13F HOLDINGS REPORT (Amended)
Rokos Capital Management LLP
Quarter ended Q3 2023 · Filed August 15, 2023 · Accession 0001666335-23-000007
Total Value
$10.33B
Positions
103
Other Managers
1
Confidential Omitted
No
Holdings (103)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | INVESCO QQQ TR | IVZ | 7,672,000 | $2.83B | 27.45% |
| 2 | INVESCO QQQ TR | IVZ | 1,900,000 | $702.0M | 6.80% |
| 3 | INVESCO QQQ TR | IVZ | 1,900,000 | $702.0M | 6.80% |
| 4 | INVESCO QQQ TR | IVZ | 1,400,000 | $517.3M | 5.01% |
| 5 | INVESCO QQQ TR | IVZ | 1,400,000 | $517.3M | 5.01% |
| 6 | INVESCO QQQ TR | IVZ | 1,400,000 | $517.3M | 5.01% |
| 7 | INVESCO QQQ TR | IVZ | 1,400,000 | $517.3M | 5.01% |
| 8 | SPDR GOLD TR | GLD | 2,000,000 | $355.7M | 3.44% |
| 9 | MICROSOFT CORP | MSFT | 569,319 | $194.4M | 1.88% |
| 10 | ISHARES TR | 464287655 | 1,000,000 | $187.4M | 1.81% |
| 11 | ISHARES TR | 464287655 | 1,000,000 | $187.4M | 1.81% |
| 12 | ISHARES TR | 464287655 | 1,000,000 | $187.4M | 1.81% |
| 13 | AMAZON COM INC | AMZN | 1,270,043 | $165.8M | 1.61% |
| 14 | ALPHABET INC | GOOG | 1,197,006 | $145.4M | 1.41% |
| 15 | SELECT SECTOR SPDR TR | 81369Y506 | 1,345,871 | $109.3M | 1.06% |
| 16 | INVESCO QQQ TR | IVZ | 286,870 | $106.0M | 1.03% |
| 17 | UBS GROUP AG | UBS | 5,200,000 | $105.0M | 1.02% |
| 18 | TAIWAN SEMICONDUCTOR MFG LTD | 874039100 | 1,019,245 | $103.0M | 1.00% |
| 19 | KB HOME | KBH | 1,900,000 | $97.9M | 0.95% |
| 20 | SPLUNK INC | 848637104 | 729,463 | $78.2M | 0.76% |
| 21 | CARNIVAL CORP | CUKPF | 4,000,000 | $73.3M | 0.71% |
| 22 | EQT CORP | EQT | 1,677,251 | $68.8M | 0.67% |
| 23 | EQT CORP | EQT | 1,675,000 | $68.7M | 0.66% |
| 24 | MICRON TECHNOLOGY INC | MU | 1,069,453 | $67.8M | 0.66% |
| 25 | NORFOLK SOUTHN CORP | 655844108 | 295,721 | $66.7M | 0.65% |
| 26 | SPDR SER TR | 78464A698 | 1,607,690 | $65.9M | 0.64% |
| 27 | ADVANCED MICRO DEVICES INC | AMD | 572,873 | $65.3M | 0.63% |
| 28 | ALIBABA GROUP HLDG LTD | BBAAY | 750,000 | $62.5M | 0.61% |
| 29 | ELANCO ANIMAL HEALTH INC | ELAN | 6,165,192 | $61.8M | 0.60% |
| 30 | ARROWHEAD PHARMACEUTICALS IN | ARWR | 1,675,921 | $58.9M | 0.57% |
| 31 | INTELLIA THERAPEUTICS INC | NTLA | 1,389,296 | $56.5M | 0.55% |
| 32 | SOUTHWESTERN ENERGY CO | 845467109 | 9,105,860 | $54.8M | 0.53% |
| 33 | CIENA CORP | CIEN | 1,265,481 | $53.8M | 0.52% |
| 34 | SPDR SER TR | 78464A698 | 1,200,000 | $49.2M | 0.48% |
| 35 | SPDR SER TR | 78464A698 | 1,200,000 | $49.2M | 0.48% |
| 36 | SPDR SER TR | 78464A698 | 1,200,000 | $49.2M | 0.48% |
| 37 | SPDR SER TR | 78464A698 | 1,200,000 | $49.2M | 0.48% |
| 38 | ISHARES INC | 464286400 | 1,500,000 | $48.6M | 0.47% |
| 39 | SPDR GOLD TR | GLD | 270,500 | $48.1M | 0.47% |
| 40 | SPDR GOLD TR | GLD | 269,833 | $48.0M | 0.46% |
| 41 | MONOLITHIC PWR SYS INC | 609839105 | 86,092 | $46.7M | 0.45% |
| 42 | UBS GROUP AG | UBS | 2,200,000 | $44.4M | 0.43% |
| 43 | ROYALTY PHARMA PLC | RPRX | 1,331,813 | $41.0M | 0.40% |
| 44 | SERVICENOW INC | NOW | 72,148 | $40.6M | 0.39% |
| 45 | TERADYNE INC | TER | 352,272 | $39.3M | 0.38% |
| 46 | ISHARES INC | 464286400 | 1,200,000 | $38.9M | 0.38% |
| 47 | SALESFORCE INC | CRM | 181,258 | $38.6M | 0.37% |
| 48 | MARVELL TECHNOLOGY INC | MRVL | 526,886 | $31.4M | 0.30% |
| 49 | DOLLAR TREE INC | DLTR | 206,982 | $29.8M | 0.29% |
| 50 | SNOWFLAKE INC | SNOW | 157,354 | $28.4M | 0.28% |
| 51 | EQRX INC | 26886C107 | 15,342,566 | $27.6M | 0.27% |
| 52 | CONSTELLATION BRANDS INC | STZ | 107,902 | $26.5M | 0.26% |
| 53 | INVESCO EXCHANGE TRADED FD T | IVZ | 170,497 | $25.4M | 0.25% |
| 54 | AMBARELLA INC | AMBA | 293,885 | $24.4M | 0.24% |
| 55 | JAZZ PHARMACEUTICALS PLC | JAZZ | 183,109 | $22.7M | 0.22% |
| 56 | AMERICAN AIRLS GROUP INC | 02376R102 | 1,000,000 | $17.7M | 0.17% |
| 57 | KENVUE INC | KVUE | 600,000 | $15.8M | 0.15% |
| 58 | PAYPAL HLDGS INC | PYPL | 229,218 | $15.1M | 0.15% |
| 59 | SANOFI | SNYNF | 271,753 | $14.6M | 0.14% |
| 60 | HASHICORP INC | 418100103 | 549,831 | $14.6M | 0.14% |
| 61 | OKTA INC | OKTA | 200,769 | $14.1M | 0.14% |
| 62 | BAUSCH HEALTH COS INC | 071734107 | 1,756,471 | $14.1M | 0.14% |
| 63 | LUMENTUM HLDGS INC | LITE | 226,197 | $13.1M | 0.13% |
| 64 | INTEL CORP | INTC | 365,965 | $12.2M | 0.12% |
| 65 | CARIBOU BIOSCIENCES INC | CRBU | 2,748,139 | $11.2M | 0.11% |
| 66 | LUCID GROUP INC | LCID | 1,500,000 | $10.5M | 0.10% |
| 67 | TEVA PHARMACEUTICAL INDS LTD | 881624209 | 1,355,013 | $10.3M | 0.10% |
| 68 | BURLINGTON STORES INC | BURL | 64,227 | $10.0M | 0.10% |
| 69 | WESTERN DIGITAL CORP. | WDC | 260,892 | $9.8M | 0.10% |
| 70 | ON HLDG AG | H5919C104 | 279,608 | $9.1M | 0.09% |
| 71 | SANGAMO THERAPEUTICS INC | SGMO | 6,474,348 | $8.1M | 0.08% |
| 72 | MONGODB INC | MDB | 19,085 | $7.9M | 0.08% |
| 73 | SELECT SECTOR SPDR TR | 81369Y100 | 94,700 | $7.8M | 0.08% |
| 74 | MOBILEYE GLOBAL INC | MBLY | 200,000 | $7.6M | 0.07% |
| 75 | FORTINET INC | FTNT | 96,755 | $7.4M | 0.07% |
| 76 | MKS INSTRS INC | MKSI | 60,000 | $6.4M | 0.06% |
| 77 | YPF SOCIEDAD ANONIMA | YPF | 425,894 | $6.4M | 0.06% |
| 78 | DATADOG INC | DDOG | 59,526 | $5.9M | 0.06% |
| 79 | SELECT SECTOR SPDR TR | 81369Y407 | 33,400 | $5.7M | 0.05% |
| 80 | ZSCALER INC | ZS | 37,012 | $5.5M | 0.05% |
| 81 | SELECT SECTOR SPDR TR | 81369Y803 | 30,000 | $5.2M | 0.05% |
| 82 | ATLASSIAN CORPORATION | TEAM | 31,242 | $5.2M | 0.05% |
| 83 | PINTEREST INC | PINS | 181,818 | $5.0M | 0.05% |
| 84 | RH | RH | 15,370 | $5.0M | 0.05% |
| 85 | CRISPR THERAPEUTICS AG | CRSP | 87,500 | $4.9M | 0.05% |
| 86 | MP MATERIALS CORP | MP | 202,909 | $4.6M | 0.04% |
| 87 | ANALOG DEVICES INC | ADI | 21,848 | $4.2M | 0.04% |
| 88 | SELECT SECTOR SPDR TR | 81369Y886 | 55,300 | $3.6M | 0.03% |
| 89 | SUN CTRY AIRLS HLDGS INC | 866683105 | 150,000 | $3.3M | 0.03% |
| 90 | SELECT SECTOR SPDR TR | 81369Y704 | 30,200 | $3.2M | 0.03% |
| 91 | VIVID SEATS INC | SEATW | 400,000 | $3.2M | 0.03% |
| 92 | KODIAK GAS SVCS INC | 50012A108 | 175,000 | $2.8M | 0.03% |
| 93 | FIDELIS INSURANCE HOLDINGS L | FIHL | 200,000 | $2.7M | 0.03% |
| 94 | CABALETTA BIO INC | CABA | 173,850 | $2.3M | 0.02% |
| 95 | NEXTRACKER INC | NXT | 50,000 | $1.9M | 0.02% |
| 96 | SELECT SECTOR SPDR TR | 81369Y605 | 53,700 | $1.8M | 0.02% |
| 97 | SAVERS VALUE VLG INC | 80517M109 | 75,000 | $1.7M | 0.02% |
| 98 | ACELYRIN INC | 00445A100 | 57,500 | $1.2M | 0.01% |
| 99 | SELECT SECTOR SPDR TR | 81369Y852 | 16,000 | $1.0M | 0.01% |
| 100 | ATMUS FILTRATION TECHNOLOGIE | ATMU | 25,000 | $557,750 | 0.01% |
| 101 | VAXART INC | VXRT | 500,000 | $365,250 | 0.00% |
| 102 | HUMACYTE INC | HUMAW | 89,903 | $264,764 | 0.00% |
| 103 | VERASTEM INC | VSTM | 30,000 | $225,000 | 0.00% |