Rokos Capital Management LLP

Q2 2026 13F-HR Holdings

Location
London, X0
Holdings as of
6/30/2026
Date filed
8/14/2026
Form type
13F-HR
Num holdings
195
Total value ($000)
$26,794,348
Net value change ($000)
+13,567,069 (102.6%)
New positions
63
Sold out positions
55
Turnover %
82.3%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/15/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q1 2026
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)
QQQ 4,209,545 NEW
SNDK 128,941 355.7%
MSFT 102,921 8512.9%
AMZN 84,255 799.2%
ANET 73,782 NEW
HONEYWELL AEROSPACE INC 61,624 NEW
NSC 59,797 152.6%
AMAT 59,503 128.9%
HONEYWELL INTL INC 53,175 NEW
LRCX 47,256 85.1%
Top Reduces (Value $000, Stocks/ETFs)
GOOGL -741,937 -78.8%
AAPL -248,324 -64.7%
XLV -151,889 -100.0%
RSP -134,688 -100.0%
NVDA -134,186 -41.4%
SATS -110,236 -98.4%
RTX -105,131 -98.0%
CRWD -104,261 -100.0%
HON -93,781 -100.0%
XLP -91,399 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 18,831,267 (70.3% 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