Q3 2024 · 13F-HR
Rokos Capital Management LLPholdings as filed
Filed 2024-11-14 · accession 0001666335-24-000017
$6.16B
Reported value
74
Positions
2024-09-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 464287655 | IWM | ISHARES TR | $1.10B | 17.9% | 5,000,000 | PUT | SHARED |
| 464287655 | IWM | ISHARES TR | $996.5M | 16.2% | 4,512,000 | CALL | SHARED |
| 594918104 | MSFT | MICROSOFT CORP | $340.7M | 5.53% | 793,365 | Common | SHARED |
| 023135106 | AMZN | AMAZON COM INC | $217.0M | 3.52% | 1,166,141 | Common | SHARED |
| 11135F101 | AVGO | BROADCOM INC | $204.4M | 3.32% | 1,185,511 | Common | SHARED |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $161.5M | 2.62% | 1,840,000 | PUT | SHARED |
| 007903107 | AMD | ADVANCED MICRO DEVICES INC | $156.4M | 2.54% | 953,747 | Common | SHARED |
| 81369Y605 | XLF | SELECT SECTOR SPDR TR | $156.1M | 2.53% | 3,447,300 | PUT | SHARED |
| 67066G104 | NVDA | NVIDIA CORPORATION | $145.7M | 2.36% | 1,202,783 | Common | SHARED |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $136.9M | 2.22% | 1,560,000 | CALL | SHARED |
| 92189F676 | SMH | VANECK ETF TRUST | $134.8M | 2.19% | 550,000 | CALL | SHARED |
| 78464A698 | KRE | SPDR SER TR | $131.8M | 2.14% | 2,330,000 | CALL | SHARED |
| 02079K305 | GOOGL | ALPHABET INC | $119.2M | 1.93% | 719,330 | Common | SHARED |
| 81369Y605 | XLF | SELECT SECTOR SPDR TR | $101.9M | 1.65% | 2,250,000 | CALL | SHARED |
| H42097107 | UBS | UBS GROUP AG | $101.8M | 1.65% | 3,300,000 | CALL | SHARED |
| 00724F101 | ADBE | ADOBE INC | $99.0M | 1.61% | 191,447 | Common | SHARED |
| 25470MAB5 | DISH 3.375 08/15/26 | DISH NETWORK CORPORATION | $98.6M | 1.60% | 120,378 | Common | SHARED |
| 92189F676 | SMH | VANECK ETF TRUST | $98.1M | 1.59% | 400,000 | PUT | SHARED |
| 060505104 | BAC | BANK AMERICA CORP | $82.6M | 1.34% | 2,080,355 | Common | SHARED |
| 98138H101 | WDAY | WORKDAY INC | $80.6M | 1.31% | 329,839 | Common | SHARED |
| 30303M102 | META | META PLATFORMS INC | $73.8M | 1.20% | 129,095 | Common | SHARED |
| 92840M102 | VST | VISTRA CORP | $71.3M | 1.16% | 601,604 | Common | SHARED |
| 171779309 | CIEN | CIENA CORP | $70.8M | 1.15% | 1,149,777 | Common | SHARED |
| 609839105 | MPWR | MONOLITHIC PWR SYS INC | $70.8M | 1.15% | 76,518 | Common | SHARED |
| 464287184 | FXI | ISHARES TR | $69.9M | 1.13% | 2,200,000 | CALL | SHARED |
| H42097107 | UBS | UBS GROUP AG | $67.9M | 1.10% | 2,200,000 | PUT | SHARED |
| 21037T109 | CEG | CONSTELLATION ENERGY CORP | $66.2M | 1.07% | 254,604 | Common | SHARED |
| 92189F676 | SMH | VANECK ETF TRUST | $63.9M | 1.04% | 260,499 | Common | SHARED |
| 459200101 | IBM | INTERNATIONAL BUSINESS MACHS | $60.0M | 0.97% | 271,694 | Common | SHARED |
| 532457108 | LLY | ELI LILLY & CO | $59.8M | 0.97% | 67,559 | Common | SHARED |
| 697435105 | PANW | PALO ALTO NETWORKS INC | $58.1M | 0.94% | 170,238 | Common | SHARED |
| 98980G102 | ZS | ZSCALER INC | $56.2M | 0.91% | 328,818 | Common | SHARED |
| 049468101 | TEAM | ATLASSIAN CORPORATION | $53.5M | 0.87% | 337,221 | Common | SHARED |
| 880770102 | TER | TERADYNE INC | $39.9M | 0.65% | 297,901 | Common | SHARED |
| 037833100 | AAPL | APPLE INC | $39.0M | 0.63% | 167,433 | Common | SHARED |
| 651639106 | NEM | NEWMONT CORP | $36.6M | 0.59% | 685,270 | Common | SHARED |
| 19247G107 | COHR | COHERENT CORP | $36.2M | 0.59% | 407,688 | Common | SHARED |
| 79466L302 | CRM | SALESFORCE INC | $35.7M | 0.58% | 130,502 | Common | SHARED |
| 573874104 | MRVL | MARVELL TECHNOLOGY INC | $32.1M | 0.52% | 444,929 | Common | SHARED |
| 744573106 | PEG | PUBLIC SVC ENTERPRISE GRP IN | $31.4M | 0.51% | 351,823 | Common | SHARED |
| G25457105 | CRDO | CREDO TECHNOLOGY GROUP HOLDI | $30.9M | 0.50% | 1,002,846 | Common | SHARED |
| 02005N100 | ALLY | ALLY FINL INC | $30.8M | 0.50% | 866,182 | Common | SHARED |
| 399909100 | GGAL | GRUPO FINANCIERO GALICIA S.A | $29.6M | 0.48% | 702,267 | Common | SHARED |
| 88160R101 | TSLA | TESLA INC | $26.1M | 0.42% | 100,000 | CALL | SHARED |
| 78464A698 | KRE | SPDR SER TR | $24.8M | 0.40% | 438,104 | Common | SHARED |
| 576323109 | MTZ | MASTEC INC | $23.7M | 0.38% | 193,007 | Common | SHARED |
| 78468R556 | XOP | SPDR SER TR | $23.7M | 0.38% | 180,000 | PUT | SHARED |
| 74762E102 | QURE | QUANTA SVCS INC | $22.4M | 0.36% | 75,025 | Common | SHARED |
| 243537107 | DECK | DECKERS OUTDOOR CORP | $21.2M | 0.34% | 132,900 | Common | SHARED |
| 002896207 | ANF | ABERCROMBIE & FITCH CO | $19.9M | 0.32% | 142,371 | Common | SHARED |
| 496902404 | KGC | KINROSS GOLD CORP | $15.6M | 0.25% | 1,666,109 | Common | SHARED |
| 03852U106 | ARMK | ARAMARK | $15.3M | 0.25% | 395,826 | Common | SHARED |
| 05961W105 | BMA | BANCO MACRO SA | $14.7M | 0.24% | 231,731 | Common | SHARED |
| 518415104 | LSCC | LATTICE SEMICONDUCTOR CORP | $11.0M | 0.18% | 207,642 | Common | SHARED |
| G8068L108 | SN | SHARKNINJA INC | $10.7M | 0.17% | 98,402 | Common | SHARED |
| 344849104 | WOO | FOOT LOCKER INC | $9.1M | 0.15% | 351,803 | Common | SHARED |
| 23804L103 | DDOG | DATADOG INC | $8.8M | 0.14% | 76,212 | Common | SHARED |
| 38059T106 | GFI | GOLD FIELDS LTD | $8.3M | 0.13% | 540,384 | Common | SHARED |
| 278768106 | SATS | ECHOSTAR CORP | $6.6M | 0.11% | 264,793 | Common | SHARED |
| 01609W102 | BABA | ALIBABA GROUP HLDG LTD | $5.8M | 0.09% | 55,000 | CALL | SHARED |
| 844741108 | LUV | SOUTHWEST AIRLS CO | $5.2M | 0.08% | 176,118 | Common | SHARED |
| 60937P106 | MDB | MONGODB INC | $5.2M | 0.08% | 19,085 | Common | SHARED |
| 247361702 | DAL | DELTA AIR LINES INC DEL | $5.1M | 0.08% | 100,000 | Common | SHARED |
| 22788C105 | CRWD | CROWDSTRIKE HLDGS INC | $4.9M | 0.08% | 17,603 | Common | SHARED |
| G4766E116 | INDV | INDIVIOR PLC | $4.9M | 0.08% | 500,032 | Common | SHARED |
| 071705107 | BLCO | BAUSCH PLUS LOMB CORP | $4.7M | 0.08% | 241,221 | Common | SHARED |
| G0378L100 | AU | ANGLOGOLD ASHANTI PLC | $3.7M | 0.06% | 140,700 | Common | SHARED |
| 86562M209 | SMFG | SUMITOMO MITSUI FINL GROUP I | $3.7M | 0.06% | 293,693 | Common | SHARED |
| 78468R556 | XOP | SPDR SER TR | $2.7M | 0.04% | 20,644 | Common | SHARED |
| 606822104 | MUFG | MITSUBISHI UFJ FINL GROUP IN | $1.6M | 0.03% | 159,784 | Common | SHARED |
| 464287184 | FXI | ISHARES TR | $1.1M | 0.02% | 35,996 | Common | SHARED |
| 058934100 | BBAR | BANCO BBVA ARGENTINA S A | $611,105 | 0.01% | 58,990 | Common | SHARED |
| 464286822 | EWW | ISHARES INC | $568,365 | 0.01% | 10,590 | Common | SHARED |
| 35671D857 | FCX | FREEPORT-MCMORAN INC | $224,931 | 0.00% | 4,509 | Common | SHARED |
Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.