13F-HR filed by Rokos Capital Management LLP
Rokos Capital Management LLP filed this 13F-HR for the quarter ended 2023-09-30, filed 2023-11-14, with 104 holding rows worth $13,769,777,533.
- Accession
- 0001666335-23-000008
- Filer
- CIK 1666335
- Filed
- 2023-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2023
A holdings report, 131 entries on the cover page, a total value of $13,769,777,533 stated on the cover page (in dollars after the unit check, H1), rows summing to $13,769,777,533 with VALUE read as dollars as filed, 13F file number 028-19229. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerRokos Capital Management (US) LP028-20930
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 |
|---|---|---|---|---|---|---|
| INVESCO QQQ TR | 46090E103 | COM | 9,525,000 | $3,441,334,875 | dollars as filed | put |
| INVESCO QQQ TR | 46090E103 | COM | 7,850,000 | $2,836,165,750 | dollars as filed | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 5,900,000 | $1,050,524,500 | dollars as filed | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 29,500,000 | $781,602,500 | dollars as filed | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 3,800,000 | $676,609,000 | dollars as filed | call |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 2,540,333 | $438,524,985 | dollars as filed | call |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 5,911,500 | $437,776,133 | dollars as filed | put |
| Microsoft Corp | 594918104 | COM | 807,136 | $256,261,644 | dollars as filed | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 6,100,000 | $204,319,500 | dollars as filed | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 6,100,000 | $204,319,500 | dollars as filed | call |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 1,430,753 | $191,284,522 | dollars as filed | |
| Amazon.com, Inc | 023135106 | COM | 1,331,328 | $170,796,069 | dollars as filed | |
| Apple Inc | 037833100 | COM | 852,200 | $146,949,107 | dollars as filed | put |
| UBS GROUP AG SHS | H42097107 | Stock | 5,200,000 | $128,839,001 | dollars as filed | call |
| INVESCO QQQ TR | 46090E103 | COM | 352,287 | $127,279,532 | dollars as filed | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 1,366,071 | $123,636,256 | dollars as filed | |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 1,500,000 | $104,002,500 | dollars as filed | call |
| Qualcomm Incorporated | 747525103 | COM | 859,150 | $95,915,506 | dollars as filed | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 901,690 | $93,586,405 | dollars as filed | |
| MONOLITHIC PWR SYS INC COM | 609839105 | Stock | 201,342 | $93,218,326 | dollars as filed | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 2,762,286 | $92,522,770 | dollars as filed | |
| Micron Technology,Inc. | 595112103 | COM | 1,339,083 | $91,419,196 | dollars as filed | |
| KBHOME | 48666K109 | COM | 1,900,000 | $88,986,500 | dollars as filed | put |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 1,000,000 | $86,900,000 | dollars as filed | put |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 1,000,000 | $86,900,000 | dollars as filed | call |
| MARVELL TECHNOLOGY INC | 573874104 | COM | 1,457,044 | $79,977,145 | dollars as filed | |
| SPLUNK INC | 848637104 | COM | 528,106 | $77,449,385 | dollars as filed | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 859,471 | $74,924,384 | dollars as filed | |
| iShares Russell 2000 ETF | 464287655 | SHS | 378,005 | $67,305,680 | dollars as filed | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 750,000 | $65,055,000 | dollars as filed | call |
| ELANCO ANIMAL HEALTH INC COM | 28414H103 | Stock | 5,331,405 | $60,538,104 | dollars as filed | |
| ON HLDG AG NAMEN AKT A | H5919C104 | Stock | 2,075,457 | $58,268,455 | dollars as filed | |
| BURLINGTON STORES INC COM | 122017106 | Stock | 424,069 | $57,773,040 | dollars as filed | |
| UBS GROUP AG SHS | H42097107 | Stock | 2,200,000 | $54,508,808 | dollars as filed | put |
| Chubb Limited | H1467J104 | COM | 245,074 | $51,363,834 | dollars as filed | |
| ARROWHEAD PHARMACEUTICALS IN | 04280A100 | COM | 1,675,921 | $45,031,997 | dollars as filed | |
| TERADYNE INC COM | 880770102 | Stock | 445,772 | $44,987,310 | dollars as filed | |
| INTELLIA THERAPEUTICS INC | 45826J105 | COM | 1,389,296 | $44,311,596 | dollars as filed | |
| SPDR INDEX SHS FDS | 78463X202 | EURO STOXX 50 | 1,000,000 | $42,265,000 | dollars as filed | call |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 166,120 | $41,967,726 | dollars as filed | |
| Salesforce.com, Inc | 79466L302 | COM | 181,258 | $37,289,302 | dollars as filed | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 1,200,435 | $36,991,405 | dollars as filed | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 1,200,000 | $36,978,000 | dollars as filed | call |
| AMBARELLA INC | G037AX101 | SHS | 649,574 | $34,625,542 | dollars as filed | |
| PAYPALHLDGSINC | 70450Y103 | STOK | 568,603 | $33,419,641 | dollars as filed | |
| CIENA CORP COM NEW | 171779309 | Stock | 696,980 | $33,395,797 | dollars as filed | |
| DATADOGINCCLASSA | 23804L103 | STOK | 344,305 | $31,758,693 | dollars as filed | |
| SNOWFLAKE INC COM SHS | 833445109 | Stock | 194,751 | $30,111,426 | dollars as filed | |
| ROYALTY PHARMA PLC | G7709Q104 | SHS CLASS A | 1,106,813 | $29,612,782 | dollars as filed | |
| INVESCO EXCHANGE-TRADED FD TR S&P 500 EQUAL WEIGHT ETF | 46137V357 | COM | 197,671 | $28,210,617 | dollars as filed | |
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 990,000 | $27,121,050 | dollars as filed | call |
| WORKDAY INC CL A | 98138H101 | Stock | 122,191 | $26,454,352 | dollars as filed | |
| ServiceNow,Inc. | 81762P102 | COM | 46,043 | $25,998,180 | dollars as filed | |
| JAZZ PHARMACEUTICALS PLC SHS USD | G50871105 | Stock | 183,109 | $23,893,893 | dollars as filed | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 600,000 | $22,845,000 | dollars as filed | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 600,000 | $22,845,000 | dollars as filed | call |
| DOLLAR TREE INC COM | 256746108 | Stock | 206,982 | $22,176,051 | dollars as filed | |
| DOLLAR TREE INC COM | 256746108 | Stock | 200,000 | $21,428,000 | dollars as filed | put |
| LULULEMON ATHLETICA INC | 550021109 | COM | 54,139 | $20,796,685 | dollars as filed | |
| DISH NETWORK CORPORATION | 25470MAF6 | NOTE 12/1 | 30,000,000 | $20,250,000 | dollars as filed | principal |
| Bristol-Myers Squibb Company | 110122108 | COM | 333,934 | $19,480,040 | dollars as filed | |
| MasterCard, Inc | 57636Q104 | COM | 48,221 | $19,272,005 | dollars as filed | |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 30,000,000 | $18,078,000 | dollars as filed | principal |
| SANOFI SA SPONSORED ADR | 80105N105 | ADR | 271,753 | $14,590,419 | dollars as filed | |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 1,355,013 | $13,949,859 | dollars as filed | |
| CARIBOU BIOSCIENCES INC COM | 142038108 | Stock | 2,748,139 | $13,287,252 | dollars as filed | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 215,000 | $12,614,050 | dollars as filed | put |
| iShares MSCI Mexico ETF | 464286822 | SHS | 215,000 | $12,614,050 | dollars as filed | call |
| FORTINET INC COM | 34959E109 | Stock | 182,789 | $10,743,423 | dollars as filed | |
| BAUSCH HEALTH COS INC COM | 071734107 | Stock | 1,256,471 | $10,397,298 | dollars as filed | |
| FIVE BELOW INC COM | 33829M101 | Stock | 59,066 | $9,581,391 | dollars as filed | |
| CORE & MAIN INC CL A | 21874C102 | Stock | 300,000 | $8,772,000 | dollars as filed | |
| MP MATERIALS CORP | 553368101 | COM CL A | 435,467 | $8,419,754 | dollars as filed | |
| ENBRIDGE INC COM | 29250N105 | Stock | 250,000 | $8,324,591 | dollars as filed | |
| AMKOR TECHNOLOGY INC COM | 031652100 | Stock | 334,341 | $7,639,692 | dollars as filed | |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 92,500 | $7,320,913 | dollars as filed | |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 1,183,100 | $7,128,178 | dollars as filed | |
| MONGODB INC CL A | 60937P106 | Stock | 19,085 | $6,797,886 | dollars as filed | |
| OKTAINCCLASSA | 679295105 | STOK | 74,116 | $6,151,628 | dollars as filed | |
| ZSCALERINC | 98980G102 | STOK | 37,012 | $5,873,804 | dollars as filed | |
| ARM HOLDINGS PLC | 042068205 | SPONSORED ADS | 100,000 | $5,352,000 | dollars as filed | |
| YPF SOCIEDAD ANONIMA | 984245100 | SPON ADR CL D | 425,894 | $5,300,251 | dollars as filed | |
| GLOBALFOUNDRIES INC | G39387108 | ORDINARY SHARES | 80,161 | $4,728,698 | dollars as filed | |
| HASHICORP INC | 418100103 | COM CL A | 188,543 | $4,366,656 | dollars as filed | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 161,067 | $4,267,470 | dollars as filed | |
| CROWDSTRIKE HLDGS INC | 22788C105 | COM | 25,000 | $4,224,625 | dollars as filed | |
| CRISPR THERAPEUTICS AG NAMEN AKT | H17182108 | Stock | 87,500 | $4,074,875 | dollars as filed | |
| SANGAMO THERAPEUTICS INC | 800677106 | COM | 6,474,348 | $3,940,936 | dollars as filed | |
| Analog Devices,Inc. | 032654105 | COM | 21,848 | $3,859,668 | dollars as filed | |
| Communication Services Select Sector SPDR Fund | 81369Y852 | SHS | 42,000 | $2,780,190 | dollars as filed | |
| CABALETTA BIO INC | 12674W109 | COMMON STOCK | 173,850 | $2,666,859 | dollars as filed | |
| KLAVIYO INC COM SER A | 49845K101 | Stock | 75,000 | $2,587,500 | dollars as filed | |
| SALLY BEAUTY HLDGS INC | 79546E104 | COM | 298,147 | $2,511,888 | dollars as filed | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 39,000 | $2,310,945 | dollars as filed | |
| COTY INC | 222070203 | COM CL A | 200,000 | $2,223,383 | dollars as filed | |
| ODDITY TECH LTD SHS CL A | M7518J104 | Stock | 75,000 | $2,126,250 | dollars as filed | |
| PERMIAN RESOURCES CORP CLASS A COM | 71424F105 | Stock | 150,000 | $2,103,750 | dollars as filed | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 34,823 | $2,043,065 | dollars as filed | |
| FORD MTR CO COM | 345370860 | Stock | 125,000 | $1,561,875 | dollars as filed | |
| BAYTEX ENERGY CORP COM | 07317Q105 | Stock | 350,000 | $1,538,250 | dollars as filed | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 8,100 | $1,314,509 | dollars as filed | |
| HUMACYTE INC | 44486Q103 | COM | 200,000 | $587,000 | dollars as filed | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 2,100 | $346,700 | dollars as filed | |
| Pagaya Technologies Ltd. | M7S64L115 | CL A | 200,000 | $321,000 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001666335-23-000008 | this filing | 2023-11-14 | acceptance time not in the bulk data set |