Rokos Capital Management LLP Q3 2023 Filing
Filed November 14, 2023
Portfolio Value
$13.8B
Holdings
89
Report Date
Q3 2023
Filing Type
13F-HR
All Holdings (89 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 17,727,287 | $6.4B | 46.51% | Put |
| 2 | IWMISHARES TR | 10,078,005 | $1.8B | 13.03% | Put |
| 3 | FXIISHARES TR | 29,661,067 | $785.9M | 5.71% | Call |
| 4 | XLFSELECT SECTOR SPDR TR | 14,962,286 | $501.2M | 3.64% | Put |
| 5 | GQ9SPDR GOLD TR | 2,540,333 | $438.5M | 3.18% | Call |
| 6 | HYGISHARES TR | 5,911,500 | $437.8M | 3.18% | Put |
| 7 | MSFTMICROSOFT CORP | 807,136 | $256.3M | 1.86% | |
| 8 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 2,859,471 | $248.7M | 1.81% | Put |
| 9 | GOOGALPHABET INC | 1,430,753 | $191.3M | 1.39% | |
| 10 | UBSUBS GROUP AG | 7,400,000 | $183.3M | 1.33% | Put |
| 11 | AMZNAMAZON COM INC | 1,331,328 | $170.8M | 1.24% | |
| 12 | AAPLAPPLE INC | 852,200 | $146.9M | 1.07% | Put |
| 13 | XLESELECT SECTOR SPDR TR | 1,366,071 | $123.6M | 0.90% | |
| 14 | EFAISHARES TR | 1,500,000 | $104.0M | 0.76% | Call |
| 15 | QCOMQUALCOMM INC | 859,150 | $95.9M | 0.70% | |
| 16 | AMDADVANCED MICRO DEVICES INC | 901,690 | $93.6M | 0.68% | |
| 17 | MPWRMONOLITHIC PWR SYS INC | 201,342 | $93.2M | 0.68% | |
| 18 | MUMICRON TECHNOLOGY INC | 1,339,083 | $91.4M | 0.66% | |
| 19 | KBHKB HOME | 1,900,000 | $89.0M | 0.65% | Put |
| 20 | MRVLMARVELL TECHNOLOGY INC | 1,457,044 | $80.0M | 0.58% | |
| 21 | SPLKCHFSPLUNK INC | 528,106 | $77.4M | 0.56% | |
| 22 | EWZISHARES INC | 2,400,435 | $74.0M | 0.54% | Call |
| 23 | BABAALIBABA GROUP HLDG LTD | 750,000 | $65.1M | 0.47% | Call |
| 24 | ELANELANCO ANIMAL HEALTH INC | 5,331,405 | $60.5M | 0.44% | |
| 25 | ONONON HLDG AG | 2,075,457 | $58.3M | 0.42% | |
| 26 | BURLBURLINGTON STORES INC | 424,069 | $57.8M | 0.42% | |
| 27 | CBCHUBB LIMITED | 245,074 | $51.4M | 0.37% | |
| 28 | EEMISHARES TR | 1,200,000 | $45.7M | 0.33% | Put |
| 29 | ARWRARROWHEAD PHARMACEUTICALS IN | 1,675,921 | $45.0M | 0.33% | |
| 30 | TERTERADYNE INC | 445,772 | $45.0M | 0.33% | |
| 31 | NTLAINTELLIA THERAPEUTICS INC | 1,389,296 | $44.3M | 0.32% | |
| 32 | DLTRDOLLAR TREE INC | 406,982 | $43.6M | 0.32% | Put |
| 33 | FEZSPDR INDEX SHS FDS | 1,000,000 | $42.3M | 0.31% | Call |
| 34 | STZCONSTELLATION BRANDS INC | 166,120 | $42.0M | 0.30% | |
| 35 | CRMSALESFORCE INC | 181,258 | $37.3M | 0.27% | |
| 36 | AMBAAMBARELLA INC | 649,574 | $34.6M | 0.25% | |
| 37 | PYPLPAYPAL HLDGS INC | 568,603 | $33.4M | 0.24% | |
| 38 | CIENCIENA CORP | 696,980 | $33.4M | 0.24% | |
| 39 | DDOGDATADOG INC | 344,305 | $31.8M | 0.23% | |
| 40 | SNOWSNOWFLAKE INC | 194,751 | $30.1M | 0.22% | |
| 41 | RPRXROYALTY PHARMA PLC | 1,106,813 | $29.6M | 0.22% | |
| 42 | RSPINVESCO EXCHANGE TRADED FD T | 197,671 | $28.2M | 0.20% | |
| 43 | EWWISHARES INC | 464,823 | $27.3M | 0.20% | Put |
| 44 | KWEBKRANESHARES TR | 990,000 | $27.1M | 0.20% | Call |
| 45 | WDAYWORKDAY INC | 122,191 | $26.5M | 0.19% | |
| 46 | NOWSERVICENOW INC | 46,043 | $26.0M | 0.19% | |
| 47 | JAZZJAZZ PHARMACEUTICALS PLC | 183,109 | $23.9M | 0.17% | |
| 48 | LULULULULEMON ATHLETICA INC | 54,139 | $20.8M | 0.15% | |
| 49 | DISH 0 12/15/25DISH NETWORK CORPORATION | 30,000,000 | $20.3M | 0.15% | |
| 50 | BMYBRISTOL-MYERS SQUIBB CO | 333,934 | $19.5M | 0.14% | |
| 51 | MAMASTERCARD INCORPORATED | 48,221 | $19.3M | 0.14% | |
| 52 | DISH 3.375 08/15/26DISH NETWORK CORPORATION | 30,000,000 | $18.1M | 0.13% | |
| 53 | SNYSANOFI | 271,753 | $14.6M | 0.11% | |
| 54 | TEVATEVA PHARMACEUTICAL INDS LTD | 1,355,013 | $13.9M | 0.10% | |
| 55 | CRBUCARIBOU BIOSCIENCES INC | 2,748,139 | $13.3M | 0.10% | |
| 56 | FTNTFORTINET INC | 182,789 | $10.7M | 0.08% | |
| 57 | BHCBAUSCH HEALTH COS INC | 1,256,471 | $10.4M | 0.08% | |
| 58 | FIVEFIVE BELOW INC | 59,066 | $9.6M | 0.07% | |
| 59 | CNMCORE & MAIN INC | 300,000 | $8.8M | 0.06% | |
| 60 | MPMP MATERIALS CORP | 435,467 | $8.4M | 0.06% | |
| 61 | ENBENBRIDGE INC | 250,000 | $8.3M | 0.06% | |
| 62 | AMKRAMKOR TECHNOLOGY INC | 334,341 | $7.6M | 0.06% | |
| 63 | XLBSELECT SECTOR SPDR TR | 92,500 | $7.3M | 0.05% | |
| 64 | DISHDISH NETWORK CORPORATION | 1,183,100 | $7.1M | 0.05% | |
| 65 | MDBMONGODB INC | 19,085 | $6.8M | 0.05% | |
| 66 | OKTAOKTA INC | 74,116 | $6.2M | 0.04% | |
| 67 | ZSZSCALER INC | 37,012 | $5.9M | 0.04% | |
| 68 | ARMARM HOLDINGS PLC | 100,000 | $5.4M | 0.04% | |
| 69 | YPFYPF SOCIEDAD ANONIMA | 425,894 | $5.3M | 0.04% | |
| 70 | GFSGLOBALFOUNDRIES INC | 80,161 | $4.7M | 0.03% | |
| 71 | HCPHASHICORP INC | 188,543 | $4.4M | 0.03% | |
| 72 | CRWDCROWDSTRIKE HLDGS INC | 25,000 | $4.2M | 0.03% | |
| 73 | CRSPCRISPR THERAPEUTICS AG | 87,500 | $4.1M | 0.03% | |
| 74 | GBYSANGAMO THERAPEUTICS INC | 6,474,348 | $3.9M | 0.03% | |
| 75 | ADIANALOG DEVICES INC | 21,848 | $3.9M | 0.03% | |
| 76 | XLCSELECT SECTOR SPDR TR | 42,000 | $2.8M | 0.02% | |
| 77 | CABACABALETTA BIO INC | 173,850 | $2.7M | 0.02% | |
| 78 | KVYOKLAVIYO INC | 75,000 | $2.6M | 0.02% | |
| 79 | S7VSALLY BEAUTY HLDGS INC | 298,147 | $2.5M | 0.02% | |
| 80 | XLUSELECT SECTOR SPDR TR | 39,000 | $2.3M | 0.02% | |
| 81 | COTYCOTY INC | 200,000 | $2.2M | 0.02% | |
| 82 | ODDODDITY TECH LT | 75,000 | $2.1M | 0.02% | |
| 83 | PRPERMIAN RESOURCES CORP | 150,000 | $2.1M | 0.02% | |
| 84 | FFORD MTR CO DEL | 125,000 | $1.6M | 0.01% | |
| 85 | BTEBAYTEX ENERGY CORP | 350,000 | $1.5M | 0.01% | |
| 86 | XLYSELECT SECTOR SPDR TR | 8,100 | $1.3M | 0.01% | |
| 87 | HUMAHUMACYTE INC | 200,000 | $587K | 0.00% | |
| 88 | XLKSELECT SECTOR SPDR TR | 2,100 | $346K | 0.00% | |
| 89 | PGYPAGAYA TECHNOLOGIES LTD | 200,000 | $321K | 0.00% |