13F HOLDINGS REPORT
Rokos Capital Management LLP
Quarter ended Q2 2024 · Filed August 14, 2024 · Accession 0001666335-24-000011
Total Value
$15.97B
Positions
124
Other Managers
1
Confidential Omitted
No
Holdings (124)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | INVESCO QQQ TR | IVZ | 4,560,000 | $2.18B | 13.67% |
| 2 | INVESCO QQQ TR | IVZ | 3,800,000 | $1.82B | 11.39% |
| 3 | INVESCO QQQ TR | IVZ | 2,800,000 | $1.34B | 8.40% |
| 4 | INVESCO QQQ TR | IVZ | 2,100,000 | $1.01B | 6.30% |
| 5 | ISHARES TR | 464287655 | 2,500,000 | $506.9M | 3.17% |
| 6 | ISHARES TR | 464287655 | 2,500,000 | $506.9M | 3.17% |
| 7 | INVESCO QQQ TR | IVZ | 1,050,000 | $502.8M | 3.15% |
| 8 | INVESCO QQQ TR | IVZ | 1,000,000 | $478.9M | 3.00% |
| 9 | ISHARES TR | 464287655 | 2,000,000 | $405.5M | 2.54% |
| 10 | AMAZON COM INC | AMZN | 1,921,306 | $371.5M | 2.33% |
| 11 | INVESCO QQQ TR | IVZ | 750,000 | $359.2M | 2.25% |
| 12 | BANK AMERICA CORP | 060505104 | 7,802,884 | $310.3M | 1.94% |
| 13 | ISHARES TR | 464287234 | 7,200,000 | $306.7M | 1.92% |
| 14 | ISHARES TR | 464287234 | 7,200,000 | $306.7M | 1.92% |
| 15 | MICRON TECHNOLOGY INC | MU | 2,280,431 | $299.8M | 1.88% |
| 16 | ISHARES TR | 464287655 | 1,262,000 | $255.9M | 1.60% |
| 17 | MICROSOFT CORP | MSFT | 561,626 | $251.0M | 1.57% |
| 18 | BROADCOM INC | AVGO | 145,571 | $233.6M | 1.46% |
| 19 | INVESCO QQQ TR | IVZ | 460,000 | $220.3M | 1.38% |
| 20 | META PLATFORMS INC | META | 431,927 | $217.8M | 1.36% |
| 21 | NVIDIA CORPORATION | NVDA | 1,724,810 | $212.9M | 1.33% |
| 22 | SALESFORCE INC | CRM | 789,760 | $203.1M | 1.27% |
| 23 | ADVANCED MICRO DEVICES INC | AMD | 1,163,606 | $188.7M | 1.18% |
| 24 | WELLS FARGO CO NEW | 949746101 | 2,917,449 | $173.2M | 1.08% |
| 25 | MARVELL TECHNOLOGY INC | MRVL | 2,161,109 | $151.2M | 0.95% |
| 26 | PDD HOLDINGS INC | PDD | 1,000,000 | $134.7M | 0.84% |
| 27 | SELECT SECTOR SPDR TR | 81369Y506 | 1,319,971 | $120.3M | 0.75% |
| 28 | ISHARES TR | 464287234 | 2,400,000 | $102.2M | 0.64% |
| 29 | VANECK ETF TRUST | 92189F676 | 390,000 | $101.6M | 0.64% |
| 30 | CIENA CORP | CIEN | 2,037,123 | $98.1M | 0.61% |
| 31 | ISHARES INC | 464286400 | 3,450,000 | $94.2M | 0.59% |
| 32 | DISH NETWORK CORPORATION | 25470MAB5 | 150,202,000 | $93.5M | 0.59% |
| 33 | CONSTELLATION ENERGY CORP | CEG | 409,791 | $82.0M | 0.51% |
| 34 | GOLDMAN SACHS GROUP INC | GSCE | 171,676 | $77.6M | 0.49% |
| 35 | FORTINET INC | FTNT | 1,183,430 | $71.3M | 0.45% |
| 36 | UBS GROUP AG | UBS | 2,200,000 | $65.0M | 0.41% |
| 37 | WORKDAY INC | WDAY | 286,315 | $64.0M | 0.40% |
| 38 | VANECK ETF TRUST | 92189F791 | 1,422,147 | $60.0M | 0.38% |
| 39 | JPMORGAN CHASE & CO. | VYLD | 288,016 | $58.2M | 0.36% |
| 40 | PDD HOLDINGS INC | PDD | 425,000 | $57.3M | 0.36% |
| 41 | SELECT SECTOR SPDR TR | 81369Y506 | 600,000 | $54.7M | 0.34% |
| 42 | SELECT SECTOR SPDR TR | 81369Y506 | 600,000 | $54.7M | 0.34% |
| 43 | CAMECO CORP | CCJ | 1,081,436 | $53.2M | 0.33% |
| 44 | ISHARES TR | 464287184 | 2,000,000 | $52.8M | 0.33% |
| 45 | ISHARES TR | 464287184 | 2,000,000 | $52.8M | 0.33% |
| 46 | VISTRA CORP | VST | 601,604 | $51.7M | 0.32% |
| 47 | SALESFORCE INC | CRM | 200,000 | $51.4M | 0.32% |
| 48 | SELECT SECTOR SPDR TR | 81369Y605 | 1,250,000 | $51.4M | 0.32% |
| 49 | SELECT SECTOR SPDR TR | 81369Y605 | 1,250,000 | $51.4M | 0.32% |
| 50 | ISHARES TR | 464287184 | 1,800,000 | $47.5M | 0.30% |
| 51 | ISHARES TR | 464287184 | 1,800,000 | $47.5M | 0.30% |
| 52 | INTERNATIONAL BUSINESS MACHS | INTR | 271,694 | $47.0M | 0.29% |
| 53 | CITIGROUP INC | C-PR | 733,422 | $46.6M | 0.29% |
| 54 | MICRON TECHNOLOGY INC | MU | 320,000 | $42.1M | 0.26% |
| 55 | MICRON TECHNOLOGY INC | MU | 320,000 | $42.1M | 0.26% |
| 56 | UBS GROUP AG | UBS | 1,400,000 | $41.3M | 0.26% |
| 57 | LOWES COS INC | 548661107 | 169,682 | $37.4M | 0.23% |
| 58 | SELECT SECTOR SPDR TR | 81369Y506 | 400,000 | $36.5M | 0.23% |
| 59 | SELECT SECTOR SPDR TR | 81369Y506 | 400,000 | $36.5M | 0.23% |
| 60 | UBS GROUP AG | UBS | 1,200,000 | $35.4M | 0.22% |
| 61 | INTEL CORP | INTC | 1,131,477 | $35.0M | 0.22% |
| 62 | GRUPO FINANCIERO GALICIA S.A | GGAL | 1,022,809 | $31.3M | 0.20% |
| 63 | ISHARES TR | 464287234 | 700,000 | $29.8M | 0.19% |
| 64 | ISHARES TR | 464287234 | 700,000 | $29.8M | 0.19% |
| 65 | LAM RESEARCH CORP | LRCX | 27,394 | $29.1M | 0.18% |
| 66 | ALPHABET INC | GOOG | 157,971 | $28.8M | 0.18% |
| 67 | APPLIED MATLS INC | 038222105 | 121,140 | $28.6M | 0.18% |
| 68 | MONOLITHIC PWR SYS INC | 609839105 | 33,329 | $27.3M | 0.17% |
| 69 | PUBLIC SVC ENTERPRISE GRP IN | 744573106 | 351,823 | $25.9M | 0.16% |
| 70 | BOOKING HOLDINGS INC | BKNG | 6,506 | $25.7M | 0.16% |
| 71 | INTELLIA THERAPEUTICS INC | NTLA | 1,140,973 | $25.5M | 0.16% |
| 72 | ARROWHEAD PHARMACEUTICALS IN | ARWR | 939,984 | $24.4M | 0.15% |
| 73 | FREEPORT-MCMORAN INC | FCX | 500,000 | $24.3M | 0.15% |
| 74 | URANIUM ENERGY CORP | UEC | 3,999,679 | $24.0M | 0.15% |
| 75 | STARBUCKS CORP | SBUX | 305,716 | $23.8M | 0.15% |
| 76 | LULULEMON ATHLETICA INC | LULU | 77,932 | $23.3M | 0.15% |
| 77 | MICRON TECHNOLOGY INC | MU | 175,000 | $23.0M | 0.14% |
| 78 | WORKDAY INC | WDAY | 100,000 | $22.3M | 0.14% |
| 79 | UBS GROUP AG | UBS | 700,000 | $20.7M | 0.13% |
| 80 | MASTEC INC | MTZ | 193,007 | $20.6M | 0.13% |
| 81 | SPROTT FDS TR | SII | 413,935 | $20.4M | 0.13% |
| 82 | PALO ALTO NETWORKS INC | PANW | 60,000 | $20.3M | 0.13% |
| 83 | MARRIOTT INTL INC NEW | 571903202 | 83,554 | $20.2M | 0.13% |
| 84 | D R HORTON INC | 23331A109 | 143,307 | $20.2M | 0.13% |
| 85 | DATADOG INC | DDOG | 155,581 | $20.2M | 0.13% |
| 86 | SHERWIN WILLIAMS CO | SHW | 63,896 | $19.1M | 0.12% |
| 87 | QUANTA SVCS INC | 74762E102 | 75,025 | $19.1M | 0.12% |
| 88 | PALO ALTO NETWORKS INC | PANW | 56,197 | $19.1M | 0.12% |
| 89 | MASTERCARD INCORPORATED | MA | 41,511 | $18.3M | 0.11% |
| 90 | S&P GLOBAL INC | SPGI | 38,922 | $17.4M | 0.11% |
| 91 | BANCO MACRO SA | 05961W105 | 292,119 | $16.8M | 0.11% |
| 92 | ZSCALER INC | ZS | 84,562 | $16.2M | 0.10% |
| 93 | TJX COS INC NEW | 872540109 | 132,901 | $14.6M | 0.09% |
| 94 | SPDR SER TR | 78464A888 | 142,099 | $14.4M | 0.09% |
| 95 | NEXGEN ENERGY LTD | NXE | 2,050,495 | $14.3M | 0.09% |
| 96 | REALOGY GRP LLC/REALOGY CO | 75606DAP6 | 17,500,000 | $14.2M | 0.09% |
| 97 | CROWDSTRIKE HLDGS INC | CRWD | 35,204 | $13.5M | 0.08% |
| 98 | COHERENT CORP | COHR | 172,958 | $12.5M | 0.08% |
| 99 | ATLASSIAN CORPORATION | TEAM | 62,196 | $11.0M | 0.07% |
| 100 | CHIPOTLE MEXICAN GRILL INC | CMG | 175,000 | $11.0M | 0.07% |
| 101 | BAUSCH PLUS LOMB CORP | 071705107 | 720,000 | $10.4M | 0.07% |
| 102 | DENISON MINES CORP | DNN | 4,434,500 | $8.9M | 0.06% |
| 103 | WILLIAMS SONOMA INC | WSM | 31,100 | $8.8M | 0.06% |
| 104 | MORGAN STANLEY | MS-PQ | 84,301 | $8.2M | 0.05% |
| 105 | BERKLEY W R CORP | WRB-PH | 96,600 | $7.6M | 0.05% |
| 106 | MADRIGAL PHARMACEUTICALS INC | MDGL | 23,649 | $6.6M | 0.04% |
| 107 | OREILLY AUTOMOTIVE INC | 67103H107 | 4,929 | $5.2M | 0.03% |
| 108 | FREEPORT-MCMORAN INC | FCX | 100,000 | $4.9M | 0.03% |
| 109 | MONGODB INC | MDB | 19,085 | $4.8M | 0.03% |
| 110 | AMERICAN AIRLS GROUP INC | 02376R102 | 410,000 | $4.6M | 0.03% |
| 111 | YPF SOCIEDAD ANONIMA | YPF | 123,139 | $2.5M | 0.02% |
| 112 | ISHARES TR | 464287234 | 49,047 | $2.1M | 0.01% |
| 113 | UR-ENERGY INC | URG | 1,405,000 | $1.9M | 0.01% |
| 114 | PINTEREST INC | PINS | 42,500 | $1.9M | 0.01% |
| 115 | PINTEREST INC | PINS | 42,500 | $1.9M | 0.01% |
| 116 | GAUZY LTD | GAUZ | 145,000 | $1.7M | 0.01% |
| 117 | CARIBOU BIOSCIENCES INC | CRBU | 840,630 | $1.4M | 0.01% |
| 118 | NEWELL BRANDS INC | NWL | 160,000 | $1.0M | 0.01% |
| 119 | PINTEREST INC | PINS | 20,000 | $881,398 | 0.01% |
| 120 | PINTEREST INC | PINS | 20,000 | $881,398 | 0.01% |
| 121 | ISHARES INC | 464286822 | 10,590 | $599,649 | 0.00% |
| 122 | BANCO BBVA ARGENTINA S A | BBAR | 58,990 | $546,229 | 0.00% |
| 123 | LANDBRIDGE COMPANY LLC | LB | 20,000 | $458,950 | 0.00% |
| 124 | FREEPORT-MCMORAN INC | FCX | 4,509 | $219,153 | 0.00% |