Rokos Capital Management

Rokos Capital Management as of Sept. 30, 2024

Portfolio Holdings for Rokos Capital Management

Rokos Capital Management holds 65 positions in its portfolio as reported in the September 2024 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Russell 2000 Etf Call Option (IWM) 34.1 $2.1B 9.5M 220.85
Microsoft Corporation (MSFT) 5.5 $341M 793k 429.44
Select Sector Spdr Tr Energy Put Option (XLE) 4.8 $298M 3.4M 87.78
Vaneck Etf Trust Semiconductr Etf Call Option (SMH) 4.8 $297M 1.2M 245.16
Select Sector Spdr Tr Financial Put Option (XLF) 4.2 $258M 5.7M 45.28
Amazon (AMZN) 3.5 $217M 1.2M 186.12
Broadcom (AVGO) 3.3 $204M 1.2M 172.41
Ubs Group SHS Call Option (UBS) 2.8 $170M 5.5M 30.85
Spdr Ser Tr S&p Regl Bkg Call Option (KRE) 2.5 $157M 2.8M 56.58
Advanced Micro Devices (AMD) 2.5 $156M 954k 164.01
NVIDIA Corporation (NVDA) 2.4 $146M 1.2M 121.12
Alphabet Cap Stk Cl A (GOOGL) 1.9 $119M 719k 165.76
Adobe Systems Incorporated (ADBE) 1.6 $99M 191k 517.25
Dish Network Corporation Note 3.375% 8/1 (Principal) 1.6 $99M 120k 818.73
Bank of America Corporation (BAC) 1.3 $83M 2.1M 39.69
Workday Cl A (WDAY) 1.3 $81M 330k 244.31
Meta Platforms Cl A (META) 1.2 $74M 129k 571.89
Vistra Energy (VST) 1.2 $71M 602k 118.54
Ishares Tr China Lg-cap Etf Call Option (FXI) 1.2 $71M 2.2M 31.77
Ciena Corp Com New (CIEN) 1.1 $71M 1.1M 61.56
Monolithic Power Systems (MPWR) 1.1 $71M 77k 924.84
Constellation Energy (CEG) 1.1 $66M 255k 259.89
International Business Machines (IBM) 1.0 $60M 272k 220.90
Eli Lilly & Co. (LLY) 1.0 $60M 68k 885.46
Palo Alto Networks (PANW) 0.9 $58M 170k 341.50
Zscaler Incorporated (ZS) 0.9 $56M 329k 170.84
Atlassian Corporation Cl A (TEAM) 0.9 $54M 337k 158.78
Teradyne (TER) 0.6 $40M 298k 133.88
Apple (AAPL) 0.6 $39M 167k 232.81
Newmont Mining Corporation (NEM) 0.6 $37M 685k 53.42
Coherent Corp (COHR) 0.6 $36M 408k 88.84
salesforce (CRM) 0.6 $36M 131k 273.57
Marvell Technology (MRVL) 0.5 $32M 445k 72.16
Public Service Enterprise (PEG) 0.5 $31M 352k 89.23
Credo Technology Group Holdi Ordinary Shares (CRDO) 0.5 $31M 1.0M 30.78
Ally Financial (ALLY) 0.5 $31M 866k 35.56
Grupo Financiero Galicia Sponsored Adr (GGAL) 0.5 $30M 702k 42.09
Spdr Ser Tr S&p Oilgas Exp Put Option (XOP) 0.4 $26M 201k 131.49
Tesla Motors Call Option (TSLA) 0.4 $26M 100k 261.40
MasTec (MTZ) 0.4 $24M 193k 122.92
Quanta Services (PWR) 0.4 $22M 75k 297.94
Deckers Outdoor Corporation (DECK) 0.3 $21M 133k 159.31
Abercrombie & Fitch Cl A (ANF) 0.3 $20M 142k 139.90
Kinross Gold Corp (KGC) 0.3 $16M 1.7M 9.37
Aramark Hldgs (ARMK) 0.2 $15M 396k 38.72
Banco Macro Sa Spon Adr B (BMA) 0.2 $15M 232k 63.55
Lattice Semiconductor (LSCC) 0.2 $11M 208k 53.13
Sharkninja Com Shs (SN) 0.2 $11M 98k 108.68
Foot Locker 0.1 $9.1M 352k 25.84
Datadog Cl A Com (DDOG) 0.1 $8.8M 76k 114.95
Gold Fields Sponsored Adr (GFI) 0.1 $8.3M 540k 15.32
Echostar Corp Cl A (SATS) 0.1 $6.6M 265k 24.82
Alibaba Group Hldg Sponsored Ads Call Option (BABA) 0.1 $5.8M 55k 106.12
Southwest Airlines (LUV) 0.1 $5.2M 176k 29.61
Mongodb Cl A (MDB) 0.1 $5.2M 19k 270.10
Delta Air Lines Inc Del Com New (DAL) 0.1 $5.1M 100k 50.75
Crowdstrike Hldgs Cl A (CRWD) 0.1 $4.9M 18k 280.36
Indivior Ord (INDV) 0.1 $4.9M 500k 9.75
Bausch Plus Lomb Corp Common Shares (BLCO) 0.1 $4.7M 241k 19.28
Anglogold Ashanti Com Shs (AU) 0.1 $3.7M 141k 26.63
Sumitomo Mitsui Finl Group I Sponsored Adr (SMFG) 0.1 $3.7M 294k 12.63
Mitsubishi Ufj Finl Group In Sponsored Ads (MUFG) 0.0 $1.6M 160k 10.18
Banco Bbva Argentina S A Sponsored Ads (BBAR) 0.0 $611k 59k 10.36
Ishares Msci Mexico Etf (EWW) 0.0 $568k 11k 53.67
Freeport-mcmoran CL B (FCX) 0.0 $225k 4.5k 49.88