Rokos Capital Management LLP Q2 2023 Filing
Filed August 14, 2023
Portfolio Value
$10.9B
Holdings
85
Report Date
Q2 2023
Filing Type
13F-HR
All Holdings (85 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 17,358,870 | $6.4B | 58.89% | Put |
| 2 | —ALIBABA GROUP HLDG LTD | 750,000 | $625.5M | 5.74% | Call |
| 3 | IWMISHARES TR | 3,000,000 | $562.2M | 5.16% | Call |
| 4 | GQ9SPDR GOLD TR | 2,540,333 | $451.8M | 4.15% | Call |
| 5 | LVLNSPDR SER TR | 6,407,690 | $262.5M | 2.41% | Put |
| 6 | MSFTMICROSOFT CORP | 569,319 | $194.4M | 1.78% | |
| 7 | AMZNAMAZON COM INC | 1,270,043 | $165.8M | 1.52% | |
| 8 | UBSUBS GROUP AG | 7,400,000 | $149.4M | 1.37% | Put |
| 9 | GOOGALPHABET INC | 1,197,006 | $145.4M | 1.34% | |
| 10 | EQTEQT CORP | 3,352,251 | $137.4M | 1.26% | Put |
| 11 | XLESELECT SECTOR SPDR TR | 1,345,871 | $109.3M | 1.00% | |
| 12 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 1,019,245 | $103.0M | 0.95% | |
| 13 | KBHKB HOME | 1,900,000 | $97.9M | 0.90% | Put |
| 14 | EWZISHARES INC | 2,700,000 | $87.5M | 0.80% | Call |
| 15 | SPLKCHFSPLUNK INC | 729,463 | $78.2M | 0.72% | |
| 16 | CCLCARNIVAL CORP | 4,000,000 | $73.3M | 0.67% | Put |
| 17 | MUMICRON TECHNOLOGY INC | 1,069,453 | $67.8M | 0.62% | |
| 18 | NSCNORFOLK SOUTHN CORP | 295,721 | $66.7M | 0.61% | |
| 19 | AMDADVANCED MICRO DEVICES INC | 572,873 | $65.3M | 0.60% | |
| 20 | ELANELANCO ANIMAL HEALTH INC | 6,165,192 | $61.8M | 0.57% | |
| 21 | ARWRARROWHEAD PHARMACEUTICALS IN | 1,675,921 | $58.9M | 0.54% | |
| 22 | NTLAINTELLIA THERAPEUTICS INC | 1,389,296 | $56.5M | 0.52% | |
| 23 | SWN1EURSOUTHWESTERN ENERGY CO | 9,105,860 | $54.8M | 0.50% | |
| 24 | CIENCIENA CORP | 1,265,481 | $53.8M | 0.49% | |
| 25 | MPWRMONOLITHIC PWR SYS INC | 86,092 | $46.7M | 0.43% | |
| 26 | RPRXROYALTY PHARMA PLC | 1,331,813 | $41.0M | 0.38% | |
| 27 | NOWSERVICENOW INC | 72,148 | $40.6M | 0.37% | |
| 28 | TERTERADYNE INC | 352,272 | $39.3M | 0.36% | |
| 29 | CRMSALESFORCE INC | 181,258 | $38.6M | 0.35% | |
| 30 | MRVLMARVELL TECHNOLOGY INC | 526,886 | $31.4M | 0.29% | |
| 31 | DLTRDOLLAR TREE INC | 206,982 | $29.8M | 0.27% | |
| 32 | SNOWSNOWFLAKE INC | 157,354 | $28.4M | 0.26% | |
| 33 | —EQRX INC | 15,342,566 | $27.6M | 0.25% | |
| 34 | STZCONSTELLATION BRANDS INC | 107,902 | $26.5M | 0.24% | |
| 35 | RSPINVESCO EXCHANGE TRADED FD T | 170,497 | $25.4M | 0.23% | |
| 36 | AMBAAMBARELLA INC | 293,885 | $24.4M | 0.22% | |
| 37 | JAZZJAZZ PHARMACEUTICALS PLC | 183,109 | $22.7M | 0.21% | |
| 38 | AALAMERICAN AIRLS GROUP INC | 1,000,000 | $17.7M | 0.16% | Call |
| 39 | KVUEKENVUE INC | 600,000 | $15.8M | 0.15% | |
| 40 | PYPLPAYPAL HLDGS INC | 229,218 | $15.1M | 0.14% | |
| 41 | SNYSANOFI | 271,753 | $14.6M | 0.13% | |
| 42 | HCPHASHICORP INC | 549,831 | $14.6M | 0.13% | |
| 43 | OKTAOKTA INC | 200,769 | $14.1M | 0.13% | |
| 44 | BHCBAUSCH HEALTH COS INC | 1,756,471 | $14.1M | 0.13% | |
| 45 | LITELUMENTUM HLDGS INC | 226,197 | $13.1M | 0.12% | |
| 46 | INTCINTEL CORP | 365,965 | $12.2M | 0.11% | |
| 47 | CRBUCARIBOU BIOSCIENCES INC | 2,748,139 | $11.2M | 0.10% | |
| 48 | CCIVGBPLUCID GROUP INC | 1,500,000 | $10.5M | 0.10% | |
| 49 | TEVATEVA PHARMACEUTICAL INDS LTD | 1,355,013 | $10.3M | 0.09% | |
| 50 | BURLBURLINGTON STORES INC | 64,227 | $10.0M | 0.09% | |
| 51 | WDCWESTERN DIGITAL CORP. | 260,892 | $9.8M | 0.09% | |
| 52 | ONONON HLDG AG | 279,608 | $9.1M | 0.08% | |
| 53 | GBYSANGAMO THERAPEUTICS INC | 6,474,348 | $8.1M | 0.07% | |
| 54 | MDBMONGODB INC | 19,085 | $7.9M | 0.07% | |
| 55 | XLBSELECT SECTOR SPDR TR | 94,700 | $7.8M | 0.07% | |
| 56 | MBLYMOBILEYE GLOBAL INC | 200,000 | $7.6M | 0.07% | |
| 57 | FTNTFORTINET INC | 96,755 | $7.4M | 0.07% | |
| 58 | MKSIMKS INSTRS INC | 60,000 | $6.4M | 0.06% | |
| 59 | YPFYPF SOCIEDAD ANONIMA | 425,894 | $6.4M | 0.06% | |
| 60 | DDOGDATADOG INC | 59,526 | $5.9M | 0.05% | |
| 61 | XLYSELECT SECTOR SPDR TR | 33,400 | $5.7M | 0.05% | |
| 62 | ZSZSCALER INC | 37,012 | $5.5M | 0.05% | |
| 63 | XLKSELECT SECTOR SPDR TR | 30,000 | $5.2M | 0.05% | |
| 64 | TEAMATLASSIAN CORPORATION | 31,242 | $5.2M | 0.05% | |
| 65 | PINSPINTEREST INC | 181,818 | $5.0M | 0.05% | |
| 66 | RHRH | 15,370 | $5.0M | 0.05% | |
| 67 | CRSPCRISPR THERAPEUTICS AG | 87,500 | $4.9M | 0.04% | |
| 68 | MPMP MATERIALS CORP | 202,909 | $4.6M | 0.04% | |
| 69 | ADIANALOG DEVICES INC | 21,848 | $4.2M | 0.04% | |
| 70 | XLUSELECT SECTOR SPDR TR | 55,300 | $3.6M | 0.03% | |
| 71 | SNCYSUN CTRY AIRLS HLDGS INC | 150,000 | $3.3M | 0.03% | |
| 72 | XLISELECT SECTOR SPDR TR | 30,200 | $3.2M | 0.03% | |
| 73 | SEATVIVID SEATS INC | 400,000 | $3.2M | 0.03% | |
| 74 | KGSKODIAK GAS SVCS INC | 175,000 | $2.8M | 0.03% | |
| 75 | FIHLFIDELIS INSURANCE HOLDINGS L | 200,000 | $2.7M | 0.03% | |
| 76 | CABACABALETTA BIO INC | 173,850 | $2.3M | 0.02% | |
| 77 | NXTNEXTRACKER INC | 50,000 | $1.9M | 0.02% | |
| 78 | XLFSELECT SECTOR SPDR TR | 53,700 | $1.8M | 0.02% | |
| 79 | SVVSAVERS VALUE VLG INC | 75,000 | $1.7M | 0.02% | |
| 80 | SLRNACELYRIN INC | 57,500 | $1.2M | 0.01% | |
| 81 | XLCSELECT SECTOR SPDR TR | 16,000 | $1.0M | 0.01% | |
| 82 | ATMUATMUS FILTRATION TECHNOLOGIE | 25,000 | $557K | 0.01% | |
| 83 | VXRTVAXART INC | 500,000 | $365K | 0.00% | |
| 84 | HUMAHUMACYTE INC | 89,903 | $264K | 0.00% | |
| 85 | VSTMVERASTEM INC | 30,000 | $225K | 0.00% |