Latest Rokos Capital Management LLP Stock Portfolio

$18.99Billion– No. of Holdings #70

Rokos Capital Management LLP Performance:

2024 Q1: 6.2%YTD: 6.2%2023: 21.73%

Performance for 2024 Q1 is 6.2%, and YTD is 6.2%, and 2023 is 21.73%.

About Rokos Capital Management LLP and 13F Hedge Fund Stock Holdings

In it's latest 13F Holdings report, Rokos Capital Management LLP reported an equity portfolio of $19 Billions as of 31 Mar, 2024.

The top stock holdings of Rokos Capital Management LLP are AGG, QQQ, GOOG. The fund has invested 1.7% of it's portfolio in ISHARES TR and 1.4% of portfolio in INVESCO QQQ TR.

The fund managers got completely rid off TAIWAN SEMICONDUCTOR MFG LTD (TSM), PAYPAL HLDGS INC (PYPL) and OREILLY AUTOMOTIVE INC (ORLY) stocks. They significantly reduced their stock positions in ISHARES INC (ACWV), INVESCO QQQ TR (QQQ) and MONOLITHIC PWR SYS INC (MPWR). Rokos Capital Management LLP opened new stock positions in ALPHABET INC (GOOG), META PLATFORMS INC (META) and BANK AMERICA CORP (BAC). The fund showed a lot of confidence in some stocks as they added substantially to LATTICE SEMICONDUCTOR CORP (LSCC), ATLASSIAN CORPORATION (TEAM) and WORKDAY INC (WDAY).

Rokos Capital Management LLP Equity Portfolio Value

Last Reported on: 17 May, 2024

Rokos Capital Management LLP Annual Return Estimates Vs S&P 500

Our best estimate is that Rokos Capital Management LLP made a return of 6.2% in the last quarter. In trailing 12 months, it's portfolio return was 28.5%.

New Buys

Ticker	$ Bought
alphabet inc	223,223,000
meta platforms inc	183,410,000
bank america corp	114,947,000
intel corp	100,433,000
eli lilly & co	62,699,700
vaneck etf trust	55,079,800
select sector spdr tr	49,521,400
citigroup inc	45,100,000

New stocks bought by Rokos Capital Management LLP

Additions

Ticker	% Inc.
lattice semiconductor corp	1,592
atlassian corporation	523
workday inc	332
snowflake inc	234
microsoft corp	171
wells fargo co new	141
ciena corp	118
dish network corporation	107

Additions to existing portfolio by Rokos Capital Management LLP

Reductions

Ticker	% Reduced
ishares inc	-86.56
ishares inc	-80.72
invesco qqq tr	-68.00
monolithic pwr sys inc	-57.29
ishares tr	-56.13
bausch health cos inc	-54.18
mastercard incorporated	-52.32
lowes cos inc	-49.2

Rokos Capital Management LLP reduced stake in above stock

Sold off

Ticker	$ Sold
dish network corporation	-11,084,800
taiwan semiconductor mfg ltd	-54,021,900
paypal hldgs inc	-30,695,000
clearwater analytics hldgs i	-7,010,500
permian resources corp	-4,754,750
gates indl corp plc	-3,356,250
integral ad science hldng co	-3,598,750
vivid seats inc	-1,581,250

Rokos Capital Management LLP got rid off the above stocks

Sector Distribution

Rokos Capital Management LLP has about 36.4% of it's holdings in Technology sector.

Sector	%
Technology	36.4
Others	24.9
Financial Services	15.8
Communication Services	10.7
Consumer Cyclical	5.6
Healthcare	4.3
Consumer Defensive	1.7

Market Cap. Distribution

Rokos Capital Management LLP has about 69.7% of it's portfolio invested in the large-cap and mega-cap stocks.

Category	%
MEGA-CAP	37.8
LARGE-CAP	31.9
UNALLOCATED	24.9
MID-CAP	5.3

Stocks belong to which Index?

About 59.9% of the stocks held by Rokos Capital Management LLP either belong to S&P 500 or RUSSELL 2000 index.

Index	%
S&P 500	57
Others	40.1
RUSSELL 2000	2.9

Top 5 Winners (%)		%
NVDA	nvidia corporation	67.5 %
MU	micron technology inc	36.8 %
BHC	bausch health cos inc	18.1 %
RIG	transocean ltd	17.6 %
FTNT	fortinet inc	14.7 %

Top 5 Winners ($)		$
NVDA	nvidia corporation	85.1 M
QQQ	invesco qqq tr	50.8 M
MU	micron technology inc	26.4 M
WFC	wells fargo co new	18.8 M
CB	chubb limited	18.6 M

Top 5 Losers (%)		%
ZS	zscaler inc	-16.7 %
SNOW	snowflake inc	-16.5 %
MDB	mongodb inc	-12.3 %
CRBU	caribou biosciences inc	-10.4 %
NTLA	intellia therapeutics inc	-9.9 %

Top 5 Losers ($)		$
AAPL	apple inc	-25.2 M
SNOW	snowflake inc	-11.5 M
WDAY	workday inc	-4.7 M
NTLA	intellia therapeutics inc	-4.4 M
ZS	zscaler inc	-3.6 M

Rokos Capital Management LLP Holdings Map

This heatmap illustrates the top 50 positions within the fund's portfolio.

Current Stock Holdings of Rokos Capital Management LLP

Rokos Capital Management LLP has 70 stocks in it's portfolio. About 9.9% of the portfolio is in top 10 stocks. AAPL proved to be the most loss making stock for the portfolio. NVDA was the most profitable stock for Rokos Capital Management LLP last quarter.

Last Reported on: 17 May, 2024

Ticker	Namesorted ascending	% Portfolio	Shares Held	$ Value	Type	% Change
AAL	american airls group inc	0.03	410,000	6,289,400	new

AAPL	apple inc	0.87	961,403	164,890,000	reduced	-33.21

ACWV	ishares inc	0.10	612,996	19,891,700	reduced	-86.56

ACWV	ishares inc	0.05	131,390	9,113,210	reduced	-80.72

AFK	vaneck etf trust	0.29	1,422,150	55,079,800	new

AGG	ishares tr	1.71	1,547,580	325,519,000	reduced	-56.13

AMD	advanced micro devices inc	0.13	139,735	25,212,400	new

AMZN	amazon com inc	0.60	626,556	112,918,000	added	44.91

ARWR	arrowhead pharmaceuticals in	0.18	1,229,150	35,153,600	unchanged	0.00

ASLE	aersale corporation	0.00	0.00	0.00	sold off	-100

BAB	invesco exch traded fd tr ii	0.11	1,000,000	21,145,000	new

BAC	bank america corp	0.60	3,031,290	114,947,000	new

BBAR	banco bbva argentina s a	0.00	58,990	500,825	new

BHC	bausch health cos inc	0.04	687,318	7,285,570	reduced	-54.18

BLCO	bausch plus lomb corp	0.03	323,980	5,601,610	new

BMA	banco macro sa	0.00	6,147	296,162	new

BRBR	bellring brands inc	0.05	170,953	10,089,600	new

C	citigroup inc	0.24	713,269	45,100,000	new

CABA	cabaletta bio inc	0.00	0.00	0.00	sold off	-100

CB	chubb limited	0.61	444,758	115,259,000	reduced	-27.62