13F-HR filed by Rokos Capital Management LLP
Rokos Capital Management LLP filed this 13F-HR for the quarter ended 2024-09-30, filed 2024-11-14, with 74 holding rows worth $6,164,137,918.
- Accession
- 0001666335-24-000017
- Filer
- CIK 1666335
- Filed
- 2024-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2024
A holdings report, 92 entries on the cover page, a total value of $6,164,137,918 stated on the cover page (in dollars after the unit check, H1), rows summing to $6,164,137,918 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 |
|---|---|---|---|---|---|---|
| iShares Russell 2000 ETF | 464287655 | SHS | 5,000,000 | $1,104,250,000 | dollars as filed | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 4,512,000 | $996,475,200 | dollars as filed | call |
| Microsoft Corp | 594918104 | COM | 793,365 | $340,706,632 | dollars as filed | |
| Amazon.com, Inc | 023135106 | COM | 1,166,141 | $217,042,162 | dollars as filed | |
| Broadcom Inc. | 11135F101 | COM | 1,185,511 | $204,399,879 | dollars as filed | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 1,840,000 | $161,506,000 | dollars as filed | put |
| Advanced Micro Devices,Inc. | 007903107 | COM | 953,747 | $156,424,045 | dollars as filed | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 3,447,300 | $156,099,033 | dollars as filed | put |
| NVIDIA Corp | 67066G104 | COM | 1,202,783 | $145,687,090 | dollars as filed | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 1,560,000 | $136,929,000 | dollars as filed | call |
| VANECK ETF TRUST | 92189F676 | COM | 550,000 | $134,838,000 | dollars as filed | call |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 2,330,000 | $131,819,750 | dollars as filed | call |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 719,330 | $119,239,737 | dollars as filed | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 2,250,000 | $101,883,452 | dollars as filed | call |
| UBS GROUP AG SHS | H42097107 | Stock | 3,300,000 | $101,797,595 | dollars as filed | call |
| Adobe Inc | 00724F101 | COM | 191,447 | $99,026,917 | dollars as filed | |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 120,378 | $98,556,535 | dollars as filed | principal |
| VANECK ETF TRUST | 92189F676 | COM | 400,000 | $98,064,000 | dollars as filed | put |
| Bank of America Corp | 060505104 | COM | 2,080,355 | $82,558,888 | dollars as filed | |
| WORKDAY INC CL A | 98138H101 | Stock | 329,839 | $80,582,966 | dollars as filed | |
| META PLATFORMS INC CL A | 30303M102 | COM | 129,095 | $73,828,785 | dollars as filed | |
| VISTRA CORP COM | 92840M102 | Stock | 601,604 | $71,311,463 | dollars as filed | |
| CIENA CORP COM NEW | 171779309 | Stock | 1,149,777 | $70,779,014 | dollars as filed | |
| MONOLITHIC PWR SYS INC COM | 609839105 | Stock | 76,518 | $70,766,907 | dollars as filed | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 2,200,000 | $69,905,000 | dollars as filed | call |
| UBS GROUP AG SHS | H42097107 | Stock | 2,200,000 | $67,865,064 | dollars as filed | put |
| CONSTELLATION ENERGY CORP COM | 21037T109 | Stock | 254,604 | $66,170,211 | dollars as filed | |
| VANECK ETF TRUST | 92189F676 | COM | 260,499 | $63,863,934 | dollars as filed | |
| International Business Machines Corporation | 459200101 | COM | 271,694 | $60,017,902 | dollars as filed | |
| Eli Lilly and Company | 532457108 | COM | 67,559 | $59,820,967 | dollars as filed | |
| PALO ALTO NETWORKS INC | 697435105 | COM | 170,238 | $58,136,277 | dollars as filed | |
| ZSCALERINC | 98980G102 | STOK | 328,818 | $56,176,911 | dollars as filed | |
| ATLASSIANCORPCLASSA | 049468101 | STOK | 337,221 | $53,543,950 | dollars as filed | |
| TERADYNE INC COM | 880770102 | Stock | 297,901 | $39,884,475 | dollars as filed | |
| Apple Inc | 037833100 | COM | 167,433 | $38,980,076 | dollars as filed | |
| NEWMONT CORP | 651639106 | COM | 685,270 | $36,610,549 | dollars as filed | |
| COHERENT CORP COM | 19247G107 | Stock | 407,688 | $36,219,001 | dollars as filed | |
| Salesforce.com, Inc | 79466L302 | COM | 130,502 | $35,701,432 | dollars as filed | |
| MARVELL TECHNOLOGY INC | 573874104 | COM | 444,929 | $32,103,852 | dollars as filed | |
| PUBLIC SVC ENTERPRISE GROUP COM | 744573106 | Stock | 351,823 | $31,391,773 | dollars as filed | |
| CREDO TECHNOLOGY GROUP HOLDING ORDINARY SHARES | G25457105 | Stock | 1,002,846 | $30,865,544 | dollars as filed | |
| ALLY FINL INC COM | 02005N100 | Stock | 866,182 | $30,805,762 | dollars as filed | |
| GRUPO FINANCIERO GALICIA | 399909100 | SPONSORED ADR | 702,267 | $29,561,929 | dollars as filed | |
| Tesla Motors, Inc | 88160R101 | COM | 100,000 | $26,140,000 | dollars as filed | call |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 438,104 | $24,785,733 | dollars as filed | |
| MASTEC INC COM | 576323109 | Stock | 193,007 | $23,724,420 | dollars as filed | |
| SPDR SER TR | 78468R556 | S&P OILGAS EXP | 180,000 | $23,667,300 | dollars as filed | put |
| QUANTA SVCS INC | 74762E102 | COM | 75,025 | $22,353,323 | dollars as filed | |
| DECKERS OUTDOOR CORP | 243537107 | COM | 132,900 | $21,171,932 | dollars as filed | |
| ABERCROMBIE & FITCH CO CL A | 002896207 | Stock | 142,371 | $19,917,545 | dollars as filed | |
| KINROSS GOLD CORP | 496902404 | COM | 1,666,109 | $15,603,110 | dollars as filed | |
| ARAMARK COM | 03852U106 | Stock | 395,826 | $15,325,143 | dollars as filed | |
| BANCO MACRO S A | 05961W105 | SPON ADR B | 231,731 | $14,726,663 | dollars as filed | |
| LATTICE SEMICONDUCTOR CORP COM | 518415104 | Stock | 207,642 | $11,032,019 | dollars as filed | |
| SHARKNINJA INC COM SHS | G8068L108 | Stock | 98,402 | $10,694,329 | dollars as filed | |
| FOOT LOCKER INC | 344849104 | COM | 351,803 | $9,091,300 | dollars as filed | |
| DATADOGINCCLASSA | 23804L103 | STOK | 76,212 | $8,760,569 | dollars as filed | |
| GOLD FIELDS LTD SPONSORED ADR | 38059T106 | ADR | 540,384 | $8,280,237 | dollars as filed | |
| ECHOSTAR CORP | 278768106 | CL A | 264,793 | $6,572,162 | dollars as filed | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 55,000 | $5,836,875 | dollars as filed | call |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 176,118 | $5,215,734 | dollars as filed | |
| MONGODB INC CL A | 60937P106 | Stock | 19,085 | $5,154,858 | dollars as filed | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 100,000 | $5,074,947 | dollars as filed | |
| CROWDSTRIKE HLDGS INC | 22788C105 | COM | 17,603 | $4,935,089 | dollars as filed | |
| Indivior PLC | G4766E116 | Common Stock | 500,032 | $4,877,566 | dollars as filed | |
| BAUSCH PLUS LOMB CORP | 071705107 | COMMON SHARES | 241,221 | $4,651,638 | dollars as filed | |
| ANGLOGOLD ASHANTI PLC | G0378L100 | COM SHS | 140,700 | $3,747,168 | dollars as filed | |
| SUMITOMO MITSUI FIN GRP INC | 86562M209 | SPONSORED ADR | 293,693 | $3,710,696 | dollars as filed | |
| SPDR SER TR | 78468R556 | S&P OILGAS EXP | 20,644 | $2,714,376 | dollars as filed | |
| MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADS | 606822104 | ADR | 159,784 | $1,627,354 | dollars as filed | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 35,996 | $1,143,772 | dollars as filed | |
| BANCO BBVA ARGENTINA S A | 058934100 | SPONSORED ADS | 58,990 | $611,105 | dollars as filed | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 10,590 | $568,365 | dollars as filed | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 4,509 | $224,931 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001666335-24-000017 | this filing | 2024-11-14 | acceptance time not in the bulk data set |