Q2 2026 13F · SEC CIK 1666335

Rokos Capital Management LLP

Hedge fundFiled 2026-08-14 for Q2 2026. Open the filing ↗ · All SEC filings ↗

Reported 13F value: $8.0B
Reported positions: 134
Top holdings a year, 3 yrs: +34.8%
Assets under management: $219.4B

Rokos Capital Management LLP is a hedge fund that reported 134 positions worth $8.0B in its Q2 2026 13F, filed 2026-08-14. Its largest holdings were Invesco Qqq Tr (QQQ, 52.9%), Alphabet Inc (GOOGL, 2.5%), Nvidia Corporation Com (NVDA, 2.4%). A portfolio copying its top holdings returned 34.8% a year over the last 3 years, against 20.4% for the S&P 500.

Rokos Capital Management LLP holdings largest 50 of 134 positions.

Weights are shares of the filer's total reported 13F value, compared with Q1 2026. Share changes may reflect splits; weight changes also reflect price moves. A 13F shows long US-listed positions only, up to 135 days after the fact.

Rokos Capital Management LLP 13F holdings
Stock	% of 13F value	Q1 2026	Shares	Share change	Reported value
QQQInvesco Qqq Tr	52.9%	—	5,719,724	—	$4.2B
GOOGLAlphabet Inc	2.5%	16.8%	557,702	-83.0%	$199.2M
NVDANvidia Corporation Com	2.4%	5.8%	949,132	-48.9%	$189.7M
SNDKSandisk Corp	2.1%	0.6%	72,771	+27.5%	$165.2M
CCitigroup Inc Com New	1.9%	2.1%	1,085,285	+2.9%	$151.9M
AAPLApple Inc	1.7%	6.8%	468,632	-69.0%	$135.6M
METAMeta Platforms Inc Class A	1.4%	3.2%	201,190	-35.0%	$113.3M
AMATApplied Matls Inc	1.3%	0.8%	146,184	+8.2%	$105.7M
MSFTMicrosoft Corp	1.3%	—	279,213	—	$104.1M
LRCXLam Research Corp	1.3%	1.0%	237,269	-8.7%	$102.8M
NSCNorfolk Southn Corp	1.2%	0.7%	314,671	+130.6%	$99.0M
AVGOBroadcom Inc	1.2%	1.3%	260,115	+9.9%	$98.1M
AMZNAmazon Com Inc Com	1.2%	—	397,840	—	$94.8M
GLNGGolar Lng Ltd	1.1%	1.1%	1,797,559	+53.7%	$89.6M
PCGPg&e Corp	1.0%	1.0%	4,531,771	+49.0%	$76.2M
ANETArista Networks Inc	0.9%	—	434,152	—	$73.8M
EQTEQT Corp	0.9%	2.0%	1,340,046	-23.0%	$71.2M
EXEExpand Energy Corporation	0.8%	1.7%	688,699	-20.2%	$62.8M
CIENCiena Corp	0.8%	—	127,045	—	$62.3M
MUMicron Technology Inc	0.8%	1.2%	53,644	-72.2%	$61.8M
HONAHoneywell Aerospace Inc.	0.8%	—	279,404	—	$61.6M
LITELumentum Hldgs Inc Com	0.8%	1.4%	71,577	-38.1%	$61.4M
DARDarling Ingredients Inc	0.7%	—	1,053,323	—	$57.5M
GXOGXO Logistics Inc	0.7%	—	1,110,869	—	$56.3M
HONHoneywell International Inc.	0.7%	—	237,512	—	$53.2M
TSLATesla Inc Com	0.6%	—	111,476	—	$46.9M
ALLYAlly Financial	0.6%	—	973,466	—	$44.7M
TERTeradyne Inc	0.6%	—	91,693	—	$44.4M
COHRCoherent Corp	0.5%	1.0%	101,561	-58.7%	$40.1M
PCTPurecycle Technologies Inc	0.5%	—	4,927,873	—	$40.0M
KKRKkr & Co Inc Cl A	0.5%	—	421,705	—	$38.7M
WDCWestern Digital Corp	0.5%	1.0%	59,993	-69.8%	$38.3M
STXSeagate Technology Hldngs Pl	0.5%	0.9%	39,320	-68.7%	$37.9M
NUNu Hldgs Ltd	0.5%	—	2,810,589	—	$37.6M
NTRANatera Inc Com	0.5%	0.9%	137,049	-43.6%	$37.2M
ATIAti Inc	0.4%	—	180,935	—	$35.7M
DALDelta Air Lines Inc Com New	0.4%	0.7%	353,744	-37.4%	$33.1M
VLOValero Energy Corp	0.4%	0.8%	124,563	-33.2%	$32.4M
VSTVistra Corp Com	0.4%	0.8%	202,530	-31.9%	$32.1M
TTMITTM Technologies, Inc.	0.4%	—	166,379	—	$31.1M
ULTAUlta Beauty Inc	0.4%	—	67,584	—	$30.5M
TACTransalta Corp	0.4%	—	2,061,847	—	$28.5M
AMDAdvanced Micro Devices Inc	0.4%	—	48,651	—	$28.2M
SNOWSnowflake Inc	0.3%	—	107,699	—	$27.4M
MPMp Materials Corp	0.3%	—	477,535	—	$26.8M
SHWSherwin Williams Co Com	0.3%	—	73,507	—	$25.3M
SPCXSpace Ex Tech Spacex Class A	0.3%	—	140,014	—	$23.9M
INTCIntel Corp	0.3%	—	169,689	—	$23.7M
ASAmer Sports Inc	0.3%	—	616,279	—	$20.9M
CTVACorteva Inc Com	0.3%	—	245,571	—	$20.8M

What Rokos Capital Management LLP bought and sold in Q2 2026, against Q1 2026.

New positions

Q1 2026's filing was too long to tell new positions apart.

Share counts compared with the Q1 2026 13F; a split also changes share counts. The latest filing lists more than 50 positions, so a position that left the top 50 may still be held.

How the holdings did against the S&P 500.

1 year: +36.8% /yr; S&P 500 +20.1%
3 years: +34.8% /yr; S&P 500 +20.4%
5 years: +17.4% /yr; S&P 500 +11.6%

A portfolio of the filer's 20 largest 13F positions, weighted by value and rebuilt each quarter on the day the filing became public. 13Fs show long US-listed positions only, so this is an estimate of the stock picks, not the fund's reported returns.

Reported 13F value by quarter.

13F value by quarter
Quarter	13F value	Positions
Q2 2026	$8.0B	134
Q1 2026	$5.6B	126
Q4 2025	$6.7B	87
Q3 2025	$7.9B	81
Q2 2025	$5.9B	92
Q1 2025	$3.6B	66
Q4 2024	$4.5B	62
Q3 2024	$2.7B	58
Q2 2024	$4.2B	75
Q1 2024	$3.8B	70
Q4 2023	$3.2B	50
Q3 2023	$2.7B	77

Questions about Rokos Capital Management LLP's portfolio

What stocks does Rokos Capital Management LLP own?

Rokos Capital Management LLP's latest 13F, for Q2 2026 and filed Aug 14, 2026, lists 134 positions worth $8.0B. The largest are Invesco Qqq Tr (QQQ) at 52.9%, Alphabet Inc (GOOGL) at 2.5%, Nvidia Corporation Com (NVDA) at 2.4%, Sandisk Corp (SNDK) at 2.1% and Citigroup Inc Com New (C) at 1.9%.

What did Rokos Capital Management LLP buy last quarter?

In Q2 2026, Rokos Capital Management LLP added Norfolk Southn Corp (NSC) (+130.6% shares), Golar Lng Ltd (GLNG) (+53.7% shares) and Pg&e Corp (PCG) (+49.0% shares), compared with its Q1 2026 filing.

What did Rokos Capital Management LLP sell last quarter?

In Q2 2026, Rokos Capital Management LLP cut from its top 50 Select Sector Spdr Tr (XLV), cut from its top 50 Invesco S&p 500 Equal Weight ETF (RSP), cut from its top 50 Echostar Corp (ECHO), cut from its top 50 Rtx Corporation Com (RTX), cut from its top 50 Crowdstrike Hldgs Inc Class A (CRWD), Alphabet Inc (GOOGL) (-83.0% shares), Micron Technology Inc (MU) (-72.2% shares) and Western Digital Corp (WDC) (-69.8% shares), compared with its Q1 2026 filing.

How has Rokos Capital Management LLP's portfolio performed?

A portfolio copying Rokos Capital Management LLP's 20 largest 13F holdings each quarter, from the day each filing was public, returned +34.8% a year over the last 3 years, against +20.4% for the S&P 500. Over 1 year: +36.8% against +20.1%. Over 5 years: +17.4% a year against +11.6%.

When is Rokos Capital Management LLP's next 13F filing due?

13F filings are due 45 days after each quarter ends. Rokos Capital Management LLP's filing for the quarter ending Sep 30, 2026 is due by Nov 14, 2026; this page updates the day after it is published.

How much money does Rokos Capital Management LLP manage?

Rokos Capital Management LLP reported $219.4B of regulatory assets under management on its latest SEC Form ADV. Its 13F, which covers only US-listed stocks and options, totals $8.0B.