13F HOLDINGS REPORT
Rokos Capital Management LLP
Quarter ended Q4 2023 · Filed November 14, 2023 · Accession 0001666335-23-000008
Total Value
$13.77B
Positions
131
Other Managers
1
Confidential Omitted
No
Holdings (131)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | INVESCO QQQ TR | IVZ | 2,800,000 | $1.01B | 7.35% |
| 2 | INVESCO QQQ TR | IVZ | 2,800,000 | $1.01B | 7.35% |
| 3 | INVESCO QQQ TR | IVZ | 2,600,000 | $939.4M | 6.82% |
| 4 | ISHARES TR | 464287655 | 3,200,000 | $569.8M | 4.14% |
| 5 | INVESCO QQQ TR | IVZ | 1,400,000 | $505.8M | 3.67% |
| 6 | INVESCO QQQ TR | IVZ | 1,400,000 | $505.8M | 3.67% |
| 7 | INVESCO QQQ TR | IVZ | 1,400,000 | $505.8M | 3.67% |
| 8 | INVESCO QQQ TR | IVZ | 1,400,000 | $505.8M | 3.67% |
| 9 | ISHARES TR | 464287655 | 2,700,000 | $480.7M | 3.49% |
| 10 | INVESCO QQQ TR | IVZ | 1,325,000 | $478.7M | 3.48% |
| 11 | INVESCO QQQ TR | IVZ | 1,300,000 | $469.7M | 3.41% |
| 12 | ISHARES TR | 464288513 | 5,911,500 | $437.8M | 3.18% |
| 13 | SPDR GOLD TR | GLD | 2,000,000 | $345.3M | 2.51% |
| 14 | INVESCO QQQ TR | IVZ | 950,000 | $343.2M | 2.49% |
| 15 | MICROSOFT CORP | MSFT | 807,136 | $256.3M | 1.86% |
| 16 | ISHARES TR | 464287184 | 7,500,000 | $198.7M | 1.44% |
| 17 | ISHARES TR | 464287184 | 7,500,000 | $198.7M | 1.44% |
| 18 | ISHARES TR | 464287184 | 7,500,000 | $198.7M | 1.44% |
| 19 | ALPHABET INC | GOOG | 1,430,753 | $191.3M | 1.39% |
| 20 | ISHARES TR | 464287184 | 7,000,000 | $185.5M | 1.35% |
| 21 | ISHARES TR | 464287655 | 1,000,000 | $178.1M | 1.29% |
| 22 | ISHARES TR | 464287655 | 1,000,000 | $178.1M | 1.29% |
| 23 | AMAZON COM INC | AMZN | 1,331,328 | $170.8M | 1.24% |
| 24 | ISHARES TR | 464287655 | 900,000 | $160.2M | 1.16% |
| 25 | ISHARES TR | 464287655 | 900,000 | $160.2M | 1.16% |
| 26 | APPLE INC | AAPL | 852,200 | $146.9M | 1.07% |
| 27 | INVESCO QQQ TR | IVZ | 352,287 | $127.3M | 0.92% |
| 28 | SELECT SECTOR SPDR TR | 81369Y506 | 1,366,071 | $123.6M | 0.90% |
| 29 | ISHARES TR | 464287465 | 1,500,000 | $104.0M | 0.76% |
| 30 | QUALCOMM INC | QCOM | 859,150 | $95.9M | 0.70% |
| 31 | ADVANCED MICRO DEVICES INC | AMD | 901,690 | $93.6M | 0.68% |
| 32 | MONOLITHIC PWR SYS INC | 609839105 | 201,342 | $93.2M | 0.68% |
| 33 | SELECT SECTOR SPDR TR | 81369Y605 | 2,762,286 | $92.5M | 0.67% |
| 34 | MICRON TECHNOLOGY INC | MU | 1,339,083 | $91.4M | 0.66% |
| 35 | KB HOME | KBH | 1,900,000 | $89.0M | 0.65% |
| 36 | TAIWAN SEMICONDUCTOR MFG LTD | 874039100 | 1,000,000 | $86.9M | 0.63% |
| 37 | TAIWAN SEMICONDUCTOR MFG LTD | 874039100 | 1,000,000 | $86.9M | 0.63% |
| 38 | UBS GROUP AG | UBS | 3,300,000 | $81.8M | 0.59% |
| 39 | MARVELL TECHNOLOGY INC | MRVL | 1,457,044 | $80.0M | 0.58% |
| 40 | SPLUNK INC | 848637104 | 528,106 | $77.4M | 0.56% |
| 41 | TAIWAN SEMICONDUCTOR MFG LTD | 874039100 | 859,471 | $74.9M | 0.54% |
| 42 | ISHARES TR | 464287655 | 378,005 | $67.3M | 0.49% |
| 43 | ALIBABA GROUP HLDG LTD | BBAAY | 750,000 | $65.1M | 0.47% |
| 44 | ELANCO ANIMAL HEALTH INC | ELAN | 5,331,405 | $60.5M | 0.44% |
| 45 | ON HLDG AG | H5919C104 | 2,075,457 | $58.3M | 0.42% |
| 46 | BURLINGTON STORES INC | BURL | 424,069 | $57.8M | 0.42% |
| 47 | UBS GROUP AG | UBS | 2,200,000 | $54.5M | 0.40% |
| 48 | CHUBB LIMITED | CB | 245,074 | $51.4M | 0.37% |
| 49 | SELECT SECTOR SPDR TR | 81369Y605 | 1,450,000 | $48.6M | 0.35% |
| 50 | SELECT SECTOR SPDR TR | 81369Y605 | 1,450,000 | $48.6M | 0.35% |
| 51 | SELECT SECTOR SPDR TR | 81369Y605 | 1,400,000 | $46.9M | 0.34% |
| 52 | SELECT SECTOR SPDR TR | 81369Y605 | 1,400,000 | $46.9M | 0.34% |
| 53 | SPDR GOLD TR | GLD | 270,500 | $46.7M | 0.34% |
| 54 | SPDR GOLD TR | GLD | 269,833 | $46.6M | 0.34% |
| 55 | ARROWHEAD PHARMACEUTICALS IN | ARWR | 1,675,921 | $45.0M | 0.33% |
| 56 | TERADYNE INC | TER | 445,772 | $45.0M | 0.33% |
| 57 | INTELLIA THERAPEUTICS INC | NTLA | 1,389,296 | $44.3M | 0.32% |
| 58 | SPDR INDEX SHS FDS | 78463X202 | 1,000,000 | $42.3M | 0.31% |
| 59 | CONSTELLATION BRANDS INC | STZ | 166,120 | $42.0M | 0.30% |
| 60 | SELECT SECTOR SPDR TR | 81369Y605 | 1,250,000 | $41.9M | 0.30% |
| 61 | SELECT SECTOR SPDR TR | 81369Y605 | 1,250,000 | $41.9M | 0.30% |
| 62 | SALESFORCE INC | CRM | 181,258 | $37.3M | 0.27% |
| 63 | ISHARES INC | 464286400 | 1,200,435 | $37.0M | 0.27% |
| 64 | ISHARES INC | 464286400 | 1,200,000 | $37.0M | 0.27% |
| 65 | AMBARELLA INC | AMBA | 649,574 | $34.6M | 0.25% |
| 66 | SELECT SECTOR SPDR TR | 81369Y605 | 1,000,000 | $33.5M | 0.24% |
| 67 | SELECT SECTOR SPDR TR | 81369Y605 | 1,000,000 | $33.5M | 0.24% |
| 68 | SELECT SECTOR SPDR TR | 81369Y605 | 1,000,000 | $33.5M | 0.24% |
| 69 | SELECT SECTOR SPDR TR | 81369Y605 | 1,000,000 | $33.5M | 0.24% |
| 70 | PAYPAL HLDGS INC | PYPL | 568,603 | $33.4M | 0.24% |
| 71 | CIENA CORP | CIEN | 696,980 | $33.4M | 0.24% |
| 72 | DATADOG INC | DDOG | 344,305 | $31.8M | 0.23% |
| 73 | SNOWFLAKE INC | SNOW | 194,751 | $30.1M | 0.22% |
| 74 | UBS GROUP AG | UBS | 1,200,000 | $29.7M | 0.22% |
| 75 | ROYALTY PHARMA PLC | RPRX | 1,106,813 | $29.6M | 0.22% |
| 76 | INVESCO EXCHANGE TRADED FD T | IVZ | 197,671 | $28.2M | 0.20% |
| 77 | KRANESHARES TR | 500767306 | 990,000 | $27.1M | 0.20% |
| 78 | WORKDAY INC | WDAY | 122,191 | $26.5M | 0.19% |
| 79 | SERVICENOW INC | NOW | 46,043 | $26.0M | 0.19% |
| 80 | JAZZ PHARMACEUTICALS PLC | JAZZ | 183,109 | $23.9M | 0.17% |
| 81 | ISHARES TR | 464287234 | 600,000 | $22.8M | 0.17% |
| 82 | ISHARES TR | 464287234 | 600,000 | $22.8M | 0.17% |
| 83 | DOLLAR TREE INC | DLTR | 206,982 | $22.2M | 0.16% |
| 84 | DOLLAR TREE INC | DLTR | 200,000 | $21.4M | 0.16% |
| 85 | LULULEMON ATHLETICA INC | LULU | 54,139 | $20.8M | 0.15% |
| 86 | DISH NETWORK CORPORATION | 25470MAF6 | 30,000,000 | $20.3M | 0.15% |
| 87 | BRISTOL-MYERS SQUIBB CO | CELG-RI | 333,934 | $19.5M | 0.14% |
| 88 | MASTERCARD INCORPORATED | MA | 48,221 | $19.3M | 0.14% |
| 89 | DISH NETWORK CORPORATION | 25470MAB5 | 30,000,000 | $18.1M | 0.13% |
| 90 | UBS GROUP AG | UBS | 700,000 | $17.3M | 0.13% |
| 91 | SANOFI | SNYNF | 271,753 | $14.6M | 0.11% |
| 92 | TEVA PHARMACEUTICAL INDS LTD | 881624209 | 1,355,013 | $13.9M | 0.10% |
| 93 | CARIBOU BIOSCIENCES INC | CRBU | 2,748,139 | $13.3M | 0.10% |
| 94 | ISHARES INC | 464286822 | 215,000 | $12.6M | 0.09% |
| 95 | ISHARES INC | 464286822 | 215,000 | $12.6M | 0.09% |
| 96 | FORTINET INC | FTNT | 182,789 | $10.7M | 0.08% |
| 97 | BAUSCH HEALTH COS INC | 071734107 | 1,256,471 | $10.4M | 0.08% |
| 98 | FIVE BELOW INC | FIVE | 59,066 | $9.6M | 0.07% |
| 99 | CORE & MAIN INC | CNM | 300,000 | $8.8M | 0.06% |
| 100 | MP MATERIALS CORP | MP | 435,467 | $8.4M | 0.06% |
| 101 | ENBRIDGE INC | ENNPF | 250,000 | $8.3M | 0.06% |
| 102 | AMKOR TECHNOLOGY INC | AMKR | 334,341 | $7.6M | 0.06% |
| 103 | SELECT SECTOR SPDR TR | 81369Y100 | 92,500 | $7.3M | 0.05% |
| 104 | DISH NETWORK CORPORATION | 25470M109 | 1,183,100 | $7.1M | 0.05% |
| 105 | MONGODB INC | MDB | 19,085 | $6.8M | 0.05% |
| 106 | OKTA INC | OKTA | 74,116 | $6.2M | 0.04% |
| 107 | ZSCALER INC | ZS | 37,012 | $5.9M | 0.04% |
| 108 | ARM HOLDINGS PLC | 042068205 | 100,000 | $5.4M | 0.04% |
| 109 | YPF SOCIEDAD ANONIMA | YPF | 425,894 | $5.3M | 0.04% |
| 110 | GLOBALFOUNDRIES INC | GFS | 80,161 | $4.7M | 0.03% |
| 111 | HASHICORP INC | 418100103 | 188,543 | $4.4M | 0.03% |
| 112 | ISHARES TR | 464287184 | 161,067 | $4.3M | 0.03% |
| 113 | CROWDSTRIKE HLDGS INC | CRWD | 25,000 | $4.2M | 0.03% |
| 114 | CRISPR THERAPEUTICS AG | CRSP | 87,500 | $4.1M | 0.03% |
| 115 | SANGAMO THERAPEUTICS INC | SGMO | 6,474,348 | $3.9M | 0.03% |
| 116 | ANALOG DEVICES INC | ADI | 21,848 | $3.9M | 0.03% |
| 117 | SELECT SECTOR SPDR TR | 81369Y852 | 42,000 | $2.8M | 0.02% |
| 118 | CABALETTA BIO INC | CABA | 173,850 | $2.7M | 0.02% |
| 119 | KLAVIYO INC | KVYO | 75,000 | $2.6M | 0.02% |
| 120 | SALLY BEAUTY HLDGS INC | SBH | 298,147 | $2.5M | 0.02% |
| 121 | SELECT SECTOR SPDR TR | 81369Y886 | 39,000 | $2.3M | 0.02% |
| 122 | COTY INC | COTY | 200,000 | $2.2M | 0.02% |
| 123 | ODDITY TECH LT | ODD | 75,000 | $2.1M | 0.02% |
| 124 | PERMIAN RESOURCES CORP | PR | 150,000 | $2.1M | 0.02% |
| 125 | ISHARES INC | 464286822 | 34,823 | $2.0M | 0.01% |
| 126 | FORD MTR CO DEL | 345370860 | 125,000 | $1.6M | 0.01% |
| 127 | BAYTEX ENERGY CORP | BTE | 350,000 | $1.5M | 0.01% |
| 128 | SELECT SECTOR SPDR TR | 81369Y407 | 8,100 | $1.3M | 0.01% |
| 129 | HUMACYTE INC | HUMAW | 200,000 | $587,000 | 0.00% |
| 130 | SELECT SECTOR SPDR TR | 81369Y803 | 2,100 | $346,700 | 0.00% |
| 131 | PAGAYA TECHNOLOGIES LTD | PGYWW | 200,000 | $321,000 | 0.00% |