Rokos Capital Management LLP
In its 13F for Q2 2024 (holdings as of June 30, 2024, filed August 14, 2024), Rokos Capital Management LLP reported 75 stock positions worth $4.2 billion. Its top holding was Amazon.com (AMZN) at 8.8% of the portfolio, followed by Bank of America (BAC, 7.3%) and Micron Technology (MU, 7.1%). Compared with Q1 2024, it opened 28 new positions, sold out of 23, added to 23 and reduced 17. The biggest buy was Amazon.com (AMZN, shares +207%) and the biggest sale an exit from iShares Russell 2000 ETF (IWM).
- Most Recent 13F
- Q2 2026
- Location
- LONDON, X0
- CIK
- 0001666335
- Portfolio Value
- $4.2B (Q2 2024)
- SEC Filing
- 0001666335-24-000011 ↗ filed Aug 14, 2024
Holdings Value
Holdings 75 stocks · $4.2B
| AMZN Amazon.com Inc. | 8.78% | 1,921,306 | $371.5M | Add +206.7% |
| BAC Bank of America Corp. filed as BANK AMERICA CORP | 7.34% | 7,802,884 | $310.3M | Add +157.4% |
| MU Micron Technology Inc. | 7.09% | 2,280,431 | $299.8M | Add +174.4% |
| MSFT Microsoft Corp. | 5.93% | 561,626 | $251.0M | Add +29.4% |
| AVGO Broadcom Inc. | 5.52% | 145,571 | $233.6M | New |
| META Meta Platforms Inc. Class A | 5.15% | 431,927 | $217.8M | Add +14.4% |
| NVDA Nvidia Corp. | 5.03% | 1,724,810 | $212.9M | Add +15.7% |
| CRM Salesforce Inc. | 4.80% | 789,760 | $203.1M | Add +771.1% |
| AMD Advanced Micro Devices | 4.46% | 1,163,606 | $188.7M | Add +732.7% |
| WFC Wells Fargo & Co. | 4.10% | 2,917,449 | $173.2M | Add +11.3% |
| MRVL Marvell Technology Inc. | 3.58% | 2,161,109 | $151.2M | Add +12.9% |
| XLE SS Energy Select Sector | 2.85% | 1,319,971 | $120.3M | No change |
| CIEN Ciena Corp. | 2.32% | 2,037,123 | $98.1M | Add +33.6% |
| CEG Constellation Energy | 1.94% | 409,791 | $82.0M | New |
| GS Goldman Sachs Group Inc. | 1.84% | 171,676 | $77.6M | Add +73.9% |
| FTNT Fortinet Inc. | 1.69% | 1,183,430 | $71.3M | Add +57.7% |
| WDAY Workday Inc. Class A | 1.51% | 286,315 | $64.0M | Reduce -14.0% |
| GDXJ Vaneck Junior Gold Miners | 1.42% | 1,422,147 | $60.0M | No change |
| JPM JPMorgan Chase & Co. | 1.38% | 288,016 | $58.2M | Add +31.9% |
| CCJ Cameco Corp. | 1.26% | 1,081,436 | $53.2M | Add +686.0% |
| VST Vistra Corp. | 1.22% | 601,604 | $51.7M | New |
| IBM Intl Business Machines Corp. filed as INTERNATIONAL BUSINESS MACHS | 1.11% | 271,694 | $47.0M | New |
| C Citigroup Inc. | 1.10% | 733,422 | $46.6M | Add +2.8% |
| LOW Lowe's Cos Inc. | 0.88% | 169,682 | $37.4M | Add +196.2% |
| INTC Intel Corp. | 0.83% | 1,131,477 | $35.0M | Reduce -50.3% |
| GGAL Grupo Financiero Galicia-ADR | 0.74% | 1,022,809 | $31.3M | Add +78.6% |
| LRCX Lam Research Corp. | 0.69% | 27,394 | $29.1M | New |
| GOOGL Alphabet Inc. Class A | 0.68% | 157,971 | $28.8M | New |
| AMAT Applied Materials Inc. | 0.68% | 121,140 | $28.6M | New |
| MPWR Monolithic Power Systems Inc. | 0.65% | 33,329 | $27.3M | Reduce -29.6% |
| PEG Public Service Enterprise GP | 0.61% | 351,823 | $25.9M | New |
| BKNG Booking Holdings Inc. | 0.61% | 6,506 | $25.7M | New |
| NTLA Intellia Therapeutics Inc. | 0.60% | 1,140,973 | $25.5M | Reduce -22.0% |
| ARWR Arrowhead Pharmaceuticals Inc. | 0.58% | 939,984 | $24.4M | Reduce -23.5% |
| UEC Uranium Energy Corp. | 0.57% | 3,999,679 | $24.0M | Add +160.1% |
| SBUX Starbucks Corp. | 0.56% | 305,716 | $23.8M | New |
| LULU Lululemon Athletica Inc. | 0.55% | 77,932 | $23.3M | New |
| MTZ Mastec Inc. | 0.49% | 193,007 | $20.6M | New |
| URNM Sprott Uranium Miners ETF | 0.48% | 413,935 | $20.4M | Add +12.6% |
| MAR Marriott International Class A | 0.48% | 83,554 | $20.2M | Add +97.2% |
| DHI D.R. Horton Inc. | 0.48% | 143,307 | $20.2M | New |
| DDOG Datadog Inc. Class A | 0.48% | 155,581 | $20.2M | Reduce -48.7% |
| SHW The Sherwin-Williams Co. | 0.45% | 63,896 | $19.1M | New |
| PWR Quanta Services Inc. | 0.45% | 75,025 | $19.1M | New |
| PANW Palo Alto Networks Inc. | 0.45% | 56,197 | $19.1M | Reduce -49.9% |
| MA Mastercard Inc. Class A | 0.43% | 41,511 | $18.3M | No change |
| SPGI S&P Global Inc. | 0.41% | 38,922 | $17.4M | Reduce -49.8% |
| BMA Banco Macro SA-ADR | 0.40% | 292,119 | $16.8M | Add +4652.2% |
| ZS Zscaler Inc. | 0.38% | 84,562 | $16.2M | Reduce -8.9% |
| TJX TJX Companies Inc. filed as TJX COS INC NEW | 0.35% | 132,901 | $14.6M | Reduce -49.1% |
| XHB SS SPDR S&P Homebldrs ETF | 0.34% | 142,099 | $14.4M | New |
| NXE Nexgen Energy Ltd. | 0.34% | 2,050,495 | $14.3M | New |
| CRWD CrowdStrike Holdings Inc. Class A | 0.32% | 35,204 | $13.5M | Reduce -47.9% |
| COHR Coherent Corp. | 0.30% | 172,958 | $12.5M | New |
| TEAM Atlassian Corp. Class A | 0.26% | 62,196 | $11.0M | Reduce -66.0% |
| CMG Chipotle Mexican Grill Inc. | 0.26% | 175,000 | $11.0M | No change |
| BLCO Bausch + Lomb Corp. | 0.25% | 720,000 | $10.4M | Add +122.2% |
| DNN Denison Mines Corp. | 0.21% | 4,434,500 | $8.9M | New |
| WSM Williams-Sonoma Inc. | 0.21% | 31,100 | $8.8M | New |
| MS Morgan Stanley | 0.19% | 84,301 | $8.2M | Reduce -80.8% |
| WRB WR Berkley Corp. filed as BERKLEY W R CORP | 0.18% | 96,600 | $7.6M | New |
| MDGL Madrigal Pharmaceuticals Inc. | 0.16% | 23,649 | $6.6M | Reduce -37.4% |
| ORLY O'reilly Automotive Inc. | 0.12% | 4,929 | $5.2M | New |
| MDB Mongodb Inc. | 0.11% | 19,085 | $4.8M | Reduce -57.9% |
| AAL American Airlines Group Inc. | 0.11% | 410,000 | $4.6M | No change |
| YPF YPF S.A.-Sponsored ADR filed as YPF SOCIEDAD ANONIMA | 0.06% | 123,139 | $2.5M | Reduce -61.2% |
| EEM iShares MSCI Emerging Market | 0.05% | 49,047 | $2.1M | New |
| URG Ur-Energy Inc. | 0.05% | 1,405,000 | $1.9M | New |
| GAUZ Gauzy Ltd. | 0.04% | 145,000 | $1.7M | New |
| CRBU Caribou Biosciences Inc. | 0.03% | 840,630 | $1.4M | No change |
| NWL Newell Brands Inc. | 0.02% | 160,000 | $1.0M | New |
| EWW iShares MSCI Mexico ETF | 0.01% | 10,590 | $600K | Reduce -91.9% |
| BBAR Bbva Argentina SA-ADR filed as BANCO BBVA ARGENTINA S A | 0.01% | 58,990 | $546K | No change |
| LB Landbridge Co. LLC-A | 0.01% | 20,000 | $459K | New |
| FCX Freeport-McMoran Inc. | 0.01% | 4,509 | $219K | New |
Options reported separately and not counted above: QQQ calls ($5.1B), QQQ puts ($2.8B), IWM puts ($1.0B), EEM calls ($745.4M), IWM calls ($661.3M), FXI puts ($200.6M), PDD puts ($192.0M), MU calls ($107.1M), SMH calls ($101.6M), UBS calls ($97.5M), EWZ calls ($94.2M), XLE calls ($91.2M), and 11 more.
Other holdings (2): bonds, preferreds, convertibles and warrants · $107.7M (not counted above)
| Security | Class | Shares / Principal | Value | Change |
|---|---|---|---|---|
| DISH NETWORK CORP (DISH 3.375 08/15/26) | NOTE 3.375% 8/1 · principal | 150,202,000 | $93.5M | Add +41.3% |
| ANYWHERE RE GRP/REALOGY (HOUS 0.25 06/15/26) | NOTE 0.250% 6/1 · principal | 17,500,000 | $14.2M | New |
Total filed on the 13F, all lines: $4.3B.
Portfolio Sells Q1 2024 → Q2 2024
| IWM iShares Russell 2000 ETF | Sold out | 0.00% | −8.49 |
| QQQ Invesco QQQ Trust Series 1 | Sold out | 0.00% | −6.81 |
| GOOG Alphabet Inc. Class C | Sold out | 0.00% | −5.82 |
| AAPL Apple Inc. | Sold out | 0.00% | −4.30 |
| CB Chubb Ltd. | Sold out | 0.00% | −3.01 |
| LSCC Lattice Semiconductor Corp. | Sold out | 0.00% | −2.48 |
| INTC Intel Corp. | Reduce -50.3% | 0.83% | −1.79 |
| LLY Eli Lilly & Co. | Sold out | 0.00% | −1.64 |
| SNOW Snowflake Inc. | Sold out | 0.00% | −1.52 |
| STZ Constellation Brands Inc. Class A | Sold out | 0.00% | −1.40 |
| XLF SS Financial Select Sector | Sold out | 0.00% | −1.29 |
| MS Morgan Stanley | Reduce -80.8% | 0.19% | −0.88 |
| WDAY Workday Inc. Class A | Reduce -14.0% | 1.51% | −0.86 |
| TEAM Atlassian Corp. Class A | Reduce -66.0% | 0.26% | −0.67 |
| EXPE Expedia Group Inc. | Sold out | 0.00% | −0.67 |
| BKLN Invesco Senior Loan ETF | Sold out | 0.00% | −0.55 |
| EWZ iShares MSCI Brazil ETF | Sold out | 0.00% | −0.52 |
| DDOG Datadog Inc. Class A | Reduce -48.7% | 0.48% | −0.50 |
| SPGI S&P Global Inc. | Reduce -49.8% | 0.41% | −0.45 |
| NTLA Intellia Therapeutics Inc. | Reduce -22.0% | 0.60% | −0.45 |
| DKNG Draftkings Inc. Class A | Sold out | 0.00% | −0.41 |
| PANW Palo Alto Networks Inc. | Reduce -49.9% | 0.45% | −0.38 |
| TJX TJX Companies Inc. | Reduce -49.1% | 0.35% | −0.34 |
| ARWR Arrowhead Pharmaceuticals Inc. | Reduce -23.5% | 0.58% | −0.34 |
| MDB Mongodb Inc. | Reduce -57.9% | 0.11% | −0.31 |
| BRBR Bellring Brands Inc. | Sold out | 0.00% | −0.26 |
| CRWD CrowdStrike Holdings Inc. Class A | Reduce -47.9% | 0.32% | −0.25 |
| EWW iShares MSCI Mexico ETF | Reduce -91.9% | 0.01% | −0.22 |
| BHC Bausch Health Cos Inc. | Sold out | 0.00% | −0.19 |
| MPWR Monolithic Power Systems Inc. | Reduce -29.6% | 0.65% | −0.19 |
| SNAP Snap Inc. Class A | Sold out | 0.00% | −0.13 |
| MDGL Madrigal Pharmaceuticals Inc. | Reduce -37.4% | 0.16% | −0.11 |
| YPF YPF S.A.-Sponsored ADR | Reduce -61.2% | 0.06% | −0.11 |
| TBBB BBB Foods Inc. Class A | Sold out | 0.00% | −0.09 |
| ZS Zscaler Inc. | Reduce -8.9% | 0.38% | −0.08 |
| RIG Transocean Ltd. | Sold out | 0.00% | −0.08 |
| SDHC Smith Douglas Homes Corp. | Sold out | 0.00% | −0.05 |
| ALAB Astera Labs Inc. | Sold out | 0.00% | −0.04 |
| RDDT Reddit Inc. Class A | Sold out | 0.00% | −0.01 |
| ON On Semiconductor | Sold out | 0.00% | −0.01 |
Portfolio Buys Q1 2024 → Q2 2024
| AMZN Amazon.com Inc. | Add +206.7% | 8.78% | +5.84 |
| AVGO Broadcom Inc. | New | 5.52% | +5.52 |
| MU Micron Technology Inc. | Add +174.4% | 7.09% | +4.53 |
| BAC Bank of America Corp. | Add +157.4% | 7.34% | +4.34 |
| CRM Salesforce Inc. | Add +771.1% | 4.80% | +4.09 |
| AMD Advanced Micro Devices | Add +732.7% | 4.46% | +3.80 |
| CEG Constellation Energy | New | 1.94% | +1.94 |
| NVDA Nvidia Corp. | Add +15.7% | 5.03% | +1.52 |
| VST Vistra Corp. | New | 1.22% | +1.22 |
| MSFT Microsoft Corp. | Add +29.4% | 5.93% | +1.17 |
| IBM Intl Business Machines Corp. | New | 1.11% | +1.11 |
| CCJ Cameco Corp. | Add +686.0% | 1.26% | +1.10 |
| GS Goldman Sachs Group Inc. | Add +73.9% | 1.84% | +0.76 |
| LRCX Lam Research Corp. | New | 0.69% | +0.69 |
| GOOGL Alphabet Inc. Class A | New | 0.68% | +0.68 |
| AMAT Applied Materials Inc. | New | 0.68% | +0.68 |
| PEG Public Service Enterprise GP | New | 0.61% | +0.61 |
| BKNG Booking Holdings Inc. | New | 0.61% | +0.61 |
| SBUX Starbucks Corp. | New | 0.56% | +0.56 |
| LULU Lululemon Athletica Inc. | New | 0.55% | +0.55 |
| LOW Lowe's Cos Inc. | Add +196.2% | 0.88% | +0.50 |
| MTZ Mastec Inc. | New | 0.49% | +0.49 |
| DHI D.R. Horton Inc. | New | 0.48% | +0.48 |
| SHW The Sherwin-Williams Co. | New | 0.45% | +0.45 |
| PWR Quanta Services Inc. | New | 0.45% | +0.45 |
| BMA Banco Macro SA-ADR | Add +4652.2% | 0.40% | +0.39 |
| META Meta Platforms Inc. Class A | Add +14.4% | 5.15% | +0.36 |
| GGAL Grupo Financiero Galicia-ADR | Add +78.6% | 0.74% | +0.36 |
| CIEN Ciena Corp. | Add +33.6% | 2.32% | +0.35 |
| FTNT Fortinet Inc. | Add +57.7% | 1.69% | +0.35 |
| XHB SS SPDR S&P Homebldrs ETF | New | 0.34% | +0.34 |
| NXE Nexgen Energy Ltd. | New | 0.34% | +0.34 |
| UEC Uranium Energy Corp. | Add +160.1% | 0.57% | +0.30 |
| COHR Coherent Corp. | New | 0.30% | +0.30 |
| JPM JPMorgan Chase & Co. | Add +31.9% | 1.38% | +0.24 |
| DNN Denison Mines Corp. | New | 0.21% | +0.21 |
| WSM Williams-Sonoma Inc. | New | 0.21% | +0.21 |
| MAR Marriott International Class A | Add +97.2% | 0.48% | +0.20 |
| WRB WR Berkley Corp. | New | 0.18% | +0.18 |
| WFC Wells Fargo & Co. | Add +11.3% | 4.10% | +0.13 |
| ORLY O'reilly Automotive Inc. | New | 0.12% | +0.12 |
| BLCO Bausch + Lomb Corp. | Add +122.2% | 0.25% | +0.10 |
| EEM iShares MSCI Emerging Market | New | 0.05% | +0.05 |
| URG Ur-Energy Inc. | New | 0.05% | +0.05 |
| GAUZ Gauzy Ltd. | New | 0.04% | +0.04 |
| MRVL Marvell Technology Inc. | Add +12.9% | 3.58% | +0.03 |
| NWL Newell Brands Inc. | New | 0.02% | +0.02 |
| LB Landbridge Co. LLC-A | New | 0.01% | +0.01 |
| URNM Sprott Uranium Miners ETF | Add +12.6% | 0.48% | +0.01 |
| FCX Freeport-McMoran Inc. | New | 0.01% | +0.01 |
Options Activity Q1 2024 → Q2 2024
| QQQ Invesco QQQ Trust Series 1 | call | Reduce -0.7% | 10,570,000 | $5.1B |
| QQQ Invesco QQQ Trust Series 1 | put | Reduce -63.8% | 5,950,000 | $2.8B |
| IWM iShares Russell 2000 ETF | put | Add +35.1% | 5,000,000 | $1.0B |
| EEM iShares MSCI Emerging Market | call | New | 17,500,000 | $745.4M |
| IWM iShares Russell 2000 ETF | call | Reduce -44.4% | 3,262,000 | $661.3M |
| FXI iShares China Large-Cap ETF | put | New | 7,600,000 | $200.6M |
| ITB iShares U.S. Home Constructi | put | Sold out | 1,250,000 | $144.8Mbefore exit |
| MU Micron Technology Inc. | call | New | 815,000 | $107.1M |
| SMH Vaneck Semiconductor ETF | call | New | 390,000 | $101.6M |
| EWZ iShares MSCI Brazil ETF | call | New | 3,450,000 | $94.2M |
| XLE SS Energy Select Sector | call | Reduce -37.5% | 1,000,000 | $91.2M |
| VKTX Viking Therapeutics Inc. | call | Sold out | 797,900 | $65.4Mbefore exit |
| CRM Salesforce Inc. | call | New | 200,000 | $51.4M |
| XLF SS Financial Select Sector | put | Reduce -55.4% | 1,250,000 | $51.4M |
| XLF SS Financial Select Sector | call | New | 1,250,000 | $51.4M |
| LLY Eli Lilly & Co. | call | Sold out | 40,000 | $31.1Mbefore exit |
| EEM iShares MSCI Emerging Market | put | New | 700,000 | $29.8M |
| FCX Freeport-McMoran Inc. | call | New | 600,000 | $29.2M |
| MRVL Marvell Technology Inc. | call | Sold out | 350,000 | $24.8Mbefore exit |
| MRVL Marvell Technology Inc. | put | Sold out | 350,000 | $24.8Mbefore exit |
| TLT iShares 20+ Year Treasury BD | call | Sold out | 250,000 | $23.7Mbefore exit |
| TLT iShares 20+ Year Treasury BD | put | Sold out | 250,000 | $23.7Mbefore exit |
| WDAY Workday Inc. Class A | call | New | 100,000 | $22.3M |
| PANW Palo Alto Networks Inc. | call | New | 60,000 | $20.3M |
| GDX Vaneck Gold Miners ETF | call | Sold out | 550,000 | $17.4Mbefore exit |
| PINS Pinterest Inc. Class A | put | New | 62,500 | $2.8M |
| PINS Pinterest Inc. Class A | call | New | 62,500 | $2.8M |
Calls and puts are listed by the shares they cover; their value is not part of the stock holdings above.
Notes & Other Activity Q1 2024 → Q2 2024
| DISH NETWORK CORP (DISH 3.375 08/15/26) | NOTE 3.375% 8/1 · principal | Add +41.3% | 150,202,000 | $93.5M |
| ANYWHERE RE GRP/REALOGY (HOUS 0.25 06/15/26) | NOTE 0.250% 6/1 · principal | New | 17,500,000 | $14.2M |
Bonds, preferreds, convertibles and warrants; not part of the stock holdings or percentages above.
All Filings
| Quarter | Positions | 13F Reported Value | Top Holdings |
|---|---|---|---|
| Q2 2026 | 134 | $8.0B | QQQ, GOOGL, NVDA, SNDK, C |
| Q1 2026 | 126 | $5.6B | GOOGL, AAPL, NVDA, META, XLV |
| Q4 2025 | 87 | $6.7B | GOOGL, QQQ, AVGO, AMZN, MSFT |
| Q3 2025 | 81 | $7.9B | NVDA, GOOGL, MSFT, QQQ, AMZN |
| Q2 2025 | 92 | $5.9B | MSFT, QQQ, AMZN, GS, META |
| Q1 2025 | 66 | $3.6B | AAPL, MSFT, AMZN, DFS, GS |
| Q4 2024 | 62 | $4.5B | QQQ, NVDA, MSFT, META, GS |
| Q3 2024 | 58 | $2.7B | MSFT, AMZN, AVGO, AMD, NVDA |
| Q2 2024 | 75 | $4.2B | AMZN, BAC, MU, MSFT, AVGO |
| Q1 2024Amended | 70 | $3.8B | IWM, QQQ, GOOG, META, MSFT |