Rokos Capital Management LLP portfolio
Investment firmPortfolio as of Jun 30, 2026 (Q2 2026) · filed with the SEC on Aug 14, 2026 · data updated on Nov 5, 2026 · Q2 2026 13F (filing) ↗ · all its 13F filings ↗
A 13F shows the portfolio at quarter-end and is filed up to 45 days later: these are not real-time positions and they may have changed.
Rokos Capital Management LLP reported a $8.0 bn portfolio of 134 positions to the SEC as of the end of Q2 2026. Its largest positions are QQQ, GOOGL, NVDA. During the quarter it opened Invesco QQQ Trust Series 1 ETF and Arista Networks and exited Invesco Exchange Traded Fund T and CrowdStrike Holdings.
Sections with a free account
What changed this quarter
178 positions with a change (58 new, 28 added to, 42 trimmed, 50 sold); also, 1 entered through an IPO, 1 entered through a spin-off. 12 are listed here: those of 0.5 points of the portfolio or more (up to 12).
- Invesco QQQ Trust Series 1 ETF+52.9 ppof portfolioNew— → 52.9%
- Alphabet−12.0 ppof portfolioReduced17.0% → 2.5%
- Apple−69%fewer sharesReduced6.8% → 1.7%
- NVIDIA−49%fewer sharesReduced5.8% → 2.4%
- Invesco Exchange Traded Fund T−1.7 ppof portfolioSold out2.4% → —
- CrowdStrike Holdings−1.3 ppof portfolioSold out1.9% → —
- RTX−98%fewer sharesReduced1.9% → under 0.1%
- Microsoft+8,449%more sharesIncreasedunder 0.1% → 1.3%
- EchoStar−98%fewer sharesReduced2.0% → under 0.1%
- Amazon.com+686%more sharesIncreased0.2% → 1.2%
- Arista Networks+0.9 ppof portfolioNew— → 0.9%
- Micron Technology−72%fewer sharesReduced1.2% → 0.8%
The figure on the right: for positions added to or trimmed, the change in the number of shares (%); for new and sold ones, the points of the portfolio moved (pp). Below, the portfolio weight before → after. Traded weight: what it bought or sold, excluding price effects.
Top holdings
- Invesco QQQ Trust Series 1 ETFQQQ52.9%
- AlphabetGOOGL2.5%
- NVIDIANVDA2.4%
- SandiskSNDK2.1%
- CitigroupC1.9%
- AppleAAPL1.7%
- Meta PlatformsMETA1.4%
- Applied MaterialsAMAT1.3%
- MicrosoftMSFT1.3%
- Lam ResearchLRCX1.3%
- Norfolk SouthernNSC1.2%
- BroadcomAVGO1.2%
- Amazon.comAMZN1.2%
- Golar LNGGLNG1.1%
- Pg&ePCG1.0%
“Since”: first quarter of the current run, unbroken until today. In the details, prices are the quarter-end prices of the quarters in which it added shares, per the 13F. The manager may have bought at any price within each quarter; the SEC only publishes the value at quarter end.
Portfolio by sector
- ● No sector 53%
- ● Information Technology 20%
- ● Industrials 6%
- ● Energy 4%
- ● Communication Services 4%
- ● Financials 4%
- ● Materials 3%
- ● Consumer Discretionary 2%
- ● Utilities 2%
- ● Consumer Staples 1%
- ● Health Care 1%
How its portfolio changed (8 quarters)
Q2 2026: 134
Q2 2026: 69%
Q2 2026: 58.7%
Traded turnover: the weight it bought plus the weight it sold in the quarter, divided by two, excluding price moves. The plain “turnover” in the header does include that effect. With a free account: the full history and sectors over time.
Declared options (25)
Besides stocks, Rokos Capital Management LLP declared 8 puts (they gain if the stock falls) and 17 calls (they gain if it rises) with a notional of $18.8 bn. The 13F reports the value of the underlying shares, not the premium paid, so these figures look large and are not added to the portfolio. Nor does it say whether the option is bought or written, or its strike or expiry: it may be a hedge.
- PUTInvesco QQQ Trust Series 1 ETFQQQ$12.5 bn
- PUTNVIDIANVDA$569M
- CALLiShares Russell 2000 ETFIWM$547M
- PUTMeta PlatformsMETA$471M
- CALLAppleAAPLnew this quarter$469M
- PUTGE AerospaceGEnew this quarter$448M
- CALLInvesco QQQ Trust Series 1 ETFQQQ$411M
- PUTAlphabetGOOGLnew this quarter$364M
- CALLGE AerospaceGEnew this quarter$299M
- CALLAlphabetGOOGnew this quarter$283M
- CALLGoldman Sachs GroupGSnew this quarter$249M
- CALLOracleORCL$243M
Stakes above 5% (13D/13G)
Companies where this filer reported holding 5% or more of the shares. It is the figure from its latest filing on each one; history since December 2024.
How we classify it
Investment firm, per its Form ADV of Jun 29, 2026 (high confidence).
The data, as reported: ROKOS CAPITAL MANAGEMENT LLP (CRD 281215): 7.B private funds: 2 hedge (gross assets $219.4 bn); 5.D assets by client type: pooled vehicles 100% (of $219.4 bn)
The type comes from a rule applied to that data. If it looks wrong, tell us.
Not counted as a concentrated manager: its portfolio is not within 5 to 100 positions; more than 20% is options; more than 20% is ETFs. Its portfolio is shown all the same, but it is left out of manager counts, the consensus and the ranking. How this is decided
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Same type of filer and a 13F portfolio value between a third and three times this one. It is not a comparison of what they hold.
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