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Rokos Capital Management LLP
CIK 1666335 · 2024-Q4 · 1 filing(s)
Total Portfolio Value
$7.5T
Positions
113
Latest Filing
2024-Q4
Due Diligence Score
Institutional quality assessment based on 13F data
F
19 / 100
Filing Longevity1/30
1 quarters of history
Portfolio Breadth2/25
87 positions
Equity Purity12/20
42 options positions (37.2%)
Concentration Balance4/25
Top-5 = 41.3% of portfolio
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AI Portfolio Analysis
Claude-powered institutional analyst commentary
Portfolio Profile
Relative positioning across key dimensions (0–100)
Top Holdings by Value
Top 30 positions by value
| # | Issuer | Class | CUSIP | Value | Shares | % Portfolio | Type |
|---|---|---|---|---|---|---|---|
| 1 | NEWINVESCO QQQ TR | UNIT SER 1 | 46090E103 | $1.2T | 2,363,153 | 16.17% | EQ |
| 2 | NEWINVESCO QQQ TR | UNIT SER 1 | 46090E103 | $1.0T | 2,004,100 | 13.71% | Put |
| 3 | NEWNVIDIA CORPORATION | COM | 67066G104 | $291.4B | 2,168,101 | 3.90% | EQ |
| 4 | NEWMICROSOFT CORP | COM | 594918104 | $290.6B | 689,399 | 3.89% | EQ |
| 5 | NEWMETA PLATFORMS INC | CL A | 30303M102 | $274.5B | 468,765 | 3.67% | EQ |
| 6 | NEWNVIDIA CORPORATION | COM | 67066G104 | $250.0B | 1,860,396 | 3.35% | Call |
| 7 | NEWGOLDMAN SACHS GROUP INC | COM | 38141G104 | $226.6B | 395,573 | 3.03% | EQ |
| 8 | NEWISHARES TR | RUSSELL 2000 ETF | 464287655 | $221.0B | 1,000,000 | 2.96% | Put |
| 9 | NEWAMAZON COM INC | COM | 023135106 | $216.7B | 987,528 | 2.90% | EQ |
| 10 | NEWSALESFORCE INC | COM | 79466L302 | $156.3B | 467,429 | 2.09% | EQ |
| 11 | NEWINVESCO QQQ TR | UNIT SER 1 | 46090E103 | $125.3B | 245,000 | 1.68% | Call |
| 12 | NEWSPDR GOLD TR | GOLD SHS | 78463V107 | $121.1B | 500,000 | 1.62% | Call |
| 13 | NEWBROADCOM INC | COM | 11135F101 | $118.7B | 511,594 | 1.59% | EQ |
| 14 | NEWBANK AMERICA CORP | COM | 060505104 | $107.2B | 2,437,795 | 1.43% | EQ |
| 15 | NEWMONOLITHIC PWR SYS INC | COM | 609839105 | $107.1B | 180,844 | 1.43% | EQ |
| 16 | NEWMORGAN STANLEY | COM NEW | 617446448 | $102.3B | 813,197 | 1.37% | EQ |
| 17 | NEWISHARES TR | EXPANDED TECH | 464287515 | $100.1B | 1,000,000 | 1.34% | Call |
| 18 | NEWDISCOVER FINL SVCS | COM | 254709108 | $97.4B | 561,671 | 1.30% | EQ |
| 19 | NEWPDD HOLDINGS INC | SPONSORED ADS | 722304102 | $97.0B | 1,000,000 | 1.30% | Put |
| 20 | NEWSELECT SECTOR SPDR TR | ENERGY | 81369Y506 | $85.7B | 1,000,000 | 1.15% | Call |
| 21 | NEWALPHABET INC | CAP STK CL A | 02079K305 | $76.7B | 404,897 | 1.03% | EQ |
| 22 | NEWCONSTELLATION ENERGY CORP | COM | 21037T109 | $76.3B | 341,154 | 1.02% | EQ |
| 23 | NEWORACLE CORP | COM | 68389X105 | $68.7B | 411,861 | 0.92% | EQ |
| 24 | NEWISHARES INC | MSCI BRAZIL ETF | 464286400 | $67.5B | 3,000,000 | 0.90% | Call |
| 25 | NEWVISTRA CORP | COM | 92840M102 | $66.8B | 484,586 | 0.89% | EQ |
| 26 | NEWVANECK ETF TRUST | SEMICONDUCTR ETF | 92189F676 | $66.6B | 275,000 | 0.89% | Call |
| 27 | NEWPALO ALTO NETWORKS INC | COM | 697435105 | $62.0B | 340,476 | 0.83% | EQ |
| 28 | NEWECHOSTAR CORP | NOTE 3.875%11/3 | 278768AB2 | $59.5B | 56,058,092 | 0.80% | EQ |
| 29 | NEWCOHERENT CORP | COM | 19247G107 | $58.9B | 621,926 | 0.79% | EQ |
| 30 | NEWWORKDAY INC | CL A | 98138H101 | $57.8B | 223,886 | 0.77% | EQ |
| 31 | NEWGOLDMAN SACHS GROUP INC | COM | 38141G104 | $57.3B | 100,000 | 0.77% | Call |
| 32 | NEWSPDR SER TR | S&P REGL BKG | 78464A698 | $54.3B | 900,000 | 0.73% | Call |
| 33 | NEWSELECT SECTOR SPDR TR | ENERGY | 81369Y506 | $53.5B | 625,000 | 0.72% | Put |
| 34 | NEWZSCALER INC | COM | 98980G102 | $51.6B | 285,974 | 0.69% | EQ |
| 35 | NEWMARVELL TECHNOLOGY INC | COM | 573874104 | $50.4B | 456,544 | 0.68% | EQ |
| 36 | NEWTERADYNE INC | COM | 880770102 | $50.1B | 397,513 | 0.67% | EQ |
| 37 | NEWSKYWORKS SOLUTIONS INC | COM | 83088M102 | $49.0B | 553,122 | 0.66% | EQ |
| 38 | NEWSELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | $48.3B | 1,000,000 | 0.65% | Call |
| 39 | NEWISHARES TR | RUSSELL 2000 ETF | 464287655 | $46.4B | 210,000 | 0.62% | Call |
| 40 | NEWPUBLIC SVC ENTERPRISE GRP IN | COM | 744573106 | $44.9B | 531,437 | 0.60% | EQ |
| 41 | NEWMICRON TECHNOLOGY INC | COM | 595112103 | $43.5B | 517,303 | 0.58% | EQ |
| 42 | NEWDATADOG INC | CL A COM | 23804L103 | $42.9B | 300,000 | 0.57% | EQ |
| 43 | NEWTESLA INC | COM | 88160R101 | $40.4B | 100,000 | 0.54% | Call |
| 44 | NEWISHARES TR | RUSSELL 2000 ETF | 464287655 | $37.9B | 171,280 | 0.51% | EQ |
| 45 | NEWASTERA LABS INC | COM | 04626A103 | $33.9B | 256,032 | 0.45% | EQ |
| 46 | NEWSELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | $31.4B | 400,000 | 0.42% | Call |
| 47 | NEWSELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | $31.4B | 400,000 | 0.42% | Put |
| 48 | NEWALLY FINL INC | COM | 02005N100 | $31.2B | 866,182 | 0.42% | EQ |
| 49 | NEWMORGAN STANLEY | COM NEW | 617446448 | $27.0B | 215,000 | 0.36% | Call |
| 50 | NEWCREDO TECHNOLOGY GROUP HOLDI | ORDINARY SHARES | G25457105 | $26.8B | 398,104 | 0.36% | EQ |
| 51 | NEWNEWMONT CORP | COM | 651639106 | $25.5B | 685,270 | 0.34% | EQ |
| 52 | NEWKINROSS GOLD CORP | COM | 496902404 | $25.0B | 2,695,567 | 0.33% | EQ |
| 53 | NEWTC ENERGY CORP | COM | 87807B107 | $24.9B | 534,304 | 0.33% | EQ |
| 54 | NEWALPHABET INC | CAP STK CL A | 02079K305 | $24.6B | 130,000 | 0.33% | Call |
| 55 | NEWALPHABET INC | CAP STK CL A | 02079K305 | $24.6B | 130,000 | 0.33% | Put |
| 56 | NEWSELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | $24.2B | 500,000 | 0.32% | Put |
| 57 | NEWSPDR SER TR | S&P OILGAS EXP | 78468R556 | $23.8B | 180,000 | 0.32% | Put |
| 58 | NEWVISTRA CORP | COM | 92840M102 | $23.8B | 172,500 | 0.32% | Call |
| 59 | NEWSPDR SER TR | S&P REGL BKG | 78464A698 | $23.8B | 393,497 | 0.32% | EQ |
| 60 | NEWARISTA NETWORKS INC | COM SHS | 040413205 | $21.8B | 197,588 | 0.29% | EQ |
| 61 | NEWADVANCED MICRO DEVICES INC | COM | 007903107 | $21.8B | 180,000 | 0.29% | Call |
| 62 | NEWADVANCED MICRO DEVICES INC | COM | 007903107 | $21.8B | 180,000 | 0.29% | Put |
| 63 | NEWCHECK POINT SOFTWARE TECH LT | ORD | M22465104 | $21.2B | 113,467 | 0.28% | EQ |
| 64 | NEWSALESFORCE INC | COM | 79466L302 | $20.9B | 62,500 | 0.28% | Call |
| 65 | NEWARK ETF TR | INNOVATION ETF | 00214Q104 | $19.3B | 340,000 | 0.26% | Call |
| 66 | NEWELI LILLY & CO | COM | 532457108 | $19.2B | 24,816 | 0.26% | EQ |
| 67 | NEWTRANSALTA CORP | COM | 89346D107 | $17.5B | 1,240,900 | 0.23% | EQ |
| 68 | NEWGRUPO FINANCIERO GALICIA S.A | SPONSORED ADR | 399909100 | $16.5B | 264,998 | 0.22% | EQ |
| 69 | NEWPROCTER AND GAMBLE CO | COM | 742718109 | $16.3B | 97,100 | 0.22% | Call |
| 70 | NEWPROCTER AND GAMBLE CO | COM | 742718109 | $16.3B | 97,100 | 0.22% | Put |
| 71 | NEWSENTINELONE INC | CL A | 81730H109 | $16.1B | 724,228 | 0.22% | EQ |
| 72 | NEWFIVE BELOW INC | COM | 33829M101 | $16.0B | 152,618 | 0.21% | EQ |
| 73 | NEWRIVIAN AUTOMOTIVE INC | NOTE 4.625% 3/1 | 76954AAB9 | $15.4B | 15,000,000 | 0.21% | EQ |
| 74 | NEWWIX COM LTD | NOTE8/1 | 92940WAD1 | $14.5B | 15,000,000 | 0.19% | EQ |
| 75 | NEWECHOSTAR CORP | CL A | 278768106 | $14.3B | 623,200 | 0.19% | EQ |
| 76 | NEWAIRBNB INC | NOTE3/1 | 009066AB7 | $14.1B | 15,000,000 | 0.19% | EQ |
| 77 | NEWGOLD FIELDS LTD | SPONSORED ADR | 38059T106 | $11.6B | 876,053 | 0.15% | EQ |
| 78 | NEWVERIZON COMMUNICATIONS INC | COM | 92343V104 | $11.2B | 280,000 | 0.15% | Call |
| 79 | NEWVERIZON COMMUNICATIONS INC | COM | 92343V104 | $11.2B | 280,000 | 0.15% | Put |
| 80 | NEWBANCO MACRO SA | SPON ADR B | 05961W105 | $10.9B | 112,514 | 0.15% | EQ |
| 81 | NEWCOINBASE GLOBAL INC | NOTE 0.500% 6/0 | 19260QAB3 | $10.6B | 10,000,000 | 0.14% | EQ |
| 82 | NEWSTARWOOD PPTY TR INC | NOTE 6.750% 7/1 | 85571BBA2 | $10.4B | 10,000,000 | 0.14% | EQ |
| 83 | NEWONTO INNOVATION INC | COM | 683344105 | $10.3B | 61,703 | 0.14% | EQ |
| 84 | NEWRIVIAN AUTOMOTIVE INC | COM CL A | 76954A103 | $10.0B | 750,000 | 0.13% | Put |
| 85 | NEWUBER TECHNOLOGIES INC | COM | 90353T100 | $10.0B | 165,000 | 0.13% | Call |
| 86 | NEWAIR TRANS SVCS GROUP INC | NOTE 3.875% 8/1 | 00922RAD7 | $9.9B | 10,000,000 | 0.13% | EQ |
| 87 | NEWBANK NEW YORK MELLON CORP | COM | 064058100 | $9.9B | 128,700 | 0.13% | Call |
| 88 | NEWBANK NEW YORK MELLON CORP | COM | 064058100 | $9.9B | 128,700 | 0.13% | Put |
| 89 | NEWGRUPO FINANCIERO GALICIA S.A | SPONSORED ADR | 399909100 | $9.8B | 157,233 | 0.13% | Put |
| 90 | NEWWESTERN DIGITAL CORP | COM | 958102105 | $8.4B | 141,314 | 0.11% | EQ |
| 91 | NEWADVANCED MICRO DEVICES INC | COM | 007903107 | $7.6B | 63,038 | 0.10% | EQ |
| 92 | NEWWALMART INC | COM | 931142103 | $7.3B | 80,335 | 0.10% | EQ |
| 93 | NEWINDIVIOR PLC | ORD | G4766E116 | $6.2B | 500,032 | 0.08% | EQ |
| 94 | NEWMONGODB INC | CL A | 60937P106 | $6.0B | 25,823 | 0.08% | EQ |
| 95 | NEWANGLOGOLD ASHANTI PLC | COM SHS | G0378L100 | $5.6B | 241,200 | 0.07% | EQ |
| 96 | NEWSPDR SER TR | S&P HOMEBUILD | 78464A888 | $5.4B | 51,815 | 0.07% | EQ |
| 97 | NEWELASTIC N V | ORD SHS | N14506104 | $5.0B | 50,000 | 0.07% | EQ |
| 98 | NEWDBX ETF TR | XTRACK HRVST CSI | 233051879 | $4.6B | 174,863 | 0.06% | EQ |
| 99 | NEWLIBERTY MEDIA CORP DEL | NOTE 3.750% 3/1 | 531229AP7 | $3.9B | 3,767,000 | 0.05% | EQ |
| 100 | NEWAMPHENOL CORP NEW | CL A | 032095101 | $3.6B | 51,400 | 0.05% | Call |
| 101 | NEWAMPHENOL CORP NEW | CL A | 032095101 | $3.6B | 51,400 | 0.05% | Put |
| 102 | NEWDEXCOM INC | NOTE 0.250%11/1 | 252131AK3 | $2.4B | 2,500,000 | 0.03% | EQ |
| 103 | NEWTRUIST FINL CORP | COM | 89832Q109 | $1.5B | 35,700 | 0.02% | Call |
| 104 | NEWTRUIST FINL CORP | COM | 89832Q109 | $1.5B | 35,700 | 0.02% | Put |
| 105 | NEWFIRST SOLAR INC | COM | 336433107 | $1.4B | 8,135 | 0.02% | EQ |
| 106 | NEWATLASSIAN CORPORATION | CL A | 049468101 | $1.2B | 4,979 | 0.02% | EQ |
| 107 | NEWISHARES TR | CHINA LG-CAP ETF | 464287184 | $944.6M | 31,023 | 0.01% | EQ |
| 108 | NEWAMPHENOL CORP NEW | CL A | 032095101 | $663.9M | 9,554 | 0.01% | EQ |
| 109 | NEWISHARES INC | MSCI MEXICO ETF | 464286822 | $495.8M | 10,590 | 0.01% | EQ |
| 110 | NEWSPDR SER TR | S&P OILGAS EXP | 78468R556 | $393.0M | 2,969 | 0.01% | EQ |
| 111 | NEWLATTICE SEMICONDUCTOR CORP | COM | 518415104 | $362.3M | 6,394 | 0.00% | EQ |
| 112 | NEWJETBLUE AWYS CORP | COM | 477143101 | $235.7M | 30,000 | 0.00% | Put |
| 113 | NEWVERIZON COMMUNICATIONS INC | COM | 92343V104 | $50.2M | 1,254 | 0.00% | EQ |