823,627 | – | 2,540,333 | +100.0% | 4.38% | – |
| MSFT | Buy | MICROSOFT CORP | $194,371,200 | +22.5% | 569,319 | +1.8% | 1.88% | -84.0% |
| AMZN | Buy | AMAZON COM INC | $165,778,713 | +3121.8% | 1,270,043 | +2440.1% | 1.60% | +322.4% |
| GOOG | Sell | ALPHABET INCcap stk cl c | $145,424,259 | -16.2% | 1,197,006 | -29.0% | 1.41% | -89.0% |
| XLE | Buy | SELECT SECTOR SPDR TRenergy | $109,284,725 | +1.1% | 1,345,871 | +2.6% | 1.06% | -86.8% |
| UBS | New | UBS GROUP AGcall | $105,007,257 | – | 5,200,000 | +100.0% | 1.02% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $103,045,670 | – | 1,019,245 | +100.0% | 1.00% | – |
| KRE | Buy | SPDR SER TRcall | $98,304,000 | +12.1% | 2,400,000 | +20.0% | 0.95% | -85.3% |
| KRE | New | SPDR SER TRput | $98,304,000 | – | 2,400,000 | +100.0% | 0.95% | – |
| KBH | Buy | KB HOMEput | $97,945,000 | +145.8% | 1,900,000 | +90.0% | 0.95% | -67.8% |
| EWZ | New | ISHARES INCcall | $87,507,000 | – | 2,700,000 | +100.0% | 0.85% | – |
| SPLK | Buy | SPLUNK INC | $78,151,019 | +115.7% | 729,463 | +90.7% | 0.76% | -71.7% |
| CCL | CARNIVAL CORPput | $73,340,000 | +79.0% | 4,000,000 | 0.0% | 0.71% | -76.6% | |
| EQT | Sell | EQT CORP | $68,750,518 | +10.3% | 1,677,251 | -14.4% | 0.67% | -85.6% |
| EQT | New | EQT CORPput | $68,658,250 | – | 1,675,000 | +100.0% | 0.66% | – |
| MU | Buy | MICRON TECHNOLOGY INC | $67,805,566 | +1119.0% | 1,069,453 | +1075.1% | 0.66% | +59.9% |
| NSC | New | NORFOLK SOUTHN CORP | $66,732,401 | – | 295,721 | +100.0% | 0.65% | – |
| KRE | New | SPDR SER TRs&p regl bkg | $65,850,982 | – | 1,607,690 | +100.0% | 0.64% | – |
| AMD | Buy | ADVANCED MICRO DEVICES INC | $65,333,874 | +328.7% | 572,873 | +263.7% | 0.63% | -43.8% |
| New | ALIBABA GROUP HLDG LTDcall | $62,512,500 | – | 750,000 | +100.0% | 0.60% | – | |
| ELAN | ELANCO ANIMAL HEALTH INC | $61,775,224 | +8.9% | 6,165,192 | 0.0% | 0.60% | -85.7% | |
| ARWR | ARROWHEAD PHARMACEUTICALS IN | $58,875,105 | +41.7% | 1,675,921 | 0.0% | 0.57% | -81.4% | |
| NTLA | INTELLIA THERAPEUTICS INC | $56,474,882 | +9.4% | 1,389,296 | 0.0% | 0.55% | -85.7% | |
| SWN | SOUTHWESTERN ENERGY CO | $54,771,748 | +19.9% | 9,105,860 | 0.0% | 0.53% | -84.3% | |
| CIEN | New | CIENA CORP | $53,846,217 | – | 1,265,481 | +100.0% | 0.52% | – |
| MPWR | New | MONOLITHIC PWR SYS INC | $46,681,665 | – | 86,092 | +100.0% | 0.45% | – |
| UBS | New | UBS GROUP AGput | $44,426,147 | – | 2,200,000 | +100.0% | 0.43% | – |
| RPRX | Buy | ROYALTY PHARMA PLC | $40,965,902 | +2.2% | 1,331,813 | +20.3% | 0.40% | -86.6% |
| NOW | New | SERVICENOW INC | $40,604,894 | – | 72,148 | +100.0% | 0.39% | – |
| TER | Buy | TERADYNE INC | $39,295,942 | +3279.5% | 352,272 | +226.9% | 0.38% | +341.9% |
| CRM | Buy | SALESFORCE INC | $38,602,516 | +1279.2% | 181,258 | +1187.1% | 0.37% | +80.7% |
| MRVL | Sell | MARVELL TECHNOLOGY INC | $31,357,620 | +8.4% | 526,886 | -21.7% | 0.30% | -85.8% |
| DLTR | New | DOLLAR TREE INC | $29,757,802 | – | 206,982 | +100.0% | 0.29% | – |
| SNOW | Buy | SNOWFLAKE INCcl a | $28,400,823 | +31.7% | 157,354 | +9.0% | 0.28% | -82.8% |
| EQRX INC | $27,616,619 | -4.8% | 15,342,566 | 0.0% | 0.27% | -87.5% | ||
| STZ | New | CONSTELLATION BRANDS INCcl a | $26,479,690 | – | 107,902 | +100.0% | 0.26% | – |
| RSP | New | INVESCO EXCHANGE TRADED FD Ts&p500 eql wgt | $25,443,267 | – | 170,497 | +100.0% | 0.25% | – |
| AMBA | New | AMBARELLA INC | $24,426,252 | – | 293,885 | +100.0% | 0.24% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $22,709,179 | – | 183,109 | +100.0% | 0.22% | – |
| AAL | AMERICAN AIRLS GROUP INCcall | $17,725,000 | +21.4% | 1,000,000 | 0.0% | 0.17% | -84.1% | |
| New | KENVUE INC | $15,804,000 | – | 600,000 | +100.0% | 0.15% | – | |
| PYPL | PAYPAL HLDGS INC | $15,130,680 | -12.0% | 229,218 | 0.0% | 0.15% | -88.4% | |
| SNY | SANOFIsponsored adr | $14,606,724 | -1.3% | 271,753 | 0.0% | 0.14% | -87.1% | |
| New | HASHICORP INC | $14,554,027 | – | 549,831 | +100.0% | 0.14% | – | |
| OKTA | New | OKTA INCcl a | $14,145,180 | – | 200,769 | +100.0% | 0.14% | – |
| BHC | New | BAUSCH HEALTH COS INC | $14,078,115 | – | 1,756,471 | +100.0% | 0.14% | – |
| LITE | New | LUMENTUM HLDGS INC | $13,075,318 | – | 226,197 | +100.0% | 0.13% | – |
| INTC | New | INTEL CORP | $12,166,506 | – | 365,965 | +100.0% | 0.12% | – |
| CARIBOU BIOSCIENCES INC | $11,202,789 | -20.5% | 2,748,139 | 0.0% | 0.11% | -89.6% | ||
| New | LUCID GROUP INC | $10,455,000 | – | 1,500,000 | +100.0% | 0.10% | – | |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDsponsored ads | $10,264,223 | – | 1,355,013 | +100.0% | 0.10% | – |
| BURL | New | BURLINGTON STORES INC | $9,999,823 | – | 64,227 | +100.0% | 0.10% | – |
| WDC | New | WESTERN DIGITAL CORP. | $9,836,933 | – | 260,892 | +100.0% | 0.10% | – |
| New | ON HLDG AGnamen akt a | $9,106,833 | – | 279,608 | +100.0% | 0.09% | – | |
| SGMO | SANGAMO THERAPEUTICS INC | $8,060,563 | -29.3% | 6,474,348 | 0.0% | 0.08% | -90.7% | |
| MDB | Sell | MONGODB INCcl a | $7,899,282 | +58.6% | 19,085 | -12.7% | 0.08% | -79.3% |
| XLB | Buy | SELECT SECTOR SPDR TRsbi materials | $7,814,644 | +773.0% | 94,700 | +745.5% | 0.08% | +15.2% |
| New | MOBILEYE GLOBAL INC | $7,646,000 | – | 200,000 | +100.0% | 0.07% | – | |
| FTNT | FORTINET INC | $7,352,412 | +15.5% | 96,755 | 0.0% | 0.07% | -84.9% | |
| MKSI | New | MKS INSTRS INC | $6,425,100 | – | 60,000 | +100.0% | 0.06% | – |
| YPF | YPF SOCIEDAD ANONIMAspon adr cl d | $6,354,338 | +28.3% | 425,894 | 0.0% | 0.06% | -83.1% | |
| DDOG | New | DATADOG INC | $5,937,719 | – | 59,526 | +100.0% | 0.06% | – |
| XLY | Buy | SELECT SECTOR SPDR TRsbi cons discr | $5,671,320 | +92.8% | 33,400 | +67.8% | 0.06% | -74.8% |
| ZS | New | ZSCALER INC | $5,518,119 | – | 37,012 | +100.0% | 0.05% | – |
| Sell | ATLASSIAN CORPORATIONcl a | $5,202,730 | -63.9% | 31,242 | -63.2% | 0.05% | -95.3% | |
| XLK | Buy | SELECT SECTOR SPDR TRtechnology | $5,214,300 | +126.7% | 30,000 | +94.8% | 0.05% | -70.6% |
| PINS | PINTEREST INCcl a | $5,038,177 | +3.2% | 181,818 | 0.0% | 0.05% | -86.4% | |
| RH | New | RH | $4,997,248 | – | 15,370 | +100.0% | 0.05% | – |
| CRSP | CRISPR THERAPEUTICS AGnamen akt | $4,898,198 | +24.0% | 87,500 | 0.0% | 0.05% | -83.9% | |
| MP | New | MP MATERIALS CORP | $4,632,412 | – | 202,909 | +100.0% | 0.04% | – |
| ADI | ANALOG DEVICES INC | $4,244,520 | -0.4% | 21,848 | 0.0% | 0.04% | -87.0% | |
| XLU | New | SELECT SECTOR SPDR TRsbi int-utils | $3,593,394 | – | 55,300 | +100.0% | 0.04% | – |
| SNCY | New | SUN CTRY AIRLS HLDGS INC | $3,331,500 | – | 150,000 | +100.0% | 0.03% | – |
| New | VIVID SEATS INC | $3,162,000 | – | 400,000 | +100.0% | 0.03% | – | |
| XLI | New | SELECT SECTOR SPDR TRsbi int-inds | $3,229,890 | – | 30,200 | +100.0% | 0.03% | – |
| New | KODIAK GAS SVCS INC | $2,802,625 | – | 175,000 | +100.0% | 0.03% | – | |
| New | FIDELIS INSURANCE HOLDINGS L | $2,748,000 | – | 200,000 | +100.0% | 0.03% | – | |
| CABA | New | CABALETTA BIO INC | $2,253,965 | – | 173,850 | +100.0% | 0.02% | – |
| New | NEXTRACKER INC | $1,943,750 | – | 50,000 | +100.0% | 0.02% | – | |
| New | SAVERS VALUE VLG INC | $1,725,000 | – | 75,000 | +100.0% | 0.02% | – | |
| XLF | New | SELECT SECTOR SPDR TRfinancial | $1,806,737 | – | 53,700 | +100.0% | 0.02% | – |
| New | ACELYRIN INC | $1,246,600 | – | 57,500 | +100.0% | 0.01% | – | |
| XLC | Sell | SELECT SECTOR SPDR TR | $1,041,760 | -11.6% | 16,000 | -22.0% | 0.01% | -88.5% |
| New | ATMUS FILTRATION TECHNOLOGIE | $557,750 | – | 25,000 | +100.0% | 0.01% | – | |
| VXRT | New | VAXART INC | $365,250 | – | 500,000 | +100.0% | 0.00% | – |
| New | HUMACYTE INC | $264,764 | – | 89,903 | +100.0% | 0.00% | – | |
| New | VERASTEM INC | $225,000 | – | 30,000 | +100.0% | 0.00% | – | |
| Exit | QUANTASING GROUP LTDads | $0 | – | -15,000 | -100.0% | -0.01% | – | |
| Exit | BABYLON HLDGS LTD | $0 | – | -108,600 | -100.0% | -0.04% | – | |
| Exit | ENLIGHT RENEWABLE ENERGY LTD | $0 | – | -50,000 | -100.0% | -0.06% | – | |
| Exit | SKYWARD SPECIALTY INS GROUP | $0 | – | -40,000 | -100.0% | -0.06% | – | |
| Exit | STAGWELL INC | $0 | – | -199,800 | -100.0% | -0.11% | – | |
| Exit | ROIVANT SCIENCES LTD | $0 | – | -300,000 | -100.0% | -0.17% | – | |
| Exit | CLEARWATER ANALYTICS HLDGS Icl a | $0 | – | -158,405 | -100.0% | -0.19% | – | |
| Exit | HESAI GROUPsponsored ads | $0 | – | -175,000 | -100.0% | -0.21% | – | |
| Exit | ATLAS ENERGY SOLUTIONS INC | $0 | – | -200,000 | -100.0% | -0.25% | – | |
| CRWD | Exit | CROWDSTRIKE HLDGS INCcl a | $0 | – | -26,513 | -100.0% | -0.27% | – |
| ALIT | Exit | ALIGHT INC | $0 | – | -400,000 | -100.0% | -0.27% | – |
| AR | Exit | ANTERO RESOURCES CORP | $0 | – | -263,533 | -100.0% | -0.45% | – |
| SHLS | Exit | SHOALS TECHNOLOGIES GROUP INcl a | $0 | – | -300,000 | -100.0% | -0.51% | – |
| USFD | Exit | US FOODS HLDG CORP | $0 | – | -200,000 | -100.0% | -0.54% | – |
| Exit | PORTILLOS INC | $0 | – | -350,000 | -100.0% | -0.55% | – | |
| GOOS | Exit | CANADA GOOSE HLDGS INC | $0 | – | -495,699 | -100.0% | -0.68% | – |
| EEM | Exit | ISHARES TRcall | $0 | – | -250,000 | -100.0% | -0.73% | – |
| NEXT | Exit | NEXTRACKER INC | $0 | – | -280,000 | -100.0% | -0.75% | – |
| LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -32,327 | -100.0% | -0.86% | – |
| FEZ | Exit | SPDR INDEX SHS FDSeuro stoxx 50 | $0 | – | -268,943 | -100.0% | -0.90% | – |
Other managers
Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):
- Rokos Capital Management (US) LP #1
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR/A filed 2023-08-15
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.