Rokos Capital Management LLP Q3 2024 Filing

Filed November 14, 2024

Portfolio Value

$6.2T

Holdings

65

Report Date

Q3 2024

Filing Type

13F-HR

All Holdings (65 positions)

#StockSharesValue% PortfolioType
1
IWMISHARES TR
9,512,000$2.1T34.08%Put
2
MSFTMICROSOFT CORP
793,365$340.7B5.53%
3
XLESELECT SECTOR SPDR TR
3,400,000$298.4B4.84%Put
4
SMHVANECK ETF TRUST
1,210,499$296.8B4.81%Put
5
XLFSELECT SECTOR SPDR TR
5,697,300$258.0B4.19%Put
6
AMZNAMAZON COM INC
1,166,141$217.0B3.52%
7
AVGOBROADCOM INC
1,185,511$204.4B3.32%
8
UBSUBS GROUP AG
5,500,000$169.7B2.75%Put
9
LVLNSPDR SER TR
2,768,104$156.6B2.54%Call
10
AMDADVANCED MICRO DEVICES INC
953,747$156.4B2.54%
11
NVDANVIDIA CORPORATION
1,202,783$145.7B2.36%
12
GOOGLALPHABET INC
719,330$119.2B1.93%
13
ADBEADOBE INC
191,447$99.0B1.61%
14
DISH 3.375 08/15/26DISH NETWORK CORPORATION
120,378$98.6B1.60%
15
BACBANK AMERICA CORP
2,080,355$82.6B1.34%
16
WDAYWORKDAY INC
329,839$80.6B1.31%
17
METAMETA PLATFORMS INC
129,095$73.8B1.20%
18
VSTVISTRA CORP
601,604$71.3B1.16%
19
FXIISHARES TR
2,235,996$71.0B1.15%Call
20
CIENCIENA CORP
1,149,777$70.8B1.15%
21
MPWRMONOLITHIC PWR SYS INC
76,518$70.8B1.15%
22
CEGCONSTELLATION ENERGY CORP
254,604$66.2B1.07%
23
IBMINTERNATIONAL BUSINESS MACHS
271,694$60.0B0.97%
24
LLYELI LILLY & CO
67,559$59.8B0.97%
25
PANWPALO ALTO NETWORKS INC
170,238$58.1B0.94%
26
ZSZSCALER INC
328,818$56.2B0.91%
27
TEAMATLASSIAN CORPORATION
337,221$53.5B0.87%
28
TERTERADYNE INC
297,901$39.9B0.65%
29
AAPLAPPLE INC
167,433$39.0B0.63%
30
NEMNEWMONT CORP
685,270$36.6B0.59%
31
COHRCOHERENT CORP
407,688$36.2B0.59%
32
CRMSALESFORCE INC
130,502$35.7B0.58%
33
MRVLMARVELL TECHNOLOGY INC
444,929$32.1B0.52%
34
PEGPUBLIC SVC ENTERPRISE GRP IN
351,823$31.4B0.51%
35
CRDOCREDO TECHNOLOGY GROUP HOLDI
1,002,846$30.9B0.50%
36
ALLYALLY FINL INC
866,182$30.8B0.50%
37
GGALGRUPO FINANCIERO GALICIA S.A
702,267$29.6B0.48%
38
XOPSPDR SER TR
200,644$26.4B0.43%Put
39
TSLATESLA INC
100,000$26.1B0.42%Call
40
MTZMASTEC INC
193,007$23.7B0.38%
41
PWRQUANTA SVCS INC
75,025$22.4B0.36%
42
DECKDECKERS OUTDOOR CORP
132,900$21.2B0.34%
43
ANFABERCROMBIE & FITCH CO
142,371$19.9B0.32%
44
KGCKINROSS GOLD CORP
1,666,109$15.6B0.25%
45
ARMKARAMARK
395,826$15.3B0.25%
46
BMABANCO MACRO SA
231,731$14.7B0.24%
47
LSCCLATTICE SEMICONDUCTOR CORP
207,642$11.0B0.18%
48
SNSHARKNINJA INC
98,402$10.7B0.17%
49
WOOFOOT LOCKER INC
351,803$9.1B0.15%
50
DDOGDATADOG INC
76,212$8.8B0.14%
51
EDGGOLD FIELDS LTD
540,384$8.3B0.13%
52
SATSECHOSTAR CORP
264,793$6.6B0.11%
53
BABAALIBABA GROUP HLDG LTD
55,000$5.8B0.09%Call
54
LUVSOUTHWEST AIRLS CO
176,118$5.2B0.08%
55
MDBMONGODB INC
19,085$5.2B0.08%
56
DALDELTA AIR LINES INC DEL
100,000$5.1B0.08%
57
CRWDCROWDSTRIKE HLDGS INC
17,603$4.9B0.08%
58
INDIVIOR PLC
500,032$4.9B0.08%
59
BLCOBAUSCH PLUS LOMB CORP
241,221$4.7B0.08%
60
AUANGLOGOLD ASHANTI PLC
140,700$3.7B0.06%
61
SMFGSUMITOMO MITSUI FINL GROUP I
293,693$3.7B0.06%
62
MUFGMITSUBISHI UFJ FINL GROUP IN
159,784$1.6B0.03%
63
BFPBANCO BBVA ARGENTINA S A
58,990$611.0M0.01%
64
EWWISHARES INC
10,590$568.0M0.01%
65
FCXFREEPORT-MCMORAN INC
4,509$224.0M0.00%