Rokos Capital Management LLP Q4 2022 Filing

Filed February 14, 2023

Portfolio Value

$2.3T

Holdings

53

Report Date

Q4 2022

Filing Type

13F-HR

All Holdings (53 positions)

#StockSharesValue% PortfolioType
1
NDQINVESCO QQQ TR
2,325,107$617.5B27.05%Put
2
EEMISHARES TR
8,590,000$325.6B14.26%Call
3
MSFTMICROSOFT CORP
816,533$194.7B8.53%Put
4
FXIISHARES TR
4,400,000$124.5B5.45%Call
5
XLESELECT SECTOR SPDR TR
1,331,971$115.9B5.08%
6
PINSPINTEREST INC
4,000,000$97.1B4.25%Call
7
EQTEQT CORP
2,136,995$72.1B3.16%Put
8
SWN1EURSOUTHWESTERN ENERGY CO
9,105,860$52.8B2.31%
9
AAPLAPPLE INC
380,000$49.4B2.16%Put
10
ELANELANCO ANIMAL HEALTH INC
4,019,540$48.8B2.14%
11
FEZSPDR INDEX SHS FDS
1,117,743$43.3B1.90%Put
12
XLFSELECT SECTOR SPDR TR
1,192,942$40.8B1.79%
13
INTCINTEL CORP
1,500,000$39.6B1.74%Put
14
DBDEUTSCHE BANK A G
3,200,000$36.3B1.59%Put
15
EWZISHARES INC
1,200,000$33.6B1.47%Call
16
EQRX INC
13,064,438$32.3B1.42%
17
NTLAINTELLIA THERAPEUTICS INC
826,063$28.4B1.24%
18
NOWSERVICENOW INC
71,131$27.6B1.21%Put
19
CRMSALESFORCE INC
184,083$24.4B1.07%Call
20
SPLKCHFSPLUNK INC
274,537$23.6B1.03%
21
METAMETA PLATFORMS INC
170,000$20.5B0.90%Call
22
RPRXROYALTY PHARMA PLC
492,228$19.3B0.85%
23
ZTSZOETIS INC
124,052$18.1B0.79%
24
CRBUCARIBOU BIOSCIENCES INC
2,748,139$17.3B0.76%
25
GOOGALPHABET INC
192,140$16.9B0.74%
26
NFENEW FORTRESS ENERGY INC
400,000$16.8B0.74%
27
ABGAMERISOURCEBERGEN CORP
100,000$16.5B0.72%
28
ARWRARROWHEAD PHARMACEUTICALS IN
400,922$16.0B0.70%
29
PCARPACCAR INC
96,400$9.4B0.41%
30
GBYSANGAMO THERAPEUTICS INC
3,026,210$9.2B0.40%
31
AMZNAMAZON COM INC
100,000$8.3B0.36%
32
ARANTERO RESOURCES CORP
263,533$8.1B0.35%
33
PYPLPAYPAL HLDGS INC
108,300$7.6B0.33%
34
BHCBAUSCH HEALTH COS INC
1,028,019$6.5B0.28%
35
BUNGE LIMITED
54,721$5.4B0.24%
36
ALITALIGHT INC
625,000$5.2B0.23%
37
SNOWSNOWFLAKE INC
34,649$5.0B0.22%
38
NVV1NOVAVAX INC
500,000$4.9B0.22%
39
FTNTFORTINET INC
96,755$4.7B0.21%
40
MRVLMARVELL TECHNOLOGY INC
125,768$4.6B0.20%
41
TDOCTELADOC HEALTH INC
179,840$4.2B0.19%
42
CRBGCOREBRIDGE FINL INC
182,582$3.6B0.16%
43
ADIANALOG DEVICES INC
21,848$3.6B0.16%
44
CRSPCRISPR THERAPEUTICS AG
87,500$3.5B0.15%
45
TEAMATLASSIAN CORPORATION
24,556$3.2B0.14%
46
LESLIES INC
250,000$3.0B0.13%
47
GTLSCHART INDS INC
25,000$2.8B0.12%
48
CRWDCROWDSTRIKE HLDGS INC
26,513$2.8B0.12%
49
PROMETHEUS BIOSCIENCES INC
20,000$2.2B0.10%
50
MBLYMOBILEYE GLOBAL INC
50,000$1.8B0.08%
51
PCGPG&E CORP
100,000$1.6B0.07%
52
REALTHE REALREAL INC
1,108,723$1.4B0.06%
53
BBLN BABYLON HLDGS LTD
108,600$706.0M0.03%