13F HOLDINGS REPORT
Rokos Capital Management LLP
Quarter ended Q3 2024 · Filed November 14, 2024 · Accession 0001666335-24-000017
Total Value
$6.16B
Positions
92
Other Managers
1
Confidential Omitted
No
Holdings (92)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | ISHARES TR | 464287655 | 2,500,000 | $552.1M | 8.96% |
| 2 | ISHARES TR | 464287655 | 2,500,000 | $552.1M | 8.96% |
| 3 | ISHARES TR | 464287655 | 2,000,000 | $441.7M | 7.17% |
| 4 | MICROSOFT CORP | MSFT | 793,365 | $340.7M | 5.53% |
| 5 | ISHARES TR | 464287655 | 1,262,000 | $278.7M | 4.52% |
| 6 | ISHARES TR | 464287655 | 1,250,000 | $276.1M | 4.48% |
| 7 | AMAZON COM INC | AMZN | 1,166,141 | $217.0M | 3.52% |
| 8 | BROADCOM INC | AVGO | 1,185,511 | $204.4M | 3.32% |
| 9 | ADVANCED MICRO DEVICES INC | AMD | 953,747 | $156.4M | 2.54% |
| 10 | NVIDIA CORPORATION | NVDA | 1,202,783 | $145.7M | 2.36% |
| 11 | ALPHABET INC | GOOG | 719,330 | $119.2M | 1.93% |
| 12 | SPDR SER TR | 78464A698 | 2,000,000 | $113.2M | 1.84% |
| 13 | ADOBE INC | ADBE | 191,447 | $99.0M | 1.61% |
| 14 | DISH NETWORK CORPORATION | 25470MAB5 | 120,378 | $98.6M | 1.60% |
| 15 | VANECK ETF TRUST | 92189F676 | 400,000 | $98.1M | 1.59% |
| 16 | BANK AMERICA CORP | 060505104 | 2,080,355 | $82.6M | 1.34% |
| 17 | WORKDAY INC | WDAY | 329,839 | $80.6M | 1.31% |
| 18 | META PLATFORMS INC | META | 129,095 | $73.8M | 1.20% |
| 19 | VISTRA CORP | VST | 601,604 | $71.3M | 1.16% |
| 20 | CIENA CORP | CIEN | 1,149,777 | $70.8M | 1.15% |
| 21 | MONOLITHIC PWR SYS INC | 609839105 | 76,518 | $70.8M | 1.15% |
| 22 | UBS GROUP AG | UBS | 2,200,000 | $67.9M | 1.10% |
| 23 | VANECK ETF TRUST | 92189F676 | 275,000 | $67.4M | 1.09% |
| 24 | VANECK ETF TRUST | 92189F676 | 275,000 | $67.4M | 1.09% |
| 25 | CONSTELLATION ENERGY CORP | CEG | 254,604 | $66.2M | 1.07% |
| 26 | VANECK ETF TRUST | 92189F676 | 260,499 | $63.9M | 1.04% |
| 27 | INTERNATIONAL BUSINESS MACHS | INTR | 271,694 | $60.0M | 0.97% |
| 28 | ELI LILLY & CO | LLY | 67,559 | $59.8M | 0.97% |
| 29 | PALO ALTO NETWORKS INC | PANW | 170,238 | $58.1M | 0.94% |
| 30 | SELECT SECTOR SPDR TR | 81369Y605 | 1,250,000 | $56.6M | 0.92% |
| 31 | SELECT SECTOR SPDR TR | 81369Y605 | 1,250,000 | $56.6M | 0.92% |
| 32 | ZSCALER INC | ZS | 328,818 | $56.2M | 0.91% |
| 33 | SELECT SECTOR SPDR TR | 81369Y605 | 1,197,300 | $54.2M | 0.88% |
| 34 | ATLASSIAN CORPORATION | TEAM | 337,221 | $53.5M | 0.87% |
| 35 | SELECT SECTOR SPDR TR | 81369Y506 | 600,000 | $52.7M | 0.85% |
| 36 | SELECT SECTOR SPDR TR | 81369Y506 | 600,000 | $52.7M | 0.85% |
| 37 | SELECT SECTOR SPDR TR | 81369Y506 | 560,000 | $49.2M | 0.80% |
| 38 | SELECT SECTOR SPDR TR | 81369Y506 | 560,000 | $49.2M | 0.80% |
| 39 | UBS GROUP AG | UBS | 1,400,000 | $43.2M | 0.70% |
| 40 | TERADYNE INC | TER | 297,901 | $39.9M | 0.65% |
| 41 | APPLE INC | AAPL | 167,433 | $39.0M | 0.63% |
| 42 | ISHARES TR | 464287184 | 1,200,000 | $38.1M | 0.62% |
| 43 | UBS GROUP AG | UBS | 1,200,000 | $37.0M | 0.60% |
| 44 | NEWMONT CORP | NEMCL | 685,270 | $36.6M | 0.59% |
| 45 | COHERENT CORP | COHR | 407,688 | $36.2M | 0.59% |
| 46 | SALESFORCE INC | CRM | 130,502 | $35.7M | 0.58% |
| 47 | SELECT SECTOR SPDR TR | 81369Y506 | 400,000 | $35.1M | 0.57% |
| 48 | SELECT SECTOR SPDR TR | 81369Y506 | 400,000 | $35.1M | 0.57% |
| 49 | MARVELL TECHNOLOGY INC | MRVL | 444,929 | $32.1M | 0.52% |
| 50 | ISHARES TR | 464287184 | 1,000,000 | $31.8M | 0.52% |
| 51 | PUBLIC SVC ENTERPRISE GRP IN | 744573106 | 351,823 | $31.4M | 0.51% |
| 52 | CREDO TECHNOLOGY GROUP HOLDI | CRDO | 1,002,846 | $30.9M | 0.50% |
| 53 | ALLY FINL INC | 02005N100 | 866,182 | $30.8M | 0.50% |
| 54 | GRUPO FINANCIERO GALICIA S.A | GGAL | 702,267 | $29.6M | 0.48% |
| 55 | TESLA INC | TSLA | 100,000 | $26.1M | 0.42% |
| 56 | SPDR SER TR | 78464A698 | 438,104 | $24.8M | 0.40% |
| 57 | SELECT SECTOR SPDR TR | 81369Y506 | 280,000 | $24.6M | 0.40% |
| 58 | MASTEC INC | MTZ | 193,007 | $23.7M | 0.38% |
| 59 | SPDR SER TR | 78468R556 | 180,000 | $23.7M | 0.38% |
| 60 | SELECT SECTOR SPDR TR | 81369Y605 | 500,000 | $22.6M | 0.37% |
| 61 | SELECT SECTOR SPDR TR | 81369Y605 | 500,000 | $22.6M | 0.37% |
| 62 | SELECT SECTOR SPDR TR | 81369Y605 | 500,000 | $22.6M | 0.37% |
| 63 | SELECT SECTOR SPDR TR | 81369Y605 | 500,000 | $22.6M | 0.37% |
| 64 | QUANTA SVCS INC | 74762E102 | 75,025 | $22.4M | 0.36% |
| 65 | UBS GROUP AG | UBS | 700,000 | $21.6M | 0.35% |
| 66 | DECKERS OUTDOOR CORP | DECK | 132,900 | $21.2M | 0.34% |
| 67 | ABERCROMBIE & FITCH CO | ANF | 142,371 | $19.9M | 0.32% |
| 68 | SPDR SER TR | 78464A698 | 330,000 | $18.7M | 0.30% |
| 69 | KINROSS GOLD CORP | KGCRF | 1,666,109 | $15.6M | 0.25% |
| 70 | ARAMARK | ARMK | 395,826 | $15.3M | 0.25% |
| 71 | BANCO MACRO SA | 05961W105 | 231,731 | $14.7M | 0.24% |
| 72 | LATTICE SEMICONDUCTOR CORP | LSCC | 207,642 | $11.0M | 0.18% |
| 73 | SHARKNINJA INC | SN | 98,402 | $10.7M | 0.17% |
| 74 | FOOT LOCKER INC | 344849104 | 351,803 | $9.1M | 0.15% |
| 75 | DATADOG INC | DDOG | 76,212 | $8.8M | 0.14% |
| 76 | GOLD FIELDS LTD | GFIOF | 540,384 | $8.3M | 0.13% |
| 77 | ECHOSTAR CORP | SATS | 264,793 | $6.6M | 0.11% |
| 78 | ALIBABA GROUP HLDG LTD | BBAAY | 55,000 | $5.8M | 0.09% |
| 79 | SOUTHWEST AIRLS CO | 844741108 | 176,118 | $5.2M | 0.08% |
| 80 | MONGODB INC | MDB | 19,085 | $5.2M | 0.08% |
| 81 | DELTA AIR LINES INC DEL | DAL | 100,000 | $5.1M | 0.08% |
| 82 | CROWDSTRIKE HLDGS INC | CRWD | 17,603 | $4.9M | 0.08% |
| 83 | INDIVIOR PLC | INDV | 500,032 | $4.9M | 0.08% |
| 84 | BAUSCH PLUS LOMB CORP | 071705107 | 241,221 | $4.7M | 0.08% |
| 85 | ANGLOGOLD ASHANTI PLC | AU | 140,700 | $3.7M | 0.06% |
| 86 | SUMITOMO MITSUI FINL GROUP I | 86562M209 | 293,693 | $3.7M | 0.06% |
| 87 | SPDR SER TR | 78468R556 | 20,644 | $2.7M | 0.04% |
| 88 | MITSUBISHI UFJ FINL GROUP IN | 606822104 | 159,784 | $1.6M | 0.03% |
| 89 | ISHARES TR | 464287184 | 35,996 | $1.1M | 0.02% |
| 90 | BANCO BBVA ARGENTINA S A | BBAR | 58,990 | $611,105 | 0.01% |
| 91 | ISHARES INC | 464286822 | 10,590 | $568,365 | 0.01% |
| 92 | FREEPORT-MCMORAN INC | FCX | 4,509 | $224,931 | 0.00% |