13F Filings/Rokos Capital Management LLP

Rokos Capital Management LLP

Hedge FundCIK0001666335LocationLONDON, United Kingdom W1S 2ET, United States

Long U.S. equity positions disclosed to the SEC on Form 13F-HR.

Latest filingQ2 2026Quarter ended30 Jun 2026Filed14 Aug 2026
Firm profile · Form ADV
SEC adviser registration

Rokos Capital Management LLP is an investment advisory firm specializing in investment management for private investment funds, offering tailored investment advisory services to its clients. The firm manages assets for pooled investment vehicles, such as the Global Macro Fund, and also provides discretionary investment advisory services to collateralized loan obligations (CLOs) and related warehouse facilities through an affiliated entity.Summarised from the firm’s Form ADV Part 2A brochure.

CRD
281215 · 801-126230
Portfolio Turnover
42%
Of book traded, QoQ
Positions
254
Long U.S. equities
Top 10 Concentration
58%
Of reported value
QoQ Change
$13.6B
Value change
Assets under management
Form ADV RAUM · client mix · 13F over time
Regulatory AUM
$219.4B
Form ADV, as of Jun 2026
● 100% discretionary ($219.4B)
By client type
Pooled investment vehicles: $219.4B (100.0%) · 2 clients
Pooled investment vehicles
$219.4B · 100%
13F AUM over time
$26.8B
Q2 ’26 · 13F AUM
▲ 73563%
31 quarters
Reported Holdings
Q2 2026 · upgrade to Pro for past quarters
↗
★ Position spotlightQQQINVESCO QQQ TR · 15.7% of bookThis highlighted stock and its 1Y chart are public
Loading position history…
Security⇅Shares⇅Market Value▼Est. Cost⇅Last Px⇅Est. Return⇅% Portfolio⇅Δ Shares⇅Action⇅
INVESCO QQQ TR
QQQ
5.72MSH$4.2B~$735.97$713.44▼3.1%15.7%▲ 924.3%Added
INVESCO QQQ TR
QQQ
2.80MPut$2.1B—$713.44—7.7%▲ 401.4%Added
INVESCO QQQ TR
QQQ
2.70MPut$2.0B—$713.44—7.4%▲ 383.5%Added
INVESCO QQQ TR
QQQ
1.50MPut$1.1B—$713.44—4.1%▲ 168.6%Added
INVESCO QQQ TR
QQQ
1.40MPut$1.0B—$713.44—3.8%▲ 150.7%Added
INVESCO QQQ TR
QQQ
1.40MPut$1.0B—$713.44—3.8%▲ 150.7%Added
INVESCO QQQ TR
QQQ
1.36MPut$1.0B—$713.44—3.7%▲ 143.6%Added
INVESCO QQQ TR
QQQ
1.36MPut$1.0B—$713.44—3.7%▲ 143.6%Added
INVESCO QQQ TR
QQQ
1.35MPut$993.6M—$713.44—3.7%▲ 141.8%Added
INVESCO QQQ TR
QQQ
1.35MPut$993.6M—$713.44—3.7%▲ 141.8%Added
QQQINVESCO QQQ TRAdded
$4.2B· 15.7%· 5.72M SH· ▲ 924.3%· cost $735.97· last $713.44· ▼3.1%
UNIT SER 1 · OTR
QQQINVESCO QQQ TRAdded
$2.1B· 7.7%· 2.80M Put· ▲ 401.4%· last $713.44
UNIT SER 1 · OTR
QQQINVESCO QQQ TRAdded
$2.0B· 7.4%· 2.70M Put· ▲ 383.5%· last $713.44
UNIT SER 1 · OTR
QQQINVESCO QQQ TRAdded
$1.1B· 4.1%· 1.50M Put· ▲ 168.6%· last $713.44
UNIT SER 1 · OTR
QQQINVESCO QQQ TRAdded
$1.0B· 3.8%· 1.40M Put· ▲ 150.7%· last $713.44
UNIT SER 1 · OTR
QQQINVESCO QQQ TRAdded
$1.0B· 3.8%· 1.40M Put· ▲ 150.7%· last $713.44
UNIT SER 1 · OTR
QQQINVESCO QQQ TRAdded
$1.0B· 3.7%· 1.36M Put· ▲ 143.6%· last $713.44
UNIT SER 1 · OTR
QQQINVESCO QQQ TRAdded
$1.0B· 3.7%· 1.36M Put· ▲ 143.6%· last $713.44
UNIT SER 1 · OTR
QQQINVESCO QQQ TRAdded
$993.6M· 3.7%· 1.35M Put· ▲ 141.8%· last $713.44
UNIT SER 1 · OTR
QQQINVESCO QQQ TRAdded
$993.6M· 3.7%· 1.35M Put· ▲ 141.8%· last $713.44
UNIT SER 1 · OTR
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Sector Breakdown
Q2 2026
Unclassified67.9% · $18.2B
Information Technology13.2% · $3.5B
Communication Services6.3% · $1.7B
Industrials4.4% · $1.2B
Financials3.1% · $839.3M
Consumer Discretionary1.7% · $442.2M
Materials1.2% · $311.1M
Other2.3% · $611.0M
← All 13F filings