13F-HR filed by Rokos Capital Management LLP
Rokos Capital Management LLP filed this 13F-HR for the quarter ended 2023-12-31, filed 2024-02-14, with 68 holding rows worth $11,463,119,640.
- Accession
- 0001666335-24-000002
- Filer
- CIK 1666335
- Filed
- 2024-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2023
A holdings report, 90 entries on the cover page, a total value of $11,463,119,640 stated on the cover page (in dollars after the unit check, H1), rows summing to $11,463,119,640 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 | 5,600,000 | $2,292,864,000 | dollars as filed | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 8,100,000 | $1,626,156,000 | dollars as filed | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 6,800,000 | $1,365,168,000 | dollars as filed | call |
| INVESCO QQQ TR | 46090E103 | COM | 1,836,287 | $751,849,349 | dollars as filed | |
| iShares Russell 2000 ETF | 464287655 | SHS | 3,527,599 | $708,200,775 | dollars as filed | |
| INVESCO QQQ TR | 46090E103 | COM | 1,680,000 | $687,859,200 | dollars as filed | call |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 2,540,333 | $485,673,565 | dollars as filed | call |
| Apple Inc | 037833100 | COM | 2,290,700 | $441,188,820 | dollars as filed | put |
| VANECK ETF TRUST | 92189F791 | JUNIOR GOLD MINE | 9,000,000 | $341,235,000 | dollars as filed | call |
| Apple Inc | 037833100 | COM | 1,439,540 | $277,255,404 | dollars as filed | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 2,400,000 | $273,468,000 | dollars as filed | put |
| UBS GROUP AG SHS | H42097107 | Stock | 5,200,000 | $162,463,488 | dollars as filed | call |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 4,560,579 | $159,369,433 | dollars as filed | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 4,100,000 | $143,274,500 | dollars as filed | put |
| Chubb Limited | H1467J104 | COM | 614,437 | $138,902,700 | dollars as filed | |
| NVIDIA Corp | 67066G104 | COM | 254,481 | $126,018,991 | dollars as filed | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 1,331,971 | $111,639,149 | dollars as filed | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 1,200,000 | $86,418,000 | dollars as filed | call |
| MARVELL TECHNOLOGY INC | 573874104 | COM | 1,263,999 | $76,225,460 | dollars as filed | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 1,044,000 | $70,840,620 | dollars as filed | put |
| iShares MSCI Mexico ETF | 464286822 | SHS | 1,044,000 | $70,840,620 | dollars as filed | call |
| MONOLITHIC PWR SYS INC COM | 609839105 | Stock | 110,821 | $69,917,523 | dollars as filed | |
| UBS GROUP AG SHS | H42097107 | Stock | 2,200,000 | $68,734,553 | dollars as filed | put |
| Amazon.com, Inc | 023135106 | COM | 432,382 | $65,702,607 | dollars as filed | |
| Microsoft Corp | 594918104 | COM | 159,696 | $60,049,688 | dollars as filed | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 519,666 | $54,021,879 | dollars as filed | |
| Wells Fargo & Company | 949746101 | COM | 1,084,716 | $53,384,298 | dollars as filed | |
| SPDR INDEX SHS FDS | 78463X202 | EURO STOXX 50 | 1,000,000 | $47,825,000 | dollars as filed | call |
| iShares MSCI Mexico ETF | 464286822 | SHS | 681,349 | $46,232,936 | dollars as filed | |
| INTELLIA THERAPEUTICS INC | 45826J105 | COM | 1,463,630 | $44,611,442 | dollars as filed | |
| Micron Technology,Inc. | 595112103 | COM | 510,601 | $43,572,136 | dollars as filed | |
| FORTINET INC COM | 34959E109 | Stock | 664,294 | $38,884,449 | dollars as filed | |
| ARROWHEAD PHARMACEUTICALS IN | 04280A100 | COM | 1,229,148 | $37,630,366 | dollars as filed | |
| MasterCard, Inc | 57636Q104 | COM | 87,053 | $37,135,504 | dollars as filed | |
| S&P Global,Inc. | 78409V104 | COM | 77,514 | $34,162,745 | dollars as filed | |
| CIENA CORP COM NEW | 171779309 | Stock | 696,980 | $31,367,585 | dollars as filed | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 127,988 | $30,952,618 | dollars as filed | |
| PAYPALHLDGSINC | 70450Y103 | STOK | 500,000 | $30,695,000 | dollars as filed | |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 51,210,000 | $27,653,400 | dollars as filed | principal |
| Lowes Companies,Inc. | 548661107 | COM | 112,775 | $25,091,874 | dollars as filed | |
| SNOWFLAKE INC COM SHS | 833445109 | Stock | 107,803 | $21,450,641 | dollars as filed | |
| WORKDAY INC CL A | 98138H101 | Stock | 77,015 | $21,263,071 | dollars as filed | |
| MONGODB INC CL A | 60937P106 | Stock | 45,277 | $18,510,370 | dollars as filed | |
| LENNAR CORP CL A | 526057104 | Stock | 100,000 | $14,902,000 | dollars as filed | put |
| Salesforce.com, Inc | 79466L302 | COM | 52,735 | $13,883,016 | dollars as filed | |
| BAUSCH HEALTH COS INC COM | 071734107 | Stock | 1,500,000 | $12,037,500 | dollars as filed | |
| DISH NETWORK CORPORATION | 25470MAF6 | NOTE 12/1 | 17,665,000 | $11,084,788 | dollars as filed | principal |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 349,956 | $10,853,885 | dollars as filed | |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 45,831 | $10,332,370 | dollars as filed | |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 10,374 | $9,857,582 | dollars as filed | |
| CORE & MAIN INC CL A | 21874C102 | Stock | 200,000 | $8,082,000 | dollars as filed | |
| CLEARWATER ANALYTICS HLDGS I | 185123106 | CL A | 350,000 | $7,010,500 | dollars as filed | |
| ATLASSIANCORPCLASSA | 049468101 | STOK | 29,332 | $6,974,856 | dollars as filed | |
| YPF SOCIEDAD ANONIMA | 984245100 | SPON ADR CL D | 368,258 | $6,332,196 | dollars as filed | |
| GRUPO FINANCIERO GALICIA | 399909100 | SPONSORED ADR | 360,882 | $6,230,628 | dollars as filed | |
| LATTICE SEMICONDUCTOR CORP COM | 518415104 | Stock | 71,648 | $4,943,354 | dollars as filed | |
| CARIBOU BIOSCIENCES INC COM | 142038108 | Stock | 840,630 | $4,804,200 | dollars as filed | |
| PERMIAN RESOURCES CORP CLASS A COM | 71424F105 | Stock | 350,000 | $4,754,750 | dollars as filed | |
| HAMILTON INSURANCE GROUP LTD | G42706104 | CL B | 250,000 | $3,740,000 | dollars as filed | |
| INTEGRAL AD SCIENCE HLDNG CO | 45828L108 | COM | 250,000 | $3,598,750 | dollars as filed | |
| GATES INDL CORP PLC | G39108108 | ORD SHS | 250,000 | $3,356,250 | dollars as filed | |
| PG&E CORP COM | 69331C108 | Stock | 175,000 | $3,156,125 | dollars as filed | |
| Sun Country Airlines Holding | 866683105 | COM | 200,000 | $3,144,000 | dollars as filed | |
| CARGO THERAPEUTICS INC COM | 14179K101 | Stock | 100,000 | $2,313,500 | dollars as filed | |
| CABALETTA BIO INC | 12674W109 | COMMON STOCK | 80,335 | $1,824,006 | dollars as filed | |
| AERSALE CORPORATION | 00810F106 | COM | 125,000 | $1,586,875 | dollars as filed | |
| Vivid Seats Inc | 92854T100 | Common Stock | 250,000 | $1,581,250 | dollars as filed | |
| BIRKENSTOCK HOLDING PLC | M2029K104 | COM SHS | 20,000 | $974,500 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001666335-24-000002 | this filing | 2024-02-14 | acceptance time not in the bulk data set |