Q2 2024 · 13F-HR
Rokos Capital Management LLPholdings as filed
Filed 2024-08-14 · accession 0001666335-24-000011
$15.97B
Reported value
100
Positions
2024-06-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 46090E103 | QQQ | INVESCO QQQ TR | $5.06B | 31.7% | 10,570,000 | CALL | SHARED |
| 46090E103 | QQQ | INVESCO QQQ TR | $2.85B | 17.8% | 5,950,000 | PUT | SHARED |
| 464287655 | IWM | ISHARES TR | $1.01B | 6.35% | 5,000,000 | PUT | SHARED |
| 464287234 | EEM | ISHARES TR | $745.4M | 4.67% | 17,500,000 | CALL | SHARED |
| 464287655 | IWM | ISHARES TR | $661.3M | 4.14% | 3,262,000 | CALL | SHARED |
| 023135106 | AMZN | AMAZON COM INC | $371.5M | 2.33% | 1,921,306 | Common | SHARED |
| 060505104 | BAC | BANK AMERICA CORP | $310.3M | 1.94% | 7,802,884 | Common | SHARED |
| 595112103 | MU | MICRON TECHNOLOGY INC | $299.8M | 1.88% | 2,280,431 | Common | SHARED |
| 594918104 | MSFT | MICROSOFT CORP | $251.0M | 1.57% | 561,626 | Common | SHARED |
| 11135F101 | AVGO | BROADCOM INC | $233.6M | 1.46% | 145,571 | Common | SHARED |
| 30303M102 | META | META PLATFORMS INC | $217.8M | 1.36% | 431,927 | Common | SHARED |
| 67066G104 | NVDA | NVIDIA CORPORATION | $212.9M | 1.33% | 1,724,810 | Common | SHARED |
| 79466L302 | CRM | SALESFORCE INC | $203.1M | 1.27% | 789,760 | Common | SHARED |
| 464287184 | FXI | ISHARES TR | $200.6M | 1.26% | 7,600,000 | PUT | SHARED |
| 722304102 | PDD | PDD HOLDINGS INC | $192.0M | 1.20% | 1,425,000 | PUT | SHARED |
| 007903107 | AMD | ADVANCED MICRO DEVICES INC | $188.7M | 1.18% | 1,163,606 | Common | SHARED |
| 949746101 | WMT2 | WELLS FARGO CO NEW | $173.2M | 1.08% | 2,917,449 | Common | SHARED |
| 573874104 | MRVL | MARVELL TECHNOLOGY INC | $151.2M | 0.95% | 2,161,109 | Common | SHARED |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $120.3M | 0.75% | 1,319,971 | Common | SHARED |
| 595112103 | MU | MICRON TECHNOLOGY INC | $107.1M | 0.67% | 815,000 | CALL | SHARED |
| 92189F676 | SMH | VANECK ETF TRUST | $101.6M | 0.64% | 390,000 | CALL | SHARED |
| 171779309 | CIEN | CIENA CORP | $98.1M | 0.61% | 2,037,123 | Common | SHARED |
| H42097107 | UBS | UBS GROUP AG | $97.5M | 0.61% | 3,300,000 | CALL | SHARED |
| 464286400 | EWZ | ISHARES INC | $94.2M | 0.59% | 3,450,000 | CALL | SHARED |
| 25470MAB5 | DISH 3.375 08/15/26 | DISH NETWORK CORPORATION | $93.5M | 0.59% | 150,202,000 | Common | SHARED |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $91.2M | 0.57% | 1,000,000 | CALL | SHARED |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $91.2M | 0.57% | 1,000,000 | PUT | SHARED |
| 21037T109 | CEG | CONSTELLATION ENERGY CORP | $82.0M | 0.51% | 409,791 | Common | SHARED |
| 38141G104 | GS | GOLDMAN SACHS GROUP INC | $77.6M | 0.49% | 171,676 | Common | SHARED |
| 34959E109 | FTNT | FORTINET INC | $71.3M | 0.45% | 1,183,430 | Common | SHARED |
| H42097107 | UBS | UBS GROUP AG | $65.0M | 0.41% | 2,200,000 | PUT | SHARED |
| 98138H101 | WDAY | WORKDAY INC | $64.0M | 0.40% | 286,315 | Common | SHARED |
| 92189F791 | GDXJ | VANECK ETF TRUST | $60.0M | 0.38% | 1,422,147 | Common | SHARED |
| 46625H100 | JPM | JPMORGAN CHASE & CO. | $58.2M | 0.36% | 288,016 | Common | SHARED |
| 13321L108 | CCJ | CAMECO CORP | $53.2M | 0.33% | 1,081,436 | Common | SHARED |
| 92840M102 | VST | VISTRA CORP | $51.7M | 0.32% | 601,604 | Common | SHARED |
| 79466L302 | CRM | SALESFORCE INC | $51.4M | 0.32% | 200,000 | CALL | SHARED |
| 81369Y605 | XLF | SELECT SECTOR SPDR TR | $51.4M | 0.32% | 1,250,000 | CALL | SHARED |
| 81369Y605 | XLF | SELECT SECTOR SPDR TR | $51.4M | 0.32% | 1,250,000 | PUT | SHARED |
| 459200101 | IBM | INTERNATIONAL BUSINESS MACHS | $47.0M | 0.29% | 271,694 | Common | SHARED |
| 172967424 | C | CITIGROUP INC | $46.6M | 0.29% | 733,422 | Common | SHARED |
| 548661107 | LOW | LOWES COS INC | $37.4M | 0.23% | 169,682 | Common | SHARED |
| 458140100 | INTC | INTEL CORP | $35.0M | 0.22% | 1,131,477 | Common | SHARED |
| 399909100 | GGAL | GRUPO FINANCIERO GALICIA S.A | $31.3M | 0.20% | 1,022,809 | Common | SHARED |
| 464287234 | EEM | ISHARES TR | $29.8M | 0.19% | 700,000 | PUT | SHARED |
| 35671D857 | FCX | FREEPORT-MCMORAN INC | $29.2M | 0.18% | 600,000 | CALL | SHARED |
| 512807108 | LRCXEUR | LAM RESEARCH CORP | $29.1M | 0.18% | 27,394 | Common | SHARED |
| 02079K305 | GOOGL | ALPHABET INC | $28.8M | 0.18% | 157,971 | Common | SHARED |
| 038222105 | AMAT | APPLIED MATLS INC | $28.6M | 0.18% | 121,140 | Common | SHARED |
| 609839105 | MPWR | MONOLITHIC PWR SYS INC | $27.3M | 0.17% | 33,329 | Common | SHARED |
| 744573106 | PEG | PUBLIC SVC ENTERPRISE GRP IN | $25.9M | 0.16% | 351,823 | Common | SHARED |
| 09857L108 | BKNG | BOOKING HOLDINGS INC | $25.7M | 0.16% | 6,506 | Common | SHARED |
| 45826J105 | NTLA | INTELLIA THERAPEUTICS INC | $25.5M | 0.16% | 1,140,973 | Common | SHARED |
| 04280A100 | ARWR | ARROWHEAD PHARMACEUTICALS IN | $24.4M | 0.15% | 939,984 | Common | SHARED |
| 916896103 | UEC | URANIUM ENERGY CORP | $24.0M | 0.15% | 3,999,679 | Common | SHARED |
| 855244109 | SBUX | STARBUCKS CORP | $23.8M | 0.15% | 305,716 | Common | SHARED |
| 550021109 | LULU | LULULEMON ATHLETICA INC | $23.3M | 0.15% | 77,932 | Common | SHARED |
| 98138H101 | WDAY | WORKDAY INC | $22.3M | 0.14% | 100,000 | CALL | SHARED |
| 576323109 | MTZ | MASTEC INC | $20.6M | 0.13% | 193,007 | Common | SHARED |
| 85208P303 | URNM | SPROTT FDS TR | $20.4M | 0.13% | 413,935 | Common | SHARED |
| 697435105 | PANW | PALO ALTO NETWORKS INC | $20.3M | 0.13% | 60,000 | CALL | SHARED |
| 571903202 | MAR | MARRIOTT INTL INC NEW | $20.2M | 0.13% | 83,554 | Common | SHARED |
| 23331A109 | DHI | D R HORTON INC | $20.2M | 0.13% | 143,307 | Common | SHARED |
| 23804L103 | DDOG | DATADOG INC | $20.2M | 0.13% | 155,581 | Common | SHARED |
| 824348106 | SHW | SHERWIN WILLIAMS CO | $19.1M | 0.12% | 63,896 | Common | SHARED |
| 74762E102 | QURE | QUANTA SVCS INC | $19.1M | 0.12% | 75,025 | Common | SHARED |
| 697435105 | PANW | PALO ALTO NETWORKS INC | $19.1M | 0.12% | 56,197 | Common | SHARED |
| 57636Q104 | MA | MASTERCARD INCORPORATED | $18.3M | 0.11% | 41,511 | Common | SHARED |
| 78409V104 | SPGI | S&P GLOBAL INC | $17.4M | 0.11% | 38,922 | Common | SHARED |
| 05961W105 | BMA | BANCO MACRO SA | $16.8M | 0.11% | 292,119 | Common | SHARED |
| 98980G102 | ZS | ZSCALER INC | $16.2M | 0.10% | 84,562 | Common | SHARED |
| 872540109 | TJX | TJX COS INC NEW | $14.6M | 0.09% | 132,901 | Common | SHARED |
| 78464A888 | XHB | SPDR SER TR | $14.4M | 0.09% | 142,099 | Common | SHARED |
| 65340P106 | NXE | NEXGEN ENERGY LTD | $14.3M | 0.09% | 2,050,495 | Common | SHARED |
| 75606DAP6 | HOUS 0.25 06/15/26 | REALOGY GRP LLC/REALOGY CO | $14.2M | 0.09% | 17,500,000 | Common | SHARED |
| 22788C105 | CRWD | CROWDSTRIKE HLDGS INC | $13.5M | 0.08% | 35,204 | Common | SHARED |
| 19247G107 | COHR | COHERENT CORP | $12.5M | 0.08% | 172,958 | Common | SHARED |
| 049468101 | TEAM | ATLASSIAN CORPORATION | $11.0M | 0.07% | 62,196 | Common | SHARED |
| 169656105 | CMG | CHIPOTLE MEXICAN GRILL INC | $11.0M | 0.07% | 175,000 | Common | SHARED |
| 071705107 | BLCO | BAUSCH PLUS LOMB CORP | $10.4M | 0.07% | 720,000 | Common | SHARED |
| 248356107 | DNN | DENISON MINES CORP | $8.9M | 0.06% | 4,434,500 | Common | SHARED |
| 969904101 | WSM | WILLIAMS SONOMA INC | $8.8M | 0.06% | 31,100 | Common | SHARED |
| 617446448 | MS | MORGAN STANLEY | $8.2M | 0.05% | 84,301 | Common | SHARED |
| 084423102 | WRB | BERKLEY W R CORP | $7.6M | 0.05% | 96,600 | Common | SHARED |
| 558868105 | MDGL | MADRIGAL PHARMACEUTICALS INC | $6.6M | 0.04% | 23,649 | Common | SHARED |
| 67103H107 | ORLY | OREILLY AUTOMOTIVE INC | $5.2M | 0.03% | 4,929 | Common | SHARED |
| 60937P106 | MDB | MONGODB INC | $4.8M | 0.03% | 19,085 | Common | SHARED |
| 02376R102 | AAL | AMERICAN AIRLS GROUP INC | $4.6M | 0.03% | 410,000 | Common | SHARED |
| 72352L106 | PINS | PINTEREST INC | $2.8M | 0.02% | 62,500 | CALL | SHARED |
| 72352L106 | PINS | PINTEREST INC | $2.8M | 0.02% | 62,500 | PUT | SHARED |
| 984245100 | YPF | YPF SOCIEDAD ANONIMA | $2.5M | 0.02% | 123,139 | Common | SHARED |
| 464287234 | EEM | ISHARES TR | $2.1M | 0.01% | 49,047 | Common | SHARED |
| 91688R108 | URG | UR-ENERGY INC | $1.9M | 0.01% | 1,405,000 | Common | SHARED |
| M4757U106 | GAUZ | GAUZY LTD | $1.7M | 0.01% | 145,000 | Common | SHARED |
| 142038108 | CRBU | CARIBOU BIOSCIENCES INC | $1.4M | 0.01% | 840,630 | Common | SHARED |
| 651229106 | NWL | NEWELL BRANDS INC | $1.0M | 0.01% | 160,000 | Common | SHARED |
| 464286822 | EWW | ISHARES INC | $599,649 | 0.00% | 10,590 | Common | SHARED |
| 058934100 | BBAR | BANCO BBVA ARGENTINA S A | $546,229 | 0.00% | 58,990 | Common | SHARED |
| 514952100 | LB | LANDBRIDGE COMPANY LLC | $458,950 | 0.00% | 20,000 | Common | SHARED |
| 35671D857 | FCX | FREEPORT-MCMORAN INC | $219,153 | 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.