Rokos Capital Management LLP Q4 2023 Filing
Filed February 14, 2024
Portfolio Value
$11.5B
Holdings
59
Report Date
Q4 2023
Filing Type
13F-HR
All Holdings (59 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 9,116,287 | $3.7B | 32.56% | Put |
| 2 | IWMISHARES TR | 18,427,599 | $3.7B | 32.27% | Put |
| 3 | AAPLAPPLE INC | 3,730,240 | $718.4M | 6.27% | Put |
| 4 | GQ9SPDR GOLD TR | 2,540,333 | $485.7M | 4.24% | Call |
| 5 | GDXJVANECK ETF TRUST | 9,000,000 | $341.2M | 2.98% | Call |
| 6 | EWZISHARES INC | 8,660,579 | $302.6M | 2.64% | Put |
| 7 | XLISELECT SECTOR SPDR TR | 2,400,000 | $273.5M | 2.39% | Put |
| 8 | UBSUBS GROUP AG | 7,400,000 | $231.2M | 2.02% | Put |
| 9 | EWWISHARES INC | 2,769,349 | $187.9M | 1.64% | Put |
| 10 | CBCHUBB LIMITED | 614,437 | $138.9M | 1.21% | |
| 11 | NVDANVIDIA CORPORATION | 254,481 | $126.0M | 1.10% | |
| 12 | XLESELECT SECTOR SPDR TR | 1,331,971 | $111.6M | 0.97% | |
| 13 | XLFISELECT SECTOR SPDR TR | 1,200,000 | $86.4M | 0.75% | Call |
| 14 | MRVLMARVELL TECHNOLOGY INC | 1,263,999 | $76.2M | 0.66% | |
| 15 | MPWRMONOLITHIC PWR SYS INC | 110,821 | $69.9M | 0.61% | |
| 16 | AMZNAMAZON COM INC | 432,382 | $65.7M | 0.57% | |
| 17 | MSFTMICROSOFT CORP | 159,696 | $60.0M | 0.52% | |
| 18 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 519,666 | $54.0M | 0.47% | |
| 19 | WFCWELLS FARGO CO NEW | 1,084,716 | $53.4M | 0.47% | |
| 20 | FEZSPDR INDEX SHS FDS | 1,000,000 | $47.8M | 0.42% | Call |
| 21 | NTLAINTELLIA THERAPEUTICS INC | 1,463,630 | $44.6M | 0.39% | |
| 22 | MUMICRON TECHNOLOGY INC | 510,601 | $43.6M | 0.38% | |
| 23 | FTNTFORTINET INC | 664,294 | $38.9M | 0.34% | |
| 24 | ARWRARROWHEAD PHARMACEUTICALS IN | 1,229,148 | $37.6M | 0.33% | |
| 25 | MAMASTERCARD INCORPORATED | 87,053 | $37.1M | 0.32% | |
| 26 | SPGIS&P GLOBAL INC | 77,514 | $34.2M | 0.30% | |
| 27 | CIENCIENA CORP | 696,980 | $31.4M | 0.27% | |
| 28 | STZCONSTELLATION BRANDS INC | 127,988 | $31.0M | 0.27% | |
| 29 | PYPLPAYPAL HLDGS INC | 500,000 | $30.7M | 0.27% | |
| 30 | DISH 3.375 08/15/26DISH NETWORK CORPORATION | 51,210,000 | $27.7M | 0.24% | |
| 31 | LOWLOWES COS INC | 112,775 | $25.1M | 0.22% | |
| 32 | SNOWSNOWFLAKE INC | 107,803 | $21.4M | 0.19% | |
| 33 | WDAYWORKDAY INC | 77,015 | $21.3M | 0.19% | |
| 34 | MDBMONGODB INC | 45,277 | $18.5M | 0.16% | |
| 35 | LENLENNAR CORP | 100,000 | $14.9M | 0.13% | Put |
| 36 | CRMSALESFORCE INC | 52,735 | $13.9M | 0.12% | |
| 37 | BHCBAUSCH HEALTH COS INC | 1,500,000 | $12.0M | 0.11% | |
| 38 | DISH 0 12/15/25DISH NETWORK CORPORATION | 17,665,000 | $11.1M | 0.10% | |
| 39 | GDXVANECK ETF TRUST | 349,956 | $10.9M | 0.09% | |
| 40 | MARMARRIOTT INTL INC NEW | 45,831 | $10.3M | 0.09% | |
| 41 | ORLYOREILLY AUTOMOTIVE INC | 10,374 | $9.9M | 0.09% | |
| 42 | CNMCORE & MAIN INC | 200,000 | $8.1M | 0.07% | |
| 43 | CWANCLEARWATER ANALYTICS HLDGS I | 350,000 | $7.0M | 0.06% | |
| 44 | TEAMATLASSIAN CORPORATION | 29,332 | $7.0M | 0.06% | |
| 45 | YPFYPF SOCIEDAD ANONIMA | 368,258 | $6.3M | 0.06% | |
| 46 | GGALGRUPO FINANCIERO GALICIA S.A | 360,882 | $6.2M | 0.05% | |
| 47 | LSCCLATTICE SEMICONDUCTOR CORP | 71,648 | $4.9M | 0.04% | |
| 48 | CRBUCARIBOU BIOSCIENCES INC | 840,630 | $4.8M | 0.04% | |
| 49 | PRPERMIAN RESOURCES CORP | 350,000 | $4.8M | 0.04% | |
| 50 | HGHAMILTON INSURANCE GROUP LTD | 250,000 | $3.7M | 0.03% | |
| 51 | IASINTEGRAL AD SCIENCE HLDNG CO | 250,000 | $3.6M | 0.03% | |
| 52 | GTESGATES INDL CORP PLC | 250,000 | $3.4M | 0.03% | |
| 53 | PCGPG&E CORP | 175,000 | $3.2M | 0.03% | |
| 54 | SNCYSUN CTRY AIRLS HLDGS INC | 200,000 | $3.1M | 0.03% | |
| 55 | CRGXCARGO THERAPEUTICS INC | 100,000 | $2.3M | 0.02% | |
| 56 | CABACABALETTA BIO INC | 80,335 | $1.8M | 0.02% | |
| 57 | ASLEAERSALE CORPORATION | 125,000 | $1.6M | 0.01% | |
| 58 | SEATVIVID SEATS INC | 250,000 | $1.6M | 0.01% | |
| 59 | BIRKBIRKENSTOCK HOLDING PLC | 20,000 | $974K | 0.01% |