Rokos Capital Management LLP

Q1 2026 13F-HR Holdings

Location
London, X0
Holdings as of
3/31/2026
Date filed
5/15/2026
Form type
13F-HR
Num holdings
176
Total value ($000)
$13,227,279
Net value change ($000)
-12,433,316 (-48.5%)
New positions
80
Sold out positions
41
Turnover %
60.2%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 2/13/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q4 2025
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
AAPL 208,964 119.5%
RSP 134,688 NEW
NVDA 124,710 62.6%
RTX 107,265 NEW
HON 93,781 NEW
SATS 74,240 196.7%
GOLAR LNG LTD 63,293 NEW
LMT 62,429 NEW
XLY 60,822 NEW
LHX 59,611 NEW
Top Reduces (Value $000, Stocks/ETFs)
QQQ -418,922 -100.0%
GOOGL -341,630 -26.6%
AVGO -321,238 -81.4%
AMZN -318,817 -96.8%
MSFT -284,221 -99.6%
EWZ -200,705 -100.0%
XLV -104,700 -40.8%
MU -97,357 -59.9%
CLS -80,442 -95.3%
MS -72,014 -64.9%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 7,602,221 (57.5% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type