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Rokos Capital Management LLP — 13F Holdings & Portfolio

CIK 1666335 · latest 13F-HR filed 2026-08-14

Backtest portfolio

Rokos Capital Management LLP manages $26.79B in 13F-reported U.S. long-equity assets across 254 reported positions as of its 2026-06-30 13F-HR filing. Its largest disclosed positions are QQQ (15.71%), QQQ (7.69%), QQQ (7.42%). Quarter over quarter (versus its 2026-03-31 filing) the fund opened 63 new positions and exited 56; 29 existing positions rose in reported value and 39 fell.

AUM is the long-equity portion reported on Form 13F-HR. Excludes short positions, cash, foreign holdings, and non-13F assets. For informational purposes only — not investment advice.

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AUM
$26.79B

Long-equity book

Holdings
254

Distinct positions

Period
2026-06-30

Filed 2026-08-14

Q/Q Activity
+63 / −56 / ↑29 / ↓39

vs 2026-03-31

Portfolio charts

Latest quarter's book, what changed, and how the portfolio has evolved across filings.

Firm Profile & Key People
Name Title / Status Ownership Type

Quarter-over-quarter changes

Changes in reported position value vs the prior 13F, so price moves count too, not just shares bought or sold.

Top Adds (vs prior quarter)

Show all 29 →

Top Trims

Show all 39 →

New Positions

Show all 63 →

Exited Positions

Show all 56 →

Rokos Capital Management LLP Holdings (2026-06-30)

Rows tagged Call or Put are options positions, not stock. Per SEC Form 13F-HR, Value shows the notional value of the underlying (shares covered × underlying price), not the option premium. Shares is the number of underlying shares covered (divide by 100 for contract count).

# Issuer Symbol CUSIP Value Weight Shares Type
1 INVESCO QQQ TR QQQ 46090E103 $4.21B 15.71% 5,719,724 SH
2 INVESCO QQQ TR Put QQQ 46090E103 $2.06B 7.69% 2,800,000 SH
3 INVESCO QQQ TR Put QQQ 46090E103 $1.99B 7.42% 2,700,000 SH
4 INVESCO QQQ TR Put QQQ 46090E103 $1.10B 4.12% 1,500,000 SH
5 INVESCO QQQ TR Put QQQ 46090E103 $1.03B 3.85% 1,400,000 SH
6 INVESCO QQQ TR Put QQQ 46090E103 $1.03B 3.85% 1,400,000 SH
7 INVESCO QQQ TR Put QQQ 46090E103 $1.00B 3.74% 1,360,000 SH
8 INVESCO QQQ TR Put QQQ 46090E103 $1.00B 3.74% 1,360,000 SH
9 INVESCO QQQ TR Put QQQ 46090E103 $993.6M 3.71% 1,350,000 SH
10 INVESCO QQQ TR Put QQQ 46090E103 $993.6M 3.71% 1,350,000 SH
11 INVESCO QQQ TR Put QQQ 46090E103 $588.8M 2.20% 800,000 SH
12 ISHARES TR Call IWM 464287655 $510.8M 1.91% 1,700,000 SH
13 APPLE INC Call AAPL 037833100 $468.7M 1.75% 1,620,000 SH
14 META PLATFORMS INC Put META 30303M102 $450.7M 1.68% 800,000 SH
15 INVESCO QQQ TR Call QQQ 46090E103 $411.0M 1.53% 558,400 SH
16 INVESCO QQQ TR Put QQQ 46090E103 $411.0M 1.53% 558,400 SH
17 ALPHABET INC Put GOOGL 02079K305 $364.4M 1.36% 1,020,000 SH
18 ALPHABET INC Call GOOG 02079K107 $282.7M 1.05% 800,000 SH
19 NVIDIA CORPORATION Put NVDA 67066G104 $259.8M 0.97% 1,300,000 SH
20 NVIDIA CORPORATION Put NVDA 67066G104 $259.8M 0.97% 1,300,000 SH
21 INVESCO QQQ TR Put QQQ 46090E103 $257.6M 0.96% 350,000 SH
22 GOLDMAN SACHS GROUP INC Call GS 38141G104 $248.8M 0.93% 246,000 SH
23 ALPHABET INC GOOGL 02079K305 $199.2M 0.74% 557,702 SH
24 CAPITAL ONE FINL CORP Call COF 14040H105 $192.5M 0.72% 960,000 SH
25 NVIDIA CORPORATION NVDA 67066G104 $189.7M 0.71% 949,132 SH
26 ADVANCED MICRO DEVICES INC Call AMD 007903107 $179.1M 0.67% 308,580 SH
27 SANDISK CORP SNDK 80004C200 $165.2M 0.62% 72,771 SH
28 CITIGROUP INC C 172967424 $151.9M 0.57% 1,085,285 SH
29 APPLE INC AAPL 037833100 $135.6M 0.51% 468,632 SH
30 META PLATFORMS INC META 30303M102 $113.3M 0.42% 201,190 SH
31 ALPHABET INC Call GOOGL 02079K305 $107.2M 0.40% 300,000 SH
32 ALPHABET INC Call GOOGL 02079K305 $107.2M 0.40% 300,000 SH
33 APPLIED MATLS INC AMAT 038222105 $105.7M 0.39% 146,184 SH
34 CITIGROUP INC Call C 172967424 $105.0M 0.39% 750,000 SH
35 MICROSOFT CORP MSFT 594918104 $104.1M 0.39% 279,213 SH
36 LAM RESEARCH CORP LRCX 512807306 $102.8M 0.38% 237,269 SH
37 NORFOLK SOUTHN CORP NSC 655844108 $99.0M 0.37% 314,671 SH
38 BROADCOM INC AVGO 11135F101 $98.1M 0.37% 260,115 SH
39 AMAZON COM INC AMZN 023135106 $94.8M 0.35% 397,840 SH
40 GOLAR LNG LTD GLNG G9456A100 $89.6M 0.33% 1,797,559 SH
41 NVIDIA CORPORATION Call NVDA 67066G104 $84.9M 0.32% 425,000 SH
42 PG&E CORP PCG 69331C108 $76.2M 0.28% 4,531,771 SH
43 GE AEROSPACE Put GE 369604301 $74.7M 0.28% 200,000 SH
44 GE AEROSPACE Put GE 369604301 $74.7M 0.28% 200,000 SH
45 GE AEROSPACE Put GE 369604301 $74.7M 0.28% 200,000 SH
46 GE AEROSPACE Put GE 369604301 $74.7M 0.28% 200,000 SH
47 GE AEROSPACE Put GE 369604301 $74.7M 0.28% 200,000 SH
48 GE AEROSPACE Call GE 369604301 $74.7M 0.28% 200,000 SH
49 GE AEROSPACE Call GE 369604301 $74.7M 0.28% 200,000 SH
50 GE AEROSPACE Call GE 369604301 $74.7M 0.28% 200,000 SH
Filing History
Period Filed AUM Holdings Accession
2026-06-30 2026-08-14 $26.79B 254 0001666335-26-000007
2026-03-31 2026-05-15 $13.23B 221 0001666335-26-000004
2025-12-31 2026-02-13 $25.66B 234 0001666335-26-000002
2025-09-30 2025-11-14 $23.27B 253 0001666335-25-000014
Filer Information
Address
23 SAVILE ROW
LONDON, X0 W1S 2ET
Phone
02036689000
Filing Manager
Rokos Capital Management LLP
LONDON, X0
Signatory
Richard Nikolas Holttum
Chief Compliance Officer