13F-HR filed by Rokos Capital Management LLP
Rokos Capital Management LLP filed this 13F-HR for the quarter ended 2024-12-31, filed 2025-02-14, with 113 holding rows worth $10,013,478,741.
- Accession
- 0001666335-25-000005
- Filer
- CIK 1666335
- Filed
- 2025-02-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2024
A holdings report, 138 entries on the cover page, a total value of $10,013,478,741 stated on the cover page (in dollars after the unit check, H1), rows summing to $10,013,478,741 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 | 3,049,900 | $1,559,398,621 | dollars as filed | put |
| INVESCO QQQ TR | 46090E103 | COM | 2,363,153 | $1,208,268,313 | dollars as filed | |
| iShares Russell 2000 ETF | 464287655 | SHS | 3,670,000 | $811,014,950 | dollars as filed | call |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 30,883,771 | $695,039,266 | dollars as filed | call |
| NVIDIA Corp | 67066G104 | COM | 2,168,101 | $291,360,253 | dollars as filed | |
| Microsoft Corp | 594918104 | COM | 689,399 | $290,636,830 | dollars as filed | |
| META PLATFORMS INC CL A | 30303M102 | COM | 468,765 | $274,543,941 | dollars as filed | |
| NVIDIA Corp | 67066G104 | COM | 1,860,396 | $250,009,317 | dollars as filed | call |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 1,000,000 | $242,125,000 | dollars as filed | call |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 395,573 | $226,554,546 | dollars as filed | |
| iShares Russell 2000 ETF | 464287655 | SHS | 1,000,000 | $220,985,000 | dollars as filed | put |
| Amazon.com, Inc | 023135106 | COM | 987,528 | $216,673,519 | dollars as filed | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 340,225 | $194,855,363 | dollars as filed | call |
| Salesforce.com, Inc | 79466L302 | COM | 467,429 | $156,326,955 | dollars as filed | |
| PDD HOLDINGS INC SPONSORED ADS | 722304102 | ADR | 1,335,000 | $129,495,000 | dollars as filed | put |
| INVESCO QQQ TR | 46090E103 | COM | 245,000 | $125,267,275 | dollars as filed | call |
| Broadcom Inc. | 11135F101 | COM | 511,594 | $118,671,902 | dollars as filed | |
| Bank of America Corp | 060505104 | COM | 2,437,795 | $107,202,035 | dollars as filed | |
| MONOLITHIC PWR SYS INC COM | 609839105 | Stock | 180,844 | $107,078,637 | dollars as filed | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 2,197,300 | $106,206,496 | dollars as filed | put |
| Morgan Stanley | 617446448 | COM | 813,197 | $102,287,985 | dollars as filed | |
| iShares Expanded Tech-Software Sector ETF | 464287515 | SHS | 1,000,000 | $100,105,000 | dollars as filed | call |
| DISCOVER FINL SVCS | 254709108 | COM | 561,671 | $97,362,860 | dollars as filed | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 2,000,000 | $96,670,000 | dollars as filed | call |
| Tesla Motors, Inc | 88160R101 | COM | 225,000 | $90,811,125 | dollars as filed | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 1,000,000 | $85,675,000 | dollars as filed | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 905,000 | $77,535,875 | dollars as filed | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 404,897 | $76,659,149 | dollars as filed | |
| CONSTELLATION ENERGY CORP COM | 21037T109 | Stock | 341,154 | $76,338,325 | dollars as filed | |
| ARK ETF TR | 00214Q104 | INNOVATION ETF | 1,340,000 | $76,071,800 | dollars as filed | call |
| Oracle Corporation | 68389X105 | COM | 411,861 | $68,653,110 | dollars as filed | |
| VISTRA CORP COM | 92840M102 | Stock | 484,586 | $66,826,832 | dollars as filed | |
| VANECK ETF TRUST | 92189F676 | COM | 275,000 | $66,627,000 | dollars as filed | call |
| PALO ALTO NETWORKS INC | 697435105 | COM | 340,476 | $61,971,739 | dollars as filed | |
| ECHOSTAR CORP | 278768AB2 | NOTE 3.875%11/3 | 56,058,092 | $59,542,102 | dollars as filed | principal |
| COHERENT CORP COM | 19247G107 | Stock | 621,926 | $58,911,940 | dollars as filed | |
| WORKDAY INC CL A | 98138H101 | Stock | 223,886 | $57,779,379 | dollars as filed | |
| VISTRA CORP COM | 92840M102 | Stock | 413,500 | $57,023,718 | dollars as filed | call |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 900,000 | $54,328,500 | dollars as filed | call |
| ZSCALERINC | 98980G102 | STOK | 285,974 | $51,612,588 | dollars as filed | |
| MARVELL TECHNOLOGY INC | 573874104 | COM | 456,544 | $50,436,698 | dollars as filed | |
| TERADYNE INC COM | 880770102 | Stock | 397,513 | $50,076,700 | dollars as filed | |
| SKYWORKS SOLUTIONS INC COM | 83088M102 | Stock | 553,122 | $49,048,093 | dollars as filed | |
| PUBLIC SVC ENTERPRISE GROUP COM | 744573106 | Stock | 531,437 | $44,925,027 | dollars as filed | |
| Micron Technology,Inc. | 595112103 | COM | 517,303 | $43,538,807 | dollars as filed | |
| DATADOGINCCLASSA | 23804L103 | STOK | 300,000 | $42,850,500 | dollars as filed | |
| iShares Russell 2000 ETF | 464287655 | SHS | 171,280 | $37,850,311 | dollars as filed | |
| ASTERA LABS INC COM | 04626A103 | COM | 256,032 | $33,887,115 | dollars as filed | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 400,000 | $31,442,000 | dollars as filed | put |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 400,000 | $31,442,000 | dollars as filed | call |
| ALLY FINL INC COM | 02005N100 | Stock | 866,182 | $31,195,545 | dollars as filed | |
| Morgan Stanley | 617446448 | COM | 215,000 | $27,043,775 | dollars as filed | call |
| CREDO TECHNOLOGY GROUP HOLDING ORDINARY SHARES | G25457105 | Stock | 398,104 | $26,752,589 | dollars as filed | |
| NEWMONT CORP | 651639106 | COM | 685,270 | $25,502,323 | dollars as filed | |
| KINROSS GOLD CORP | 496902404 | COM | 2,695,567 | $25,001,384 | dollars as filed | |
| TC ENERGY CORP | 87807B107 | COM | 534,304 | $24,853,473 | dollars as filed | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 130,000 | $24,612,900 | dollars as filed | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 130,000 | $24,612,900 | dollars as filed | call |
| SPDR SER TR | 78468R556 | S&P OILGAS EXP | 180,000 | $23,824,800 | dollars as filed | put |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 393,497 | $23,753,446 | dollars as filed | |
| ARISTA NETWORKS INC | 040413205 | COM | 197,588 | $21,844,341 | dollars as filed | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 180,000 | $21,750,300 | dollars as filed | put |
| Advanced Micro Devices,Inc. | 007903107 | COM | 180,000 | $21,750,300 | dollars as filed | call |
| CHECK POINT SOFTWARE TECH LTD ORD | M22465104 | Stock | 113,467 | $21,189,395 | dollars as filed | |
| Salesforce.com, Inc | 79466L302 | COM | 62,500 | $20,902,500 | dollars as filed | call |
| Eli Lilly and Company | 532457108 | COM | 24,816 | $19,160,682 | dollars as filed | |
| TRANSALTA CORP | 89346D107 | COM | 1,240,900 | $17,514,659 | dollars as filed | |
| GRUPO FINANCIERO GALICIA | 399909100 | SPONSORED ADR | 264,998 | $16,518,650 | dollars as filed | |
| Procter & Gamble Co | 742718109 | COM | 97,100 | $16,283,185 | dollars as filed | put |
| Procter & Gamble Co | 742718109 | COM | 97,100 | $16,283,185 | dollars as filed | call |
| SENTINELONE INC | 81730H109 | CL A | 724,228 | $16,081,483 | dollars as filed | |
| FIVE BELOW INC COM | 33829M101 | Stock | 152,618 | $16,021,075 | dollars as filed | |
| RIVIAN AUTOMOTIVE INC | 76954AAB9 | NOTE 4.625% 3/1 | 15,000,000 | $15,367,875 | dollars as filed | principal |
| WIX COM LTD | 92940WAD1 | NOTE 8/1 | 15,000,000 | $14,477,250 | dollars as filed | principal |
| ECHOSTAR CORP | 278768106 | CL A | 623,200 | $14,271,280 | dollars as filed | |
| AIRBNB INC CLASS A | 009066AB7 | CLASS A | 15,000,000 | $14,071,875 | dollars as filed | principal |
| JETBLUE AWYS CORP | 477143101 | COM | 1,488,500 | $11,692,168 | dollars as filed | put |
| GOLD FIELDS LTD SPONSORED ADR | 38059T106 | ADR | 876,053 | $11,568,280 | dollars as filed | |
| Verizon Communications Inc | 92343V104 | COM | 280,000 | $11,207,000 | dollars as filed | put |
| Verizon Communications Inc | 92343V104 | COM | 280,000 | $11,207,000 | dollars as filed | call |
| BANCO MACRO S A | 05961W105 | SPON ADR B | 112,514 | $10,890,793 | dollars as filed | |
| COINBASE GLOBAL INC | 19260QAB3 | NOTE 0.500% 6/0 | 10,000,000 | $10,582,500 | dollars as filed | principal |
| STARWOOD PPTY TR INC | 85571BBA2 | NOTE 6.750% 7/1 | 10,000,000 | $10,424,800 | dollars as filed | principal |
| ONTO INNOVATION INC COM | 683344105 | Stock | 61,703 | $10,292,677 | dollars as filed | |
| TRUIST FINL CORP COM | 89832Q109 | Stock | 235,400 | $10,215,184 | dollars as filed | put |
| TRUIST FINL CORP COM | 89832Q109 | Stock | 235,400 | $10,215,184 | dollars as filed | call |
| RIVIAN AUTOMOTIVE INC COM CL A | 76954A103 | Stock | 750,000 | $9,986,250 | dollars as filed | put |
| Uber Technologies | 90353T100 | COM | 165,000 | $9,955,275 | dollars as filed | call |
| AIR TRANS SVCS GROUP INC | 00922RAD7 | BOND | 10,000,000 | $9,906,500 | dollars as filed | principal |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 128,700 | $9,891,882 | dollars as filed | put |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 128,700 | $9,891,882 | dollars as filed | call |
| GRUPO FINANCIERO GALICIA | 399909100 | SPONSORED ADR | 157,233 | $9,801,119 | dollars as filed | put |
| WESTERN DIGITAL CORP | 958102105 | COM | 141,314 | $8,430,087 | dollars as filed | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 63,038 | $7,617,197 | dollars as filed | |
| Walmart Inc. | 931142103 | COM | 80,335 | $7,262,284 | dollars as filed | |
| Indivior PLC | G4766E116 | Common Stock | 500,032 | $6,207,897 | dollars as filed | |
| MONGODB INC CL A | 60937P106 | Stock | 25,823 | $6,011,724 | dollars as filed | |
| ANGLOGOLD ASHANTI PLC | G0378L100 | COM SHS | 241,200 | $5,568,102 | dollars as filed | |
| SPDR S&P Homebuilders ETF | 78464A888 | SHS | 51,815 | $5,415,186 | dollars as filed | |
| ELASTIC N V ORD SHS | N14506104 | Stock | 50,000 | $4,953,000 | dollars as filed | |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 174,863 | $4,629,498 | dollars as filed | |
| LIBERTY MEDIA CORP DEL | 531229AP7 | NOTE 3.750% 3/1 | 3,767,000 | $3,900,842 | dollars as filed | principal |
| AMPHENOL CORP NEW | 032095101 | COM | 51,400 | $3,571,786 | dollars as filed | put |
| AMPHENOL CORP NEW | 032095101 | COM | 51,400 | $3,571,786 | dollars as filed | call |
| DEXCOM INC | 252131AK3 | NOTE 0.250%11/1 | 2,500,000 | $2,409,375 | dollars as filed | principal |
| FIRST SOLAR INC COM | 336433107 | Stock | 8,135 | $1,434,201 | dollars as filed | |
| ATLASSIANCORPCLASSA | 049468101 | STOK | 4,979 | $1,211,814 | dollars as filed | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 31,023 | $944,650 | dollars as filed | |
| AMPHENOL CORP NEW | 032095101 | COM | 9,554 | $663,907 | dollars as filed | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 10,590 | $495,824 | dollars as filed | |
| SPDR SER TR | 78468R556 | S&P OILGAS EXP | 2,969 | $392,977 | dollars as filed | |
| LATTICE SEMICONDUCTOR CORP COM | 518415104 | Stock | 6,394 | $362,252 | dollars as filed | |
| Verizon Communications Inc | 92343V104 | COM | 1,254 | $50,191 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001666335-25-000005 | this filing | 2025-02-14 | acceptance time not in the bulk data set |