13F-HR filed by Rokos Capital Management LLP
Rokos Capital Management LLP filed this 13F-HR for the quarter ended 2022-09-30, filed 2022-11-14, with 74 holding rows worth $3,355,944,000.
- Accession
- 0001666335-22-000011
- Filer
- CIK 1666335
- Filed
- 2022-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2022
A holdings report, 75 entries on the cover page, a total value of $3,355,944,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $3,355,994,000 with VALUE read as thousands by filing date, 13F file number 028-19229. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerRokos Capital Management (US) LP
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 25,100,000 | $774,087,000 | thousands by filing date | call |
| INVESCO QQQ TR | 46090E103 | COM | 1,597,500 | $437,555,000 | thousands by filing date | put |
| Microsoft Corp | 594918104 | COM | 662,503 | $158,320,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 1,837,194 | $133,417,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 4,000,000 | $123,360,000 | thousands by filing date | put |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 19,551,588 | $121,318,000 | thousands by filing date | |
| PINTEREST INC CL A | 72352L106 | Stock | 4,000,000 | $93,200,000 | thousands by filing date | call |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 2,788,478 | $85,997,000 | thousands by filing date | |
| EQT CORP COM | 26884L109 | Stock | 2,039,806 | $81,755,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 2,561,972 | $79,357,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 3,000,000 | $77,580,000 | thousands by filing date | call |
| EQT CORP COM | 26884L109 | Stock | 1,740,000 | $69,739,000 | thousands by filing date | put |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 1,000,000 | $68,560,000 | thousands by filing date | put |
| Eli Lilly and Company | 532457108 | COM | 185,000 | $59,820,000 | thousands by filing date | put |
| Salesforce.com, Inc | 79466L302 | COM | 340,000 | $50,022,000 | thousands by filing date | call |
| AbbVie,Inc. | 00287Y109 | COM | 350,000 | $46,974,000 | thousands by filing date | put |
| Merck & Co.,Inc. | 58933Y105 | COM | 500,000 | $43,060,000 | thousands by filing date | put |
| Microsoft Corp | 594918104 | COM | 180,000 | $43,015,000 | thousands by filing date | put |
| NVIDIA Corp | 67066G104 | COM | 317,843 | $40,004,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 254,242 | $36,179,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 500,000 | $35,998,000 | thousands by filing date | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 1,200,000 | $35,556,000 | thousands by filing date | call |
| WYNN RESORTS LTD | 983134107 | COM | 500,000 | $31,515,000 | thousands by filing date | put |
| Salesforce.com, Inc | 79466L302 | COM | 199,820 | $29,398,000 | thousands by filing date | |
| MONGODB INC CL A | 60937P106 | Stock | 139,088 | $29,076,000 | thousands by filing date | |
| FORTINET INC COM | 34959E109 | Stock | 549,294 | $27,646,000 | thousands by filing date | |
| EQRX INC | 26886C107 | COM | 5,196,394 | $26,995,000 | thousands by filing date | |
| SPLUNK INC | 848637104 | COM | 333,785 | $26,329,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 1,000,000 | $25,770,000 | thousands by filing date | call |
| DATADOGINCCLASSA | 23804L103 | STOK | 255,736 | $23,154,000 | thousands by filing date | |
| DENBURY INC | 24790A101 | COM | 271,132 | $23,118,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 170,000 | $23,066,000 | thousands by filing date | call |
| CARIBOU BIOSCIENCES INC COM | 142038108 | Stock | 1,907,509 | $20,811,000 | thousands by filing date | |
| Analog Devices,Inc. | 032654105 | COM | 143,500 | $20,362,000 | thousands by filing date | |
| COREBRIDGE FINL INC COM | 21871X109 | Stock | 1,050,000 | $20,108,000 | thousands by filing date | |
| ROYALTY PHARMA PLC | G7709Q104 | SHS CLASS A | 492,228 | $19,901,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 192,140 | $18,982,000 | thousands by filing date | |
| PALO ALTO NETWORKS INC | 697435105 | COM | 112,743 | $18,860,000 | thousands by filing date | |
| ZOETIS INC CL A | 98978V103 | Stock | 124,052 | $18,786,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V408 | SPONSORED ADR | 1,440,000 | $17,538,000 | thousands by filing date | put |
| PETROLEO BRASILEIRO S A | 71654V408 | SPONSORED ADR | 1,440,000 | $17,538,000 | thousands by filing date | call |
| INTELLIA THERAPEUTICS INC | 45826J105 | COM | 290,528 | $16,723,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 159,587 | $15,409,000 | thousands by filing date | |
| SANGAMO THERAPEUTICS INC | 800677106 | COM | 3,026,210 | $15,403,000 | thousands by filing date | |
| ARROWHEAD PHARMACEUTICALS IN | 04280A100 | COM | 400,922 | $13,976,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 100,000 | $11,300,000 | thousands by filing date | call |
| Advanced Micro Devices,Inc. | 007903107 | COM | 168,955 | $11,070,000 | thousands by filing date | |
| SNOWFLAKE INC COM SHS | 833445109 | Stock | 62,189 | $11,036,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 208,940 | $10,798,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 55,242 | $10,039,000 | thousands by filing date | |
| PAYPALHLDGSINC | 70450Y103 | STOK | 108,300 | $9,657,000 | thousands by filing date | |
| ServiceNow,Inc. | 81762P102 | COM | 22,995 | $9,061,000 | thousands by filing date | |
| ANTERO RESOURCES CORP COM | 03674X106 | Stock | 263,533 | $8,009,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V408 | SPONSORED ADR | 608,892 | $7,416,000 | thousands by filing date | |
| MARVELL TECHNOLOGY INC | 573874104 | COM | 166,489 | $7,342,000 | thousands by filing date | |
| BAUSCH HEALTH COS INC COM | 071734107 | Stock | 1,028,019 | $7,335,000 | thousands by filing date | |
| ELANCO ANIMAL HEALTH INC COM | 28414H103 | Stock | 545,439 | $7,061,000 | thousands by filing date | |
| KLA CORP | 482480100 | COM | 20,471 | $6,344,000 | thousands by filing date | |
| CROWDSTRIKE HLDGS INC | 22788C105 | COM | 36,297 | $6,191,000 | thousands by filing date | |
| CRISPR THERAPEUTICS AG NAMEN AKT | H17182108 | Stock | 87,500 | $5,868,000 | thousands by filing date | |
| BIO-TECHNE CORP | 09073M104 | COM | 18,900 | $5,529,000 | thousands by filing date | |
| BUNGE LTD | G16962105 | COM | 54,721 | $4,530,000 | thousands by filing date | |
| ZIM INTEGRATED SHIPPING SERV | M9T951109 | SHS | 175,000 | $4,169,000 | thousands by filing date | |
| TELADOC HEALTH INC | 87918A105 | COM | 140,000 | $3,752,000 | thousands by filing date | |
| ZSCALERINC | 98980G102 | STOK | 17,658 | $3,020,000 | thousands by filing date | |
| INVESCO QQQ TR | 46090E103 | COM | 10,000 | $2,739,000 | thousands by filing date | |
| HAYWARD HLDGS INC | 421298100 | COM | 250,000 | $2,243,000 | thousands by filing date | |
| THE REALREAL INC | 88339P101 | COM | 1,108,723 | $1,702,000 | thousands by filing date | |
| BABYLON HLDGS LTD | G07031100 | CL A SHS | 2,715,000 | $1,466,000 | thousands by filing date | |
| GENMAB A/S | 372303206 | Ordinary Shares, nominal value DKK 1 per share | 27,447 | $889,000 | thousands by filing date | |
| OKTAINCCLASSA | 679295105 | STOK | 13,500 | $803,000 | thousands by filing date | |
| ALTUS POWER INC | 02217A102 | COM CL A | 50,000 | $572,000 | thousands by filing date | |
| WESTERN DIGITAL CORP | 958102105 | COM | 11,136 | $375,000 | thousands by filing date | |
| PROFRAC HLDG CORP | 74319N100 | CLASS A COM | 22,500 | $341,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001666335-22-000011 | this filing | 2022-11-14 | acceptance time not in the bulk data set |