RC
Rokos Capital Management LLP 13F Filings & Institutional Holdings (Q2 2026)
Rokos Capital Management LLPCIK: 0001666335
High-turnover traderConcentrated strategyMomentum follower
Total reported value
$26.8B
Reporting period: 2026-06-30 · Number of holdings: 254
Rokos Capital Management LLP disclosed 254 holdings in its latest 13F filing for the period ending 2026-06-30, with total reported value of $26.8B and a quarterly turnover rate of 113.0%.
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Personality snowflake
- Concentration
- 100
- Portfolio Stability
- 100
- Momentum
- 100
- Sector conviction
- 72.96
- Diversification
- 100
- Sizing Uniformity
- 20.67
Rokos Capital Management LLP's disclosed holdings carry a Herfindahl concentration index of 0.413 — mathematically equivalent to about 2 equally-sized positions, well below its 254 actual disclosed holdings. That gap points to a strategy built around a small core of high-conviction bets rather than broad diversification.
Position sizes vary widely across the portfolio (a coefficient of variation of 7.93), with a handful of outsized bets alongside many smaller positions.
No strong tilt toward either adding to existing winners or initiating outsized new positions was observed in the latest reported quarter.
Sector classification currently covers about 33% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govAdd QQQ
+284.9% $13.6B
Trim META
-43.5% -$495.2M
Sold out EEM
Trim GOOGL
-33.4% -$163.2M
Trim NVDA
-15.9% -$32.4M
Sold out KRE
Holdings Map
New buyAddUnchangedTrim
Institutional Game-State Analysis
Core Intent
This quarter shows an extreme directional shift: QQQ went from 26.34% to 63.81% of the portfolio — effectively a multi-fold lever on the Nasdaq 100. Simultaneously, the fund exited EEM and KRE entirely, took fresh positions in GE and AMD, and trimmed META sharply. The portfolio has been re-compressed into a highly concentrated large-cap tech index bet.
Macro & Fundamentals
The rotation is consistent with a liquidation of emerging-market and small-cap/regional-bank exposure in favor of U.S. mega-cap tech — a 'quality-at-any-price' momentum profile. This could align with a wider market crowding into index-level tech exposure, though a single 13F filing is too thin to establish a confirmed sector trend.
Blind Spots / Risks
The structural vulnerability here is geometric concentration: one ETF position approaching two-thirds of the book, paired with a 100 turnover score that suggests rapid churning into the same basket. With a coefficient of variation at 7.93 and position-sizing discipline scored at 20.67, the portfolio appears to have minimal buffer against a swift de-rating in the tech complex — a positioning squeeze risk that the data does not show being hedged.
Generated by AI directly from this institution's Form 13F disclosures on SEC EDGAR. Reflects historical positioning only and should not be treated as investment advice — the original filing is linked below for verification. View the original 2026-06-30 Form 13F filing on SEC.gov
Top 10 holdings by weight
Full holdings list this quarter
Showing top 154 holdings (of 254 total)
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | QQQ | Invesco Qqq Trust Series 1 | ETF-Tech | 63.81% | +37.47% | +284.90% | |
| 2 | NVDA | Nvidia CORP | Stock-Tech | 3.22% | -3.55% | -15.90% | |
| 3 | GOOGL | Alphabet Inc-cl A | Stock-Comm Services | 2.90% | -4.22% | -33.45% | |
| 4 | GE | General Electric | Stock-Industrials | 2.79% | +2.79% | NEW | |
| 5 | META | Meta Platforms Inc-class A | Stock-Comm Services | 2.32% | -6.12% | -43.47% | |
| 6 | AAPL | Apple Inc | Stock-Tech | 2.26% | -0.64% | +38.07% | |
| 7 | IWM | Ishares Russell 2000 ETF | ETF-Small Cap | 2.18% | +1.95% | +1499.18% | |
| 8 | ORCL | Oracle CORP | Stock-Tech | 1.81% | -1.88% | — | |
| 9 | GOOG | Alphabet Inc-cl C | Stock-Comm Services | 1.05% | +0.94% | +1535.79% | |
| 10 | C | Citigroup Inc | Stock-Financials | 0.96% | +0.06% | +73.95% | |
| 11 | GS | Goldman Sachs Group Inc | Stock-Financials | 0.93% | +0.55% | +314.08% | |
| 12 | AMD | Advanced Micro Devices | Stock-Tech | 0.92% | +0.92% | NEW | |
| 13 | TSLA | Tesla Inc | Stock-Consumer Disc | 0.88% | -0.65% | +2.96% | |
| 14 | COF | Capital One Financial CORP | Stock-Financials | 0.72% | +0.72% | NEW | |
| 15 | SNDK | Sandisk CORP | Stock-Tech | 0.62% | +0.35% | +27.53% | |
| 16 | AMAT | Applied Materials Inc | Stock-Tech | 0.51% | +0.05% | +6.26% | |
| 17 | AMZN | Amazon.com Inc | Stock-Consumer Disc | 0.49% | +0.41% | +982.71% | |
| 18 | MSFT | Microsoft CORP | Stock-Tech | 0.45% | +0.30% | +520.01% | |
| 19 | PLTR | Palantir Technologies Inc-a | Stock-Tech | 0.40% | -0.76% | -11.99% | |
| 20 | LRCX | Lam Research CORP | Stock-Tech | 0.38% | -0.04% | -8.71% | |
| 21 | NSC | Norfolk Southern CORP | Stock-Industrials | 0.37% | +0.07% | +130.64% | |
| 22 | AVGO | Broadcom Inc | Stock-Tech | 0.37% | -0.18% | +9.89% | |
| 23 | GLNG | Golar LNG Limited | Stock-Energy | 0.33% | -0.15% | +53.75% | |
| 24 | PCG | P G & E CORP | Stock-Utilities | 0.28% | -0.12% | +49.04% | |
| 25 | ANET | Arista Networks Inc | Stock-Tech | 0.28% | +0.28% | NEW | |
| 26 | EQT | Eqt CORP | Stock-Energy | 0.27% | -0.57% | -23.01% | |
| 27 | NU | Nu Holdings Ltd. | Stock-Financials | 0.26% | +0.26% | NEW | |
| 28 | CRWD | Crowdstrike Holdings Inc - A | Stock-Tech | 0.25% | -0.54% | -66.79% | |
| 29 | EXE | Expand Energy CORP | Stock-Energy | 0.23% | -0.49% | -20.16% | |
| 30 | CIEN | Ciena CORP | Stock-Tech | 0.23% | +0.03% | +91.16% | |
| 31 | MU | Micron Technology Inc | Stock-Tech | 0.23% | -0.77% | -86.36% | |
| 32 | ✓ | Stock-Other | 0.23% | +0.23% | NEW | ||
| 33 | LITE | Lumentum Holdings Inc | Stock-Tech | 0.23% | -0.38% | -38.08% | |
| 34 | DAR | Darling Ingredients Inc | Stock-Consumer Staples | 0.21% | +0.02% | +158.17% | |
| 35 | GXO | Gxo Logistics Inc | Stock-Industrials | 0.21% | +0.05% | +170.30% | |
| 36 | ✓ | Stock-Other | 0.20% | +0.20% | NEW | ||
| 37 | FLR | Fluor CORP | Stock-Industrials | 0.20% | +0.15% | +671.38% | |
| 38 | NKE | Nike Inc -cl B | Stock-Consumer Disc | 0.17% | +0.17% | NEW | |
| 39 | ALLY | Ally Financial Inc | Stock-Financials | 0.17% | +0.17% | NEW | |
| 40 | TER | Teradyne Inc | Stock-Tech | 0.17% | -0.06% | -10.95% | |
| 41 | MOS | Mosaic Co/the | Stock-Materials | 0.16% | +0.16% | NEW | |
| 42 | GEV | GE Vernova Inc | Stock-Industrials | 0.15% | -0.50% | -64.34% | |
| 43 | COHR | Coherent CORP | Stock-Tech | 0.15% | -0.29% | -58.71% | |
| 44 | PCT | Purecycle Technologies Inc | Stock-Other | 0.15% | +0.09% | +240.14% | |
| 45 | KKR | Kkr & Co Inc | Stock-Financials | 0.14% | +0.14% | NEW | |
| 46 | WDC | Western Digital CORP | Stock-Tech | 0.14% | -0.27% | -69.77% | |
| 47 | STX | Seagate Technology Holdings plc | Stock-Tech | 0.14% | -0.23% | -68.67% | |
| 48 | NTRA | Natera Inc | Stock-Healthcare | 0.14% | -0.23% | -43.58% | |
| 49 | XLI | Ss Industrial Select Sector | ETF-Other | 0.14% | +0.14% | NEW | |
| 50 | ATI | Ati Inc | Stock-Industrials | 0.13% | +0.04% | +125.20% |
1–50 of 154
Portfolio Performance
Performance for Q3 2026
-3.8%
Performance Last 4 Quarters
+34.2%
- Stdev
- +18.9%
- Beta
- +1.37
- Alpha
- -1.4%
- Max Drawdown
- -11.9%
- Annualized Perf
- +27.2%
- Batting Avg vs S&P
- +58.3%
- Sortino
- +3.16
- Stutzer
- +0.42
- Treynor
- +0.19
- Sterling
- +1.51
- Calmar
- +2.29
- Information Ratio
- +0.72
- Tracking Error
- +8.3%
- Stdev Down
- +8.2%
- Winning Months %
- +66.7%
- Losing Months %
- +33.3%
- Best 12 Months
- +60.8%
- Worst 12 Months
- +2.5%
- Efficiency Ratio
- +0.64
- Sharpe
- +1.37
- Stdev Sectors
- +12%
- Skewness
- +0.58
- Kurtosis
- +0.5
- Upside Potential
- +4.91
Reported value over time
Sector allocation
Sector allocation over time
Quarterly history
| Period | Holdings | Total value | Stability | Top holdings | |
|---|---|---|---|---|---|
| 2026 Q2 | 254 | $26.8B | 100 | ||
| 2026 Q1 | 221 | $13.2B | 100 | ||
| 2025 Q4 | 234 | $25.7B | 62 | ||
| 2025 Q3 | 253 | $23.3B | 98 | ||
| 2025 Q2 | 353 | $23.0B | 0 | ||
| 2025 Q1 | 180 | $9.7B | 100 | ||
| 2024 Q4 | 138 | $10.0B | 0 | ||
| 2024 Q3 | 92 | $6.2B | 0 | ||
| 2024 Q2 | 124 | $16.0B | 0 | ||
| 2024 Q1 | 114 | $19.0B | 0 | ||
| 2023 Q4 | 90 | $11.5B | 0 | ||
| 2023 Q3 | 131 | $13.8B | 0 | ||
| 2023 Q2 | 103 | $10.3B | 0 | ||
| 2023 Q1 | 59 | $1.4B | 0 | ||
| 2022 Q4 | 59 | $2.3B | 0 | ||
| 2022 Q3 | 75 | $3.4B | 0 | ||
| 2022 Q2 | 72 | $3.4B | 0 | ||
| 2022 Q1 | 67 | $2.1B | 0 | ||
| 2021 Q4 | 52 | $1.7B | 0 | ||
| 2021 Q3 | 99 | $4.7B | 0 | ||
| 2021 Q2 | 135 | $5.0B | 100 | ||
| 2021 Q1 | 112 | $6.7B | 59 | ||
| 2020 Q4 | 43 | $4.6B | 100 | ||
| 2020 Q3 | 22 | $5.9B | 100 | ||
| 2020 Q2 | 10 | $2.0B | 100 | ||
| 2020 Q1 | 7 | $1.2B | 100 | ||
| 2019 Q4 | 9 | $447.8M | 100 | ||
| 2019 Q3 | 9 | $167.8M | 100 | ||
| 2019 Q2 | 5 | $22.8M | 100 | ||
| 2019 Q1 | 24 | $121.5M | 100 | ||
| 2018 Q4 | 10 | $36.4M | 0 |
Holding changes this quarter
Rokos Capital Management LLP's most significant position changes for 2026-06-30: New buy: General Electric (GE); Sold out: Ishares Msci Emerging Market (EEM); Sold out: Ss Spdr S&p Regional Bank (KRE); New buy: Advanced Micro Devices (AMD); Sold out: Ss Consumer Staples Sel Sect (XLP).
Showing top 200 changes by size (of 208 total)
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | QQQ | Invesco Qqq Trust Series 1 | +37.5% | +284.90% | Add |
| 2 | GE | General Electric | +2.8% | NEW | New buy |
| 3 | IWM | Ishares Russell 2000 ETF | +2% | +1499.18% | Add |
| 4 | GOOG | Alphabet Inc-cl C | +0.9% | +1535.79% | Add |
| 5 | AMD | Advanced Micro Devices | +0.9% | NEW | New buy |
| 6 | COF | Capital One Financial CORP | +0.7% | NEW | New buy |
| 7 | GS | Goldman Sachs Group Inc | +0.6% | +314.08% | Add |
| 8 | AMZN | Amazon.com Inc | +0.4% | +982.71% | Add |
| 9 | SNDK | Sandisk CORP | +0.4% | +27.53% | Add |
| 10 | MSFT | Microsoft CORP | +0.3% | +520.01% | Add |
| 11 | ANET | Arista Networks Inc | +0.3% | NEW | New buy |
| 12 | NU | Nu Holdings Ltd. | +0.3% | NEW | New buy |
| 13 | ✓ | +0.2% | NEW | New buy | |
| 14 | ✓ | +0.2% | NEW | New buy | |
| 15 | NKE | Nike Inc -cl B | +0.2% | NEW | New buy |
| 16 | ALLY | Ally Financial Inc | +0.2% | NEW | New buy |
| 17 | MOS | Mosaic Co/the | +0.2% | NEW | New buy |
| 18 | FLR | Fluor CORP | +0.2% | +671.38% | Add |
| 19 | KKR | Kkr & Co Inc | +0.1% | NEW | New buy |
| 20 | XLI | Ss Industrial Select Sector | +0.1% | NEW | New buy |
| 21 | OXY | Occidental Petroleum CORP | +0.1% | NEW | New buy |
| 22 | ULTA | Ulta Beauty Inc | +0.1% | NEW | New buy |
| 23 | SNOW | Snowflake Inc | +0.1% | NEW | New buy |
| 24 | PCT | Purecycle Technologies Inc | +0.1% | +240.14% | Add |
| 25 | SHW | Sherwin-williams Co/the | +0.1% | NEW | New buy |
| 26 | ✓ | +0.1% | NEW | New buy | |
| 27 | INTC | Intel CORP | +0.1% | NEW | New buy |
| 28 | AS | Amer Sports, Inc. | +0.1% | NEW | New buy |
| 29 | NSC | Norfolk Southern CORP | +0.1% | +130.64% | Add |
| 30 | CCJ | Cameco CORP | +0.1% | NEW | New buy |
| 31 | C | Citigroup Inc | +0.1% | +73.95% | Add |
| 32 | CE | Celanese CORP | +0.1% | NEW | New buy |
| 33 | AMAT | Applied Materials Inc | +0.1% | +6.26% | Add |
| 34 | GXO | Gxo Logistics Inc | +0.1% | +170.30% | Add |
| 35 | CTVA | Corteva Inc | +0.1% | +391.14% | Add |
| 36 | PSN | Parsons CORP | +0.1% | NEW | New buy |
| 37 | CORZ | Core Scientific Inc | +0.1% | NEW | New buy |
| 38 | ATI | Ati Inc | 0% | +125.20% | Add |
| 39 | KBR | Kbr Inc | 0% | +556.21% | Add |
| 40 | Q | Qnity Electronics Inc | 0% | NEW | New buy |
| 41 | XRT | Ss Spdr S&p Retail ETF | 0% | NEW | New buy |
| 42 | ESAB | Esab CORP | 0% | NEW | New buy |
| 43 | CIEN | Ciena CORP | 0% | +91.16% | Add |
| 44 | DB | Deutsche Bank Aktiengesellschaft | 0% | +268.44% | Add |
| 45 | PFGC | Performance Food Group Co | 0% | NEW | New buy |
| 46 | AMCR | Amcor plc | 0% | NEW | New buy |
| 47 | MDA | Mda Space LTD | 0% | NEW | New buy |
| 48 | ADI | Analog Devices Inc | 0% | NEW | New buy |
| 49 | FERG | Ferguson Enterprises Inc | 0% | NEW | New buy |
| 50 | TKR | Timken Co | 0% | NEW | New buy |
1–50 of 200
Filing History
FAQ
What is Rokos Capital Management LLP and what type of investor is it?
Rokos Capital Management LLP is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2026-06-30), the firm manages a tracked equity portfolio valued at approximately $26.8B, spread across 254 disclosed positions.
What are Rokos Capital Management LLP's largest equity positions?
Based on the latest 13F filing, Rokos Capital Management LLP's top holdings by market value are:
1. Invesco Qqq Trust Series 1 (QQQ) — $17.1B (63.8%)
2. Nvidia CORP (NVDA) — $863.6M (3.2%)
3. Alphabet Inc-cl A (GOOGL) — $778.0M (2.9%)
4. General Electric (GE) — $746.7M (2.8%)
5. Meta Platforms Inc-class A (META) — $621.6M (2.3%)
What changes did Rokos Capital Management LLP make in its most recent portfolio filing?
In the latest reported quarter, Rokos Capital Management LLP made 199 notable position adjustments: 65 new positions were initiated, 34 existing holdings were added to, 46 positions were partially reduced, and 54 were completely exited. The largest of these moves: New buy: General Electric (GE); Sold out: Ishares Msci Emerging Market (EEM); Sold out: Ss Spdr S&p Regional Bank (KRE); New buy: Advanced Micro Devices (AMD); Sold out: Ss Consumer Staples Sel Sect (XLP)
What sectors does Rokos Capital Management LLP focus on?
Rokos Capital Management LLP is concentrated in the following sectors based on its current disclosed equity portfolio:
• Information Technology: 41.3%
• Communication Services: 19.3%
• Industrials: 13.6%
• Financials: 10.5%
• Consumer Discretionary: 5.6%
• Energy: 4.2%
Investment Profile
Rokos Capital Management LLP returned an annualized 27.2% over the trailing 36 months — underperforming the S&P 500 by 1.4 points — based on a reconstructed track record of its disclosed 13F positions, with a beta of 1.37 (more volatile than the market) and a 58% quarterly batting average against the index.
Its portfolio is concentrated and fast-trading, with 41.3% of the portfolio concentrated in Information Technology.
Its turnover score has risen from 0 to 100 over the past 4 quarters — a shift toward more active trading.
It has added to its AAPL position over the past two quarters (+$429.3M, now $604.2M), while trimming GOOGL over the same stretch (-$1.1B, still holding $778.0M).
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