Rokos Capital Management LLP Q3 2022 Filing

Filed November 14, 2022

Portfolio Value

$3.4T

Holdings

66

Report Date

Q3 2022

Filing Type

13F-HR

All Holdings (66 positions)

#StockSharesValue% PortfolioType
1
XLFSELECT SECTOR SPDR TR
31,888,478$983.4B29.30%Put
2
NDQINVESCO QQQ TR
1,607,500$440.3B13.12%Put
3
MSFTMICROSOFT CORP
842,503$201.3B6.00%Put
4
EQTEQT CORP
3,779,806$151.5B4.51%Put
5
XLESELECT SECTOR SPDR TR
1,837,194$133.4B3.98%
6
SWN1EURSOUTHWESTERN ENERGY CO
19,551,588$121.3B3.61%
7
PINSPINTEREST INC
4,000,000$93.2B2.78%Call
8
CRMSALESFORCE COM INC
539,820$79.4B2.37%Call
9
BACBK OF AMERICA CORP
2,561,972$79.4B2.36%
10
FXIISHARES TR
3,000,000$77.6B2.31%Call
11
TSMTAIWAN SEMICONDUCTOR MFG LTD
1,000,000$68.6B2.04%Put
12
LLYLILLY ELI & CO
185,000$59.8B1.78%Put
13
ABBVABBVIE INC
350,000$47.0B1.40%Put
14
MRKMERCK & CO INC
500,000$43.1B1.28%Put
15
PBRPETROLEO BRASILEIRO SA PETRO
3,488,892$42.5B1.27%Put
16
NVDANVIDIA CORPORATION
317,843$40.0B1.19%
17
AAPLAPPLE INC
254,242$36.2B1.08%
18
HYGISHARES TR
500,000$36.0B1.07%
19
EWZISHARES INC
1,200,000$35.6B1.06%Call
20
WYNNWYNN RESORTS LTD
500,000$31.5B0.94%Put
21
MDBMONGODB INC
139,088$29.1B0.87%
22
FTNTFORTINET INC
549,294$27.6B0.82%
23
EQRX INC
5,196,394$27.0B0.80%
24
SPLKCHFSPLUNK INC
333,785$26.3B0.78%
25
INTCINTEL CORP
1,000,000$25.8B0.77%Call
26
DDOGDATADOG INC
255,736$23.2B0.69%
27
DENEURDENBURY INC
271,132$23.1B0.69%
28
METAMETA PLATFORMS INC
170,000$23.1B0.69%Call
29
CRBUCARIBOU BIOSCIENCES INC
1,907,509$20.8B0.62%
30
ADIANALOG DEVICES INC
143,500$20.4B0.61%
31
CRBGCOREBRIDGE FINL INC
1,050,000$20.1B0.60%
32
RPRXROYALTY PHARMA PLC
492,228$19.9B0.59%
33
GOOGALPHABET INC
192,140$19.0B0.57%
34
PANWPALO ALTO NETWORKS INC
112,743$18.9B0.56%
35
ZTSZOETIS INC
124,052$18.8B0.56%
36
NTLAINTELLIA THERAPEUTICS INC
290,528$16.7B0.50%
37
EXPEEXPEDIA GROUP INC
159,587$15.4B0.46%
38
GBYSANGAMO THERAPEUTICS INC
3,026,210$15.4B0.46%
39
ARWRARROWHEAD PHARMACEUTICALS IN
400,922$14.0B0.42%
40
AMZNAMAZON COM INC
100,000$11.3B0.34%Call
41
AMDADVANCED MICRO DEVICES INC
168,955$11.1B0.33%
42
SNOWSNOWFLAKE INC
62,189$11.0B0.33%
43
MUMICRON TECHNOLOGY INC
208,940$10.8B0.32%
44
VVISA INC
55,242$10.0B0.30%
45
PYPLPAYPAL HLDGS INC
108,300$9.7B0.29%
46
NOWSERVICENOW INC
22,995$9.1B0.27%
47
ARANTERO RESOURCES CORP
263,533$8.0B0.24%
48
MRVLMARVELL TECHNOLOGY INC
166,489$7.3B0.22%
49
BHCBAUSCH HEALTH COS INC
1,028,019$7.3B0.22%
50
ELANELANCO ANIMAL HEALTH
545,439$7.1B0.21%
51
KLACKLA CORP
20,471$6.3B0.19%
52
CRWDCROWDSTRIKE HLDGS INC
36,297$6.2B0.18%
53
CRSPCRISPR THERAPEUTICS AG
87,500$5.9B0.17%
54
TECHBIO-TECHNE CORP
18,900$5.5B0.16%
55
BUNGE LIMITED
54,721$4.5B0.13%
56
ZIMZIM INTEGRATED SHIPPING SERV
175,000$4.2B0.12%
57
TDOCTELADOC HEALTH INC
140,000$3.8B0.11%
58
ZSZSCALER INC
17,658$3.0B0.09%
59
HAYWHAYWARD HLDGS INC
250,000$2.2B0.07%
60
REALTHE REALREAL INC
1,108,723$1.7B0.05%
61
BABYLON HLDGS LTD
2,715,000$1.5B0.04%
62
GMABGENMAB A/S
27,447$889.0M0.03%
63
OKTAOKTA INC
13,500$803.0M0.02%
64
AMPSUSDALTUS POWER INC
50,000$572.0M0.02%
65
WDCWESTERN DIGITAL CORP.
11,136$375.0M0.01%
66
ACDCPROFRAC HLDG CORP
22,500$341.0M0.01%