Rokos Capital Management LLP — Full 13F Portfolio Breakdown

CIK: 0001666335

High-turnover traderContrarianSector-focused

Total reported value

$13.2B

Reporting period: 2026-03-31 · Number of holdings: 221

Rokos Capital Management LLP disclosed 221 holdings in its latest 13F filing for the period ending 2026-03-31, with total reported value of $13.2B and a quarterly turnover rate of 112.4%.

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Personality snowflake

Concentration: 37.39
Portfolio Stability: 100
Momentum/Contrarian: 5.77
Sector conviction: 80.9
Diversification: 100
Sizing Uniformity: 65.11

Rokos Capital Management LLP's disclosed holdings carry a Herfindahl concentration index of 0.093 — mathematically equivalent to about 11 equally-sized positions, well below its 221 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 3.49), 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 58% 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.

Recent moves

Trim QQQ
-72.7%　-$10.1B
Add META
+744.8%　$964.3M
Add EEM
+139914.2%　$558.8M
Add NVDA
-12.6%　-$199.9M
Trim EWZ
-87.8%　-$753.4M
Add AAPL
+135.1%　$209.0M

Holdings Map

New buyAddUnchangedTrim

Institutional Game-State Analysis

Core Intent

Rokos is executing a high-velocity capital rotation, slashing a 52.8% QQQ overweight to fund a concentrated build in META and fresh macro positions in EEM and KRE. This is an alpha-hunt, unwinding a passive tech beta position to place variant-conviction bets on specific equities and an emerging markets recovery.

Macro & Fundamentals

The scale of the QQQ trim and simultaneous ramp in EEM and KRE prices in a rotation out of US secular growth into cyclicals and non-US exposure—a bet on a regime shift where dollar weakness and a Fed pause allow EM catch-up and bank spread widening. The opposing thesis holds that US tech earnings momentum and AI capex remain unmatched, leaving this rotation dead before it starts.

Blind Spots / Risks

Rokos now carries 8.44% in META, a single-name bet that has become the consensus hedge-fund long; any earnings miss or capex disappointment could trigger a synchronized de-leveraging across the smart money community, turning a conviction winner into a crowded exit trap.

Generated by AI based on public SEC filings. Reflects past holdings only and should not be treated as investment advice.

Top 10 holdings by weight

Full holdings list this quarter

Showing top 140 holdings (of 221 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	QQQ	Invesco Qqq Trust Series 1	ETF-Tech	26.34%	-26.49%	-72.65%
2	META	Meta Platforms Inc-class A	Stock-Comm Services	8.44%	+7.85%	+744.80%
3	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	7.12%	-0.32%	-46.34%
4	NVDA	Nvidia CORP	Stock-Tech	6.77%	+2.50%	-12.57%
5	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	4.23%	+4.23%	+139914.21%
6	ORCL	Oracle CORP	Stock-Tech	3.69%	+0.87%	-10.77%
7	KRE	Ss Spdr S&p Regional Bank	ETF-Other	3.01%	+3.01%	NEW
8	AAPL	Apple INC	Stock-Tech	2.90%	+2.22%	+135.15%
9	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.62%	+1.49%	+500.04%
10	TSLA	Tesla INC	Stock-Consumer Disc	1.53%	+1.53%	NEW
11	TSM	Taiwan Semiconductor-sp Adr	Stock-Tech	1.16%	+1.16%	NEW
12	PLTR	Palantir Technologies Inc-a	Stock-Tech	1.16%	+1.16%	NEW
13	XLV	Ss Health Care Select Sector	ETF-Other	1.15%	+0.15%	-37.49%
14	RSP	Invesco S&p 500 Equal Weight	ETF-Large Cap & Growth	1.02%	+1.02%	NEW
15	MU	Micron Technology INC	Stock-Tech	1.00%	-0.58%	-72.32%
16	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.99%	-2.45%	-87.78%
17	C	Citigroup INC	Stock-Financials	0.90%	—	-0.08%
18	ECHO	Echostar Corp-a	Stock-Comm Services	0.85%	—	+47.81%
19	EQT	Eqt CORP	Stock-Energy	0.84%	—	—
20	RTX	Rtx CORP	Stock-Industrials	0.81%	+0.77%	+804.31%
21	CRWD	Crowdstrike Holdings INC - A	Stock-Tech	0.79%	—	+23.34%
22	XLE	Ss Energy Select Sector	ETF-Other	0.74%	+0.19%	-50.00%
23	EXE	Expand Energy CORP	Stock-Energy	0.72%	—	—
24	HON	Honeywell International INC	Stock-Industrials	0.71%	+0.71%	NEW
25	GEV	GE Vernova INC	Stock-Industrials	0.65%	—	+7.67%
26	XBI	Ss Spdr S&p Biotech ETF	ETF-Tech	0.64%	-0.31%	-67.11%
27	LITE	Lumentum Holdings INC	Stock-Tech	0.61%	—	-42.38%
28	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	0.59%	—	+41.40%
29	AVGO	Broadcom INC	Stock-Tech	0.55%	-1.51%	-84.53%
30	GLNG	Golar LNG Limited	Stock-Energy	0.48%	+0.48%	NEW
31	LMT	Lockheed Martin CORP	Stock-Industrials	0.47%	+0.47%	NEW
32	XLY	Ss Consumer Disc Select Sect	ETF-Other	0.46%	+0.46%	NEW
33	AMAT	Applied Materials INC	Stock-Tech	0.46%	—	-56.04%
34	LHX	L3harris Technologies INC	Stock-Industrials	0.45%	+0.45%	NEW
35	COHR	Coherent CORP	Stock-Tech	0.44%	—	-33.17%
36	LRCX	Lam Research CORP	Stock-Tech	0.42%	—	+41.97%
37	XOP	Ss Spdr S&p Og Exp & Prod	ETF-Other	0.42%	+0.42%	NEW
38	WDC	Western Digital CORP	Stock-Tech	0.41%	—	-62.90%
39	GLW	Corning INC	Stock-Tech	0.40%	—	-6.38%
40	PCG	P G & E CORP	Stock-Utilities	0.40%	—	-39.25%
41	GS	Goldman Sachs Group INC	Stock-Financials	0.38%	-0.06%	-53.71%
42	STX	Seagate Technology Holdings plc	Stock-Tech	0.37%	—	-63.68%
43	NTRA	Natera INC	Stock-Healthcare	0.37%	—	—
44	BMY	Bristol-myers Squibb Co	Stock-Healthcare	0.37%	+0.37%	NEW
45	VLO	Valero Energy CORP	Stock-Energy	0.35%	+0.35%	NEW
46	V	Visa Inc-class A Shares	Stock-Financials	0.35%	+0.35%	NEW
47	JNJ	Johnson & Johnson	Stock-Healthcare	0.35%	+0.35%	NEW
48	VST	Vistra CORP	Stock-Utilities	0.34%	—	-32.71%
49	MA	Mastercard INC - A	Stock-Financials	0.33%	—	—
50	SPOT	Spotify Technology S.A.	Stock-Comm Services	0.33%	—	+106.07%

1–50 of 140

Portfolio Performance

Performance for Q3 2026

+4.3%

Performance Last 4 Quarters

+33.7%

Stdev: +19.2%
Beta: +1.38
Alpha: -2.8%
Max Drawdown: -12%
Annualized Perf: +23.1%
Batting Avg vs S&P: +55.6%
Sortino: +2.62
Stutzer: +0.36
Treynor: +0.16
Sterling: +1.22
Calmar: +1.93
Information Ratio: +0.52
Tracking Error: +8.1%
Stdev Down: +8.7%
Winning Months %: +63.9%
Losing Months %: +36.1%
Best 12 Months: +60.6%
Worst 12 Months: +1.6%
Efficiency Ratio: +0.53
Sharpe: +1.18
Stdev Sectors: +13%
Skewness: +0.59
Kurtosis: +0.27
Upside Potential: +4.48

Reported value over time

Sector allocation

Sector allocation over time

Quarterly history

Period	Holdings	Total value	Stability	Top holdings
2026-03-31	221	$13.2B	100	1QQQ 2META 3GOOGL Top holdings2026-03-31 1.QQQ 2.META 3.GOOGL 4.NVDA 5.EEM 6.ORCL 7.KRE 8.AAPL 9.XLP 10.TSLA
2025-12-31	234	$25.7B	62	1QQQ 2GOOGL 3NVDA Top holdings2025-12-31 1.QQQ 2.GOOGL 3.NVDA 4.EWZ 5.ORCL 6.AVGO 7.AMD 8.MU 9.MSFT 10.AMZN
2025-09-30	253	$23.3B	98	1QQQ 2NVDA 3GOOGL Top holdings2025-09-30 1.QQQ 2.NVDA 3.GOOGL 4.MSFT 5.ORCL 6.AMZN 7.SPY 8.EWZ 9.META 10.GS
2025-06-30	353	$23.0B	0	1IWM 2QQQ 3NVDA Top holdings2025-06-30 1.IWM 2.QQQ 3.NVDA 4.MSFT 5.AVGO 6.AMZN 7.META 8.GS 9.KRE 10.COF
2025-03-31	180	$9.7B	100	1IWM 2QQQ 3NVDA Top holdings2025-03-31 1.IWM 2.QQQ 3.NVDA 4.MSFT 5.CRM 6.AAPL 7.AMZN 8.GS 9.DFSEUR 10.GEV
2024-12-31	138	$10.0B	0	1QQQ 2IWM 3EWZ Top holdings2024-12-31 1.QQQ 2.IWM 3.EWZ 4.NVDA 5.GS 6.MSFT 7.META 8.GLD 9.AMZN 10.XLF
2024-09-30	92	$6.2B	0	1IWM 2MSFT 3XLE Top holdings2024-09-30 1.IWM 2.MSFT 3.XLE 4.SMH 5.XLF 6.AMZN 7.AVGO 8.UBS 9.KRE 10.AMD
2024-06-30	124	$16.0B	0	1QQQ 2IWM 3EEM Top holdings2024-06-30 1.QQQ 2.IWM 3.EEM 4.MU 5.AMZN 6.BAC 7.XLE 8.CRM 9.MSFT 10.AVGO
2024-03-31	114	$19.0B	0	1QQQ 2IWM 3XLE Top holdings2024-03-31 1.QQQ 2.IWM 3.XLE 4.GOOG 5.MRVL 6.META 7.MSFT 8.UBS 9.XLF 10.PDD
2023-12-31	90	$11.5B	0	1QQQ 2IWM 3AAPL Top holdings2023-12-31 1.QQQ 2.IWM 3.AAPL 4.GLD 5.GDXJ 6.EWZ 7.XLI 8.UBS 9.EWW 10.CB
2023-09-30	131	$13.8B	0	1QQQ 2IWM 3FXI Top holdings2023-09-30 1.QQQ 2.IWM 3.FXI 4.XLF 5.GLD 6.HYG 7.MSFT 8.TSM 9.GOOG 10.UBS
2023-06-30	103	$10.3B	0	1QQQ 2IWM 3GLD Top holdings2023-06-30 1.QQQ 2.IWM 3.GLD 4.KRE 5.MSFT 6.AMZN 7.UBS 8.GOOG 9.EQT 10.XLE
2023-03-31	59	$1.4B	0	1GOOG 2MSFT 3XLE Top holdings2023-03-31 1.GOOG 2.MSFT 3.XLE 4.KRE 5.QQQ 6.EQT 7.ELAN 8.NTLA 9.SWN1EUR 10.ARWR
2022-12-31	59	$2.3B	0	1QQQ 2EEM 3MSFT Top holdings2022-12-31 1.QQQ 2.EEM 3.MSFT 4.FXI 5.XLE 6.PINS 7.EQT 8.SWN1EUR 9.AAPL 10.ELAN
2022-09-30	75	$3.4B	0	1XLF 2QQQ 3MSFT Top holdings2022-09-30 1.XLF 2.QQQ 3.MSFT 4.EQT 5.XLE 6.SWN1EUR 7.PINS 8.CRM 9.BAC 10.FXI
2022-06-30	72	$3.4B	0	1QQQ 2CRM 3SNOW Top holdings2022-06-30 1.QQQ 2.CRM 3.SNOW 4.FXI 5.EWZ 6.EQT 7.BAC 8.DDOG 9.MSFT 10.XLE
2022-03-31	67	$2.1B	0	1BABA 2MSFT 3AAPL Top holdings2022-03-31 1.BABA 2.MSFT 3.AAPL 4.EMB 5.XLF 6.TSM 7.PINS 8.FXI 9.CRM 10.GOOG
2021-12-31	52	$1.7B	0	1MSFT 2BABA 3PINS Top holdings2021-12-31 1.MSFT 2.BABA 3.PINS 4.CRM 5.PCG 6.AMZN 7.DENUSD 8.BMY 9.NVDA 10.ADI
2021-09-30	99	$4.7B	0	1BABA 2MSFT 3PINS Top holdings2021-09-30 1.BABA 2.MSFT 3.PINS 4.CRM 5.TSM 6.AMZN 7.WFC 8.EMB 9.XLV 10.V
2021-06-30	135	$5.0B	100	1BABA 2XLF 3AMZN Top holdings2021-06-30 1.BABA 2.XLF 3.AMZN 4.BIDU 5.AAPL 6.XLV 7.PINS 8.NVDA 9.CCL1EUR 10.XOP
2021-03-31	112	$6.7B	59	1BABA 2AMZN 3XLF Top holdings2021-03-31 1.BABA 2.AMZN 3.XLF 4.V 5.XLV 6.GOOG 7.META 8.MSFT 9.EQIX 10.CRM
2020-12-31	43	$4.6B	100	1BABA 2AMZN 3AAPL Top holdings2020-12-31 1.BABA 2.AMZN 3.AAPL 4.XLV 5.GOOG 6.EQIX 7.CCL1EUR 8.XLY 9.MGM 10.QCOM
2020-09-30	22	$5.9B	100	1QQQ 2BABA 3LQD Top holdings2020-09-30 1.QQQ 2.BABA 3.LQD 4.AAPL 5.ADBE 6.XLF 7.XLU 8.XLY 9.XLV 10.GOOG
2020-06-30	10	$2.0B	100	1BABA 2EMB 3XLU Top holdings2020-06-30 1.BABA 2.EMB 3.XLU 4.XLV 5.XLY 6.XLP 7.D0A
2020-03-31	7	$1.2B	100	1LQD 2XLV 3XLY Top holdings2020-03-31 1.LQD 2.XLV 3.XLY 4.XLU 5.XLP
2019-12-31	9	$447.8M	100	1EWZ 2EEM381369Y Top holdings2019-12-31 1.EWZ 2.EEM 3.81369Y 4.81369Y 5.81369Y 6.81369Y 7.TLT 8.TLT 9.XLP
2019-09-30	9	$167.8M	100	181369Y281369Y3EEM Top holdings2019-09-30 1.81369Y 2.81369Y 3.EEM 4.GLD 5.G0177J 6.KRE 7.GLD 8.EWW 9.BIDU
2019-06-30	5	$22.8M	100	1AABAUSD 2EEM 3KRE Top holdings2019-06-30 1.AABAUSD 2.EEM 3.KRE 4.FXI 5.BIDU
2019-03-31	24	$121.5M	100	1AABAUSD 2DIS 3FDX Top holdings2019-03-31 1.AABAUSD 2.DIS 3.FDX 4.30303M 5.META 6.EEM 7.BA 8.BA 9.AMGN 10.AMGN
2018-12-31	10	$36.4M	0	153245725324573EEM Top holdings2018-12-31 1.532457 2.532457 3.EEM 4.EMB 5.DIS 6.DIS 7.XOPUSD 8.EWW 9.BIDU 10.APC3EUR

Holding changes this quarter

Rokos Capital Management LLP's most significant position changes for 2026-03-31: Sold out: Advanced Micro Devices (AMD); New buy: Ss Spdr S&p Regional Bank (KRE); Sold out: Ss Financial Select Sector (XLF); New buy: Tesla INC (TSLA); New buy: Taiwan Semiconductor-sp Adr (TSM).

Position changes disclosed by Rokos Capital Management LLP for the quarter ending 2026-03-31, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	META	Meta Platforms Inc-class A	+7.9%	+744.80%	Add
2	EEM	Ishares Msci Emerging Market	+4.2%	+139914.21%	Add
3	NVDA	Nvidia CORP	+2.5%	-12.57%	Trim
4	AAPL	Apple INC	+2.2%	+135.15%	Add
5	XLP	Ss Consumer Staples Sel Sect	+1.5%	+500.04%	Add
6	ORCL	Oracle CORP	+0.9%	-10.77%	Trim
7	RTX	Rtx CORP	+0.8%	+804.31%	Add
8	XLE	Ss Energy Select Sector	+0.2%	-50.00%	Trim
9	XLV	Ss Health Care Select Sector	+0.2%	-37.49%	Trim
10	STX	Seagate Technology Holdings plc	—	-63.68%	Trim
11	GS	Goldman Sachs Group INC	-0.1%	-53.71%	Trim
12	BAC	Bank Of America CORP	-0.1%	-69.93%	Trim
13	CVX	Chevron CORP	-0.1%	-78.43%	Trim
14	MRVL	Marvell Technology INC	-0.2%	-87.08%	Trim
15	MS	Morgan Stanley	-0.2%	-68.60%	Trim
16	IBM	Intl Business Machines CORP	-0.3%	-78.55%	Trim
17	CLS	Celestica INC	-0.3%	-95.03%	Trim
18	XBI	Ss Spdr S&p Biotech ETF	-0.3%	-67.11%	Trim
19	GOOGL	Alphabet Inc-cl A	-0.3%	-46.34%	Trim
20	MU	Micron Technology INC	-0.6%	-72.32%	Trim
21	WMT	Walmart INC	-0.7%	-91.37%	Trim
22	IWM	Ishares Russell 2000 ETF	-0.7%	-87.86%	Trim
23	AMZN	Amazon.com INC	-1.2%	-96.56%	Trim
24	MSFT	Microsoft CORP	-1.3%	-93.11%	Trim
25	AVGO	Broadcom INC	-1.5%	-84.53%	Trim
26	EWZ	Ishares Msci Brazil ETF	-2.5%	-87.78%	Trim
27	QQQ	Invesco Qqq Trust Series 1	-26.5%	-72.65%	Trim
28	AMD	Advanced Micro Devices	—	EXIT	Sold out
29	KRE	Ss Spdr S&p Regional Bank	—	NEW	New buy
30	XLF	Ss Financial Select Sector	—	EXIT	Sold out
31	TSLA	Tesla INC	—	NEW	New buy
32	TSM	Taiwan Semiconductor-sp Adr	—	NEW	New buy
33	PLTR	Palantir Technologies Inc-a	—	NEW	New buy
34	FCX	Freeport-mcmoran INC	—	EXIT	Sold out
35	RSP	Invesco S&p 500 Equal Weight	—	NEW	New buy
36	HON	Honeywell International INC	—	NEW	New buy
37	CRWV	Coreweave Inc-cl A	—	EXIT	Sold out
38	GLNG	Golar LNG Limited	—	NEW	New buy
39	LMT	Lockheed Martin CORP	—	NEW	New buy
40	XLY	Ss Consumer Disc Select Sect	—	NEW	New buy
41	LHX	L3harris Technologies INC	—	NEW	New buy
42	AMRZ	Amrize Ltd	—	EXIT	Sold out
43	XOP	Ss Spdr S&p Og Exp & Prod	—	NEW	New buy
44	MDB	Mongodb INC	—	EXIT	Sold out
45	BA	Boeing Co/the	—	EXIT	Sold out
46	BMY	Bristol-myers Squibb Co	—	NEW	New buy
47	VLO	Valero Energy CORP	—	NEW	New buy
48	V	Visa Inc-class A Shares	—	NEW	New buy
49	JNJ	Johnson & Johnson	—	NEW	New buy
50	ALAB	Astera Labs INC	—	EXIT	Sold out

Filing History

Period	Filed	Type	EDGAR
2026-03-31	2026-05-15	13F-HR	View on EDGAR
2025-12-31	2026-02-13	13F-HR	View on EDGAR
2025-09-30	2025-11-14	13F-HR	View on EDGAR
2025-06-30	2025-08-14	13F-HR	View on EDGAR
2025-03-31	2025-05-15	13F-HR	View on EDGAR
2024-12-31	2025-02-14	13F-HR	View on EDGAR
2024-09-30	2024-11-14	13F-HR	View on EDGAR
2024-06-30	2024-08-14	13F-HR	View on EDGAR
2024-03-31	2024-05-17	Amendment	View on EDGAR
2024-03-31	2024-05-15	13F-HR	View on EDGAR
2023-12-31	2024-02-14	13F-HR	View on EDGAR
2023-09-30	2023-11-14	13F-HR	View on EDGAR
2023-06-30	2023-08-15	Amendment	View on EDGAR
2023-06-30	2023-08-14	13F-HR	View on EDGAR
2023-03-31	2023-05-15	13F-HR	View on EDGAR
2022-12-31	2023-02-14	13F-HR	View on EDGAR
2022-09-30	2022-11-14	13F-HR	View on EDGAR
2022-06-30	2022-08-15	13F-HR	View on EDGAR
2022-03-31	2022-08-11	Amendment	View on EDGAR
2022-03-31	2022-05-16	Amendment	View on EDGAR
2022-03-31	2022-05-16	13F-HR	View on EDGAR
2021-12-31	2022-02-14	13F-HR	View on EDGAR
2021-09-30	2021-11-15	13F-HR	View on EDGAR
2021-06-30	2021-08-16	13F-HR	View on EDGAR
2021-03-31	2021-05-13	13F-HR	View on EDGAR
2020-12-31	2021-02-16	13F-HR	View on EDGAR
2020-09-30	2020-11-13	13F-HR	View on EDGAR
2020-06-30	2020-08-14	13F-HR	View on EDGAR
2020-03-31	2020-05-14	13F-HR	View on EDGAR
2020-03-31	2020-05-14	Amendment	View on EDGAR
2019-12-31	2020-02-13	13F-HR	View on EDGAR
2019-09-30	2019-11-14	13F-HR	View on EDGAR
2019-06-30	2019-08-13	13F-HR	View on EDGAR
2019-03-31	2019-05-14	13F-HR	View on EDGAR
2018-12-31	2019-02-14	13F-HR	View on EDGAR

FAQ

What is Rokos Capital Management LLP and what type of investor is it?

Rokos Capital Management LLP is a investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2026-03-31), the firm manages a tracked equity portfolio valued at approximately $13.2B, spread across 221 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) — $3.5B (26.3%) 2. Meta Platforms Inc-class A (META) — $1.1B (8.4%) 3. Alphabet Inc-cl A (GOOGL) — $941.2M (7.1%) 4. Nvidia CORP (NVDA) — $896.0M (6.8%) 5. Ishares Msci Emerging Market (EEM) — $559.2M (4.2%)

What changes did Rokos Capital Management LLP make in its most recent portfolio filing?

In the latest reported quarter, Rokos Capital Management LLP made 50 notable position adjustments: 15 new positions were initiated, 5 existing holdings were added to, 22 positions were partially reduced, and 8 were completely exited. The largest of these moves: Sold out: Advanced Micro Devices (AMD); New buy: Ss Spdr S&p Regional Bank (KRE); Sold out: Ss Financial Select Sector (XLF); New buy: Tesla INC (TSLA); New buy: Taiwan Semiconductor-sp Adr (TSM)

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: 41.0% • Communication Services: 29.3% • Industrials: 8.7% • Energy: 6.1% • Financials: 4.3% • Consumer Discretionary: 3.9%

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Mark Asset Management LP

CIK 0000860176

Total reported value

$1.1B

37 stks

2026-03-31

Concentration39.5

Portfolio Stability52.1

Sector conviction79.0

3 of the top 5 holdings overlap, including Nvidia CORP

View detail

Rokos Capital Management LLP — Full 13F Portfolio Breakdown

CIK: 0001666335

High-turnover traderContrarianSector-focused

Total reported value

$13.2B

Reporting period: 2026-03-31 · Number of holdings: 221

Rokos Capital Management LLP disclosed 221 holdings in its latest 13F filing for the period ending 2026-03-31, with total reported value of $13.2B and a quarterly turnover rate of 112.4%.

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Personality snowflake

Concentration: 37.39
Portfolio Stability: 100
Momentum/Contrarian: 5.77
Sector conviction: 80.9
Diversification: 100
Sizing Uniformity: 65.11

Position sizes vary widely across the portfolio (a coefficient of variation of 3.49), 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.

Recent moves

Trim QQQ
-72.7%　-$10.1B
Add META
+744.8%　$964.3M
Add EEM
+139914.2%　$558.8M
Add NVDA
-12.6%　-$199.9M
Trim EWZ
-87.8%　-$753.4M
Add AAPL
+135.1%　$209.0M

Holdings Map

New buyAddUnchangedTrim

Institutional Game-State Analysis

Core Intent

Macro & Fundamentals

Blind Spots / Risks

Generated by AI based on public SEC filings. Reflects past holdings only and should not be treated as investment advice.

Top 10 holdings by weight

Full holdings list this quarter

Showing top 140 holdings (of 221 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	QQQ	Invesco Qqq Trust Series 1	ETF-Tech	26.34%	-26.49%	-72.65%
2	META	Meta Platforms Inc-class A	Stock-Comm Services	8.44%	+7.85%	+744.80%
3	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	7.12%	-0.32%	-46.34%
4	NVDA	Nvidia CORP	Stock-Tech	6.77%	+2.50%	-12.57%
5	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	4.23%	+4.23%	+139914.21%
6	ORCL	Oracle CORP	Stock-Tech	3.69%	+0.87%	-10.77%
7	KRE	Ss Spdr S&p Regional Bank	ETF-Other	3.01%	+3.01%	NEW
8	AAPL	Apple INC	Stock-Tech	2.90%	+2.22%	+135.15%
9	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.62%	+1.49%	+500.04%
10	TSLA	Tesla INC	Stock-Consumer Disc	1.53%	+1.53%	NEW
11	TSM	Taiwan Semiconductor-sp Adr	Stock-Tech	1.16%	+1.16%	NEW
12	PLTR	Palantir Technologies Inc-a	Stock-Tech	1.16%	+1.16%	NEW
13	XLV	Ss Health Care Select Sector	ETF-Other	1.15%	+0.15%	-37.49%
14	RSP	Invesco S&p 500 Equal Weight	ETF-Large Cap & Growth	1.02%	+1.02%	NEW
15	MU	Micron Technology INC	Stock-Tech	1.00%	-0.58%	-72.32%
16	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.99%	-2.45%	-87.78%
17	C	Citigroup INC	Stock-Financials	0.90%	—	-0.08%
18	ECHO	Echostar Corp-a	Stock-Comm Services	0.85%	—	+47.81%
19	EQT	Eqt CORP	Stock-Energy	0.84%	—	—
20	RTX	Rtx CORP	Stock-Industrials	0.81%	+0.77%	+804.31%
21	CRWD	Crowdstrike Holdings INC - A	Stock-Tech	0.79%	—	+23.34%
22	XLE	Ss Energy Select Sector	ETF-Other	0.74%	+0.19%	-50.00%
23	EXE	Expand Energy CORP	Stock-Energy	0.72%	—	—
24	HON	Honeywell International INC	Stock-Industrials	0.71%	+0.71%	NEW
25	GEV	GE Vernova INC	Stock-Industrials	0.65%	—	+7.67%
26	XBI	Ss Spdr S&p Biotech ETF	ETF-Tech	0.64%	-0.31%	-67.11%
27	LITE	Lumentum Holdings INC	Stock-Tech	0.61%	—	-42.38%
28	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	0.59%	—	+41.40%
29	AVGO	Broadcom INC	Stock-Tech	0.55%	-1.51%	-84.53%
30	GLNG	Golar LNG Limited	Stock-Energy	0.48%	+0.48%	NEW
31	LMT	Lockheed Martin CORP	Stock-Industrials	0.47%	+0.47%	NEW
32	XLY	Ss Consumer Disc Select Sect	ETF-Other	0.46%	+0.46%	NEW
33	AMAT	Applied Materials INC	Stock-Tech	0.46%	—	-56.04%
34	LHX	L3harris Technologies INC	Stock-Industrials	0.45%	+0.45%	NEW
35	COHR	Coherent CORP	Stock-Tech	0.44%	—	-33.17%
36	LRCX	Lam Research CORP	Stock-Tech	0.42%	—	+41.97%
37	XOP	Ss Spdr S&p Og Exp & Prod	ETF-Other	0.42%	+0.42%	NEW
38	WDC	Western Digital CORP	Stock-Tech	0.41%	—	-62.90%
39	GLW	Corning INC	Stock-Tech	0.40%	—	-6.38%
40	PCG	P G & E CORP	Stock-Utilities	0.40%	—	-39.25%
41	GS	Goldman Sachs Group INC	Stock-Financials	0.38%	-0.06%	-53.71%
42	STX	Seagate Technology Holdings plc	Stock-Tech	0.37%	—	-63.68%
43	NTRA	Natera INC	Stock-Healthcare	0.37%	—	—
44	BMY	Bristol-myers Squibb Co	Stock-Healthcare	0.37%	+0.37%	NEW
45	VLO	Valero Energy CORP	Stock-Energy	0.35%	+0.35%	NEW
46	V	Visa Inc-class A Shares	Stock-Financials	0.35%	+0.35%	NEW
47	JNJ	Johnson & Johnson	Stock-Healthcare	0.35%	+0.35%	NEW
48	VST	Vistra CORP	Stock-Utilities	0.34%	—	-32.71%
49	MA	Mastercard INC - A	Stock-Financials	0.33%	—	—
50	SPOT	Spotify Technology S.A.	Stock-Comm Services	0.33%	—	+106.07%

1–50 of 140

Portfolio Performance

Performance for Q3 2026

+4.3%

Performance Last 4 Quarters

+33.7%

Stdev: +19.2%
Beta: +1.38
Alpha: -2.8%
Max Drawdown: -12%
Annualized Perf: +23.1%
Batting Avg vs S&P: +55.6%
Sortino: +2.62
Stutzer: +0.36
Treynor: +0.16
Sterling: +1.22
Calmar: +1.93
Information Ratio: +0.52
Tracking Error: +8.1%
Stdev Down: +8.7%
Winning Months %: +63.9%
Losing Months %: +36.1%
Best 12 Months: +60.6%
Worst 12 Months: +1.6%
Efficiency Ratio: +0.53
Sharpe: +1.18
Stdev Sectors: +13%
Skewness: +0.59
Kurtosis: +0.27
Upside Potential: +4.48

Reported value over time

Sector allocation

Sector allocation over time

Quarterly history

Period	Holdings	Total value	Stability	Top holdings
2026-03-31	221	$13.2B	100	1QQQ 2META 3GOOGL Top holdings2026-03-31 1.QQQ 2.META 3.GOOGL 4.NVDA 5.EEM 6.ORCL 7.KRE 8.AAPL 9.XLP 10.TSLA
2025-12-31	234	$25.7B	62	1QQQ 2GOOGL 3NVDA Top holdings2025-12-31 1.QQQ 2.GOOGL 3.NVDA 4.EWZ 5.ORCL 6.AVGO 7.AMD 8.MU 9.MSFT 10.AMZN
2025-09-30	253	$23.3B	98	1QQQ 2NVDA 3GOOGL Top holdings2025-09-30 1.QQQ 2.NVDA 3.GOOGL 4.MSFT 5.ORCL 6.AMZN 7.SPY 8.EWZ 9.META 10.GS
2025-06-30	353	$23.0B	0	1IWM 2QQQ 3NVDA Top holdings2025-06-30 1.IWM 2.QQQ 3.NVDA 4.MSFT 5.AVGO 6.AMZN 7.META 8.GS 9.KRE 10.COF
2025-03-31	180	$9.7B	100	1IWM 2QQQ 3NVDA Top holdings2025-03-31 1.IWM 2.QQQ 3.NVDA 4.MSFT 5.CRM 6.AAPL 7.AMZN 8.GS 9.DFSEUR 10.GEV
2024-12-31	138	$10.0B	0	1QQQ 2IWM 3EWZ Top holdings2024-12-31 1.QQQ 2.IWM 3.EWZ 4.NVDA 5.GS 6.MSFT 7.META 8.GLD 9.AMZN 10.XLF
2024-09-30	92	$6.2B	0	1IWM 2MSFT 3XLE Top holdings2024-09-30 1.IWM 2.MSFT 3.XLE 4.SMH 5.XLF 6.AMZN 7.AVGO 8.UBS 9.KRE 10.AMD
2024-06-30	124	$16.0B	0	1QQQ 2IWM 3EEM Top holdings2024-06-30 1.QQQ 2.IWM 3.EEM 4.MU 5.AMZN 6.BAC 7.XLE 8.CRM 9.MSFT 10.AVGO
2024-03-31	114	$19.0B	0	1QQQ 2IWM 3XLE Top holdings2024-03-31 1.QQQ 2.IWM 3.XLE 4.GOOG 5.MRVL 6.META 7.MSFT 8.UBS 9.XLF 10.PDD
2023-12-31	90	$11.5B	0	1QQQ 2IWM 3AAPL Top holdings2023-12-31 1.QQQ 2.IWM 3.AAPL 4.GLD 5.GDXJ 6.EWZ 7.XLI 8.UBS 9.EWW 10.CB
2023-09-30	131	$13.8B	0	1QQQ 2IWM 3FXI Top holdings2023-09-30 1.QQQ 2.IWM 3.FXI 4.XLF 5.GLD 6.HYG 7.MSFT 8.TSM 9.GOOG 10.UBS
2023-06-30	103	$10.3B	0	1QQQ 2IWM 3GLD Top holdings2023-06-30 1.QQQ 2.IWM 3.GLD 4.KRE 5.MSFT 6.AMZN 7.UBS 8.GOOG 9.EQT 10.XLE
2023-03-31	59	$1.4B	0	1GOOG 2MSFT 3XLE Top holdings2023-03-31 1.GOOG 2.MSFT 3.XLE 4.KRE 5.QQQ 6.EQT 7.ELAN 8.NTLA 9.SWN1EUR 10.ARWR
2022-12-31	59	$2.3B	0	1QQQ 2EEM 3MSFT Top holdings2022-12-31 1.QQQ 2.EEM 3.MSFT 4.FXI 5.XLE 6.PINS 7.EQT 8.SWN1EUR 9.AAPL 10.ELAN
2022-09-30	75	$3.4B	0	1XLF 2QQQ 3MSFT Top holdings2022-09-30 1.XLF 2.QQQ 3.MSFT 4.EQT 5.XLE 6.SWN1EUR 7.PINS 8.CRM 9.BAC 10.FXI
2022-06-30	72	$3.4B	0	1QQQ 2CRM 3SNOW Top holdings2022-06-30 1.QQQ 2.CRM 3.SNOW 4.FXI 5.EWZ 6.EQT 7.BAC 8.DDOG 9.MSFT 10.XLE
2022-03-31	67	$2.1B	0	1BABA 2MSFT 3AAPL Top holdings2022-03-31 1.BABA 2.MSFT 3.AAPL 4.EMB 5.XLF 6.TSM 7.PINS 8.FXI 9.CRM 10.GOOG
2021-12-31	52	$1.7B	0	1MSFT 2BABA 3PINS Top holdings2021-12-31 1.MSFT 2.BABA 3.PINS 4.CRM 5.PCG 6.AMZN 7.DENUSD 8.BMY 9.NVDA 10.ADI
2021-09-30	99	$4.7B	0	1BABA 2MSFT 3PINS Top holdings2021-09-30 1.BABA 2.MSFT 3.PINS 4.CRM 5.TSM 6.AMZN 7.WFC 8.EMB 9.XLV 10.V
2021-06-30	135	$5.0B	100	1BABA 2XLF 3AMZN Top holdings2021-06-30 1.BABA 2.XLF 3.AMZN 4.BIDU 5.AAPL 6.XLV 7.PINS 8.NVDA 9.CCL1EUR 10.XOP
2021-03-31	112	$6.7B	59	1BABA 2AMZN 3XLF Top holdings2021-03-31 1.BABA 2.AMZN 3.XLF 4.V 5.XLV 6.GOOG 7.META 8.MSFT 9.EQIX 10.CRM
2020-12-31	43	$4.6B	100	1BABA 2AMZN 3AAPL Top holdings2020-12-31 1.BABA 2.AMZN 3.AAPL 4.XLV 5.GOOG 6.EQIX 7.CCL1EUR 8.XLY 9.MGM 10.QCOM
2020-09-30	22	$5.9B	100	1QQQ 2BABA 3LQD Top holdings2020-09-30 1.QQQ 2.BABA 3.LQD 4.AAPL 5.ADBE 6.XLF 7.XLU 8.XLY 9.XLV 10.GOOG
2020-06-30	10	$2.0B	100	1BABA 2EMB 3XLU Top holdings2020-06-30 1.BABA 2.EMB 3.XLU 4.XLV 5.XLY 6.XLP 7.D0A
2020-03-31	7	$1.2B	100	1LQD 2XLV 3XLY Top holdings2020-03-31 1.LQD 2.XLV 3.XLY 4.XLU 5.XLP
2019-12-31	9	$447.8M	100	1EWZ 2EEM381369Y Top holdings2019-12-31 1.EWZ 2.EEM 3.81369Y 4.81369Y 5.81369Y 6.81369Y 7.TLT 8.TLT 9.XLP
2019-09-30	9	$167.8M	100	181369Y281369Y3EEM Top holdings2019-09-30 1.81369Y 2.81369Y 3.EEM 4.GLD 5.G0177J 6.KRE 7.GLD 8.EWW 9.BIDU
2019-06-30	5	$22.8M	100	1AABAUSD 2EEM 3KRE Top holdings2019-06-30 1.AABAUSD 2.EEM 3.KRE 4.FXI 5.BIDU
2019-03-31	24	$121.5M	100	1AABAUSD 2DIS 3FDX Top holdings2019-03-31 1.AABAUSD 2.DIS 3.FDX 4.30303M 5.META 6.EEM 7.BA 8.BA 9.AMGN 10.AMGN
2018-12-31	10	$36.4M	0	153245725324573EEM Top holdings2018-12-31 1.532457 2.532457 3.EEM 4.EMB 5.DIS 6.DIS 7.XOPUSD 8.EWW 9.BIDU 10.APC3EUR

Holding changes this quarter

Position changes disclosed by Rokos Capital Management LLP for the quarter ending 2026-03-31, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	META	Meta Platforms Inc-class A	+7.9%	+744.80%	Add
2	EEM	Ishares Msci Emerging Market	+4.2%	+139914.21%	Add
3	NVDA	Nvidia CORP	+2.5%	-12.57%	Trim
4	AAPL	Apple INC	+2.2%	+135.15%	Add
5	XLP	Ss Consumer Staples Sel Sect	+1.5%	+500.04%	Add
6	ORCL	Oracle CORP	+0.9%	-10.77%	Trim
7	RTX	Rtx CORP	+0.8%	+804.31%	Add
8	XLE	Ss Energy Select Sector	+0.2%	-50.00%	Trim
9	XLV	Ss Health Care Select Sector	+0.2%	-37.49%	Trim
10	STX	Seagate Technology Holdings plc	—	-63.68%	Trim
11	GS	Goldman Sachs Group INC	-0.1%	-53.71%	Trim
12	BAC	Bank Of America CORP	-0.1%	-69.93%	Trim
13	CVX	Chevron CORP	-0.1%	-78.43%	Trim
14	MRVL	Marvell Technology INC	-0.2%	-87.08%	Trim
15	MS	Morgan Stanley	-0.2%	-68.60%	Trim
16	IBM	Intl Business Machines CORP	-0.3%	-78.55%	Trim
17	CLS	Celestica INC	-0.3%	-95.03%	Trim
18	XBI	Ss Spdr S&p Biotech ETF	-0.3%	-67.11%	Trim
19	GOOGL	Alphabet Inc-cl A	-0.3%	-46.34%	Trim
20	MU	Micron Technology INC	-0.6%	-72.32%	Trim
21	WMT	Walmart INC	-0.7%	-91.37%	Trim
22	IWM	Ishares Russell 2000 ETF	-0.7%	-87.86%	Trim
23	AMZN	Amazon.com INC	-1.2%	-96.56%	Trim
24	MSFT	Microsoft CORP	-1.3%	-93.11%	Trim
25	AVGO	Broadcom INC	-1.5%	-84.53%	Trim
26	EWZ	Ishares Msci Brazil ETF	-2.5%	-87.78%	Trim
27	QQQ	Invesco Qqq Trust Series 1	-26.5%	-72.65%	Trim
28	AMD	Advanced Micro Devices	—	EXIT	Sold out
29	KRE	Ss Spdr S&p Regional Bank	—	NEW	New buy
30	XLF	Ss Financial Select Sector	—	EXIT	Sold out
31	TSLA	Tesla INC	—	NEW	New buy
32	TSM	Taiwan Semiconductor-sp Adr	—	NEW	New buy
33	PLTR	Palantir Technologies Inc-a	—	NEW	New buy
34	FCX	Freeport-mcmoran INC	—	EXIT	Sold out
35	RSP	Invesco S&p 500 Equal Weight	—	NEW	New buy
36	HON	Honeywell International INC	—	NEW	New buy
37	CRWV	Coreweave Inc-cl A	—	EXIT	Sold out
38	GLNG	Golar LNG Limited	—	NEW	New buy
39	LMT	Lockheed Martin CORP	—	NEW	New buy
40	XLY	Ss Consumer Disc Select Sect	—	NEW	New buy
41	LHX	L3harris Technologies INC	—	NEW	New buy
42	AMRZ	Amrize Ltd	—	EXIT	Sold out
43	XOP	Ss Spdr S&p Og Exp & Prod	—	NEW	New buy
44	MDB	Mongodb INC	—	EXIT	Sold out
45	BA	Boeing Co/the	—	EXIT	Sold out
46	BMY	Bristol-myers Squibb Co	—	NEW	New buy
47	VLO	Valero Energy CORP	—	NEW	New buy
48	V	Visa Inc-class A Shares	—	NEW	New buy
49	JNJ	Johnson & Johnson	—	NEW	New buy
50	ALAB	Astera Labs INC	—	EXIT	Sold out

Filing History

Period	Filed	Type	EDGAR
2026-03-31	2026-05-15	13F-HR	View on EDGAR
2025-12-31	2026-02-13	13F-HR	View on EDGAR
2025-09-30	2025-11-14	13F-HR	View on EDGAR
2025-06-30	2025-08-14	13F-HR	View on EDGAR
2025-03-31	2025-05-15	13F-HR	View on EDGAR
2024-12-31	2025-02-14	13F-HR	View on EDGAR
2024-09-30	2024-11-14	13F-HR	View on EDGAR
2024-06-30	2024-08-14	13F-HR	View on EDGAR
2024-03-31	2024-05-17	Amendment	View on EDGAR
2024-03-31	2024-05-15	13F-HR	View on EDGAR
2023-12-31	2024-02-14	13F-HR	View on EDGAR
2023-09-30	2023-11-14	13F-HR	View on EDGAR
2023-06-30	2023-08-15	Amendment	View on EDGAR
2023-06-30	2023-08-14	13F-HR	View on EDGAR
2023-03-31	2023-05-15	13F-HR	View on EDGAR
2022-12-31	2023-02-14	13F-HR	View on EDGAR
2022-09-30	2022-11-14	13F-HR	View on EDGAR
2022-06-30	2022-08-15	13F-HR	View on EDGAR
2022-03-31	2022-08-11	Amendment	View on EDGAR
2022-03-31	2022-05-16	Amendment	View on EDGAR
2022-03-31	2022-05-16	13F-HR	View on EDGAR
2021-12-31	2022-02-14	13F-HR	View on EDGAR
2021-09-30	2021-11-15	13F-HR	View on EDGAR
2021-06-30	2021-08-16	13F-HR	View on EDGAR
2021-03-31	2021-05-13	13F-HR	View on EDGAR
2020-12-31	2021-02-16	13F-HR	View on EDGAR
2020-09-30	2020-11-13	13F-HR	View on EDGAR
2020-06-30	2020-08-14	13F-HR	View on EDGAR
2020-03-31	2020-05-14	13F-HR	View on EDGAR
2020-03-31	2020-05-14	Amendment	View on EDGAR
2019-12-31	2020-02-13	13F-HR	View on EDGAR
2019-09-30	2019-11-14	13F-HR	View on EDGAR
2019-06-30	2019-08-13	13F-HR	View on EDGAR
2019-03-31	2019-05-14	13F-HR	View on EDGAR
2018-12-31	2019-02-14	13F-HR	View on EDGAR