Rokos Capital Management LLP

All 13F Filings

Location
London, X0
Most recent 13F
Q4 2025
Holdings value ($000)
25,660,595
Description
London London based execution centric trading manager with a partnership structure and a high accountability and controls oriented investment mandate. The approach emphasizes model based security selection, derivatives risk framing and exposure limits, and multi sleeve portfolio balancing for execution focused market strategies. Decision making is guided by risk budgets, governance discipline, and pragmatic portfolio controls through multi horizon portfolio review and mandate calibration.
Founded
2015
Chairman
CEO
All SEC filings
View on sec.gov

Sector allocation over time (stocks only)

Stacked by quarter. Hover to see detailed sector breakdown for any quarter.

Quarter Date Filed Holdings Value ($000) Form Type Name
Q4 2025 2/13/2026 151 25,660,595 13F-HR Rokos Capital Management LLP
Q3 2025 11/14/2025 157 23,270,018 13F-HR Rokos Capital Management LLP
Q2 2025 8/14/2025 195 22,992,927 13F-HR Rokos Capital Management LLP
Q1 2025 5/15/2025 149 9,668,111 13F-HR Rokos Capital Management LLP
Q4 2024 2/14/2025 113 10,013,479 13F-HR Rokos Capital Management LLP
Q3 2024 11/14/2024 74 6,164,138 13F-HR Rokos Capital Management LLP
Q2 2024 8/14/2024 100 15,970,333 13F-HR Rokos Capital Management LLP
Q1 2024 5/17/2024 89 18,987,033 13F-HR/A - RESTATEMENT Rokos Capital Management LLP
Q1 2024 5/15/2024 89 18,987,033 13F-HR Rokos Capital Management LLP
Q4 2023 2/14/2024 68 11,463,120 13F-HR Rokos Capital Management LLP
Q3 2023 11/14/2023 104 13,769,778 13F-HR Rokos Capital Management LLP
Q2 2023 8/15/2023 91 10,327,523 13F-HR/A - RESTATEMENT Rokos Capital Management LLP
Q2 2023 8/14/2023 91 10,890,523 13F-HR Rokos Capital Management LLP
Q1 2023 5/15/2023 58 1,352,334 13F-HR Rokos Capital Management LLP
Q4 2022 2/14/2023 59 2,282,726 13F-HR Rokos Capital Management LLP
Q3 2022 11/14/2022 74 3,355,994 13F-HR Rokos Capital Management LLP
Q2 2022 8/15/2022 70 3,413,472 13F-HR Rokos Capital Management LLP
Q1 2022 8/11/2022 66 2,140,386 13F-HR/A - RESTATEMENT Rokos Capital Management LLP
Q1 2022 5/16/2022 67 2,207,098 13F-HR/A - RESTATEMENT Rokos Capital Management LLP
Q1 2022 5/16/2022 64 2,207,098 13F-HR Rokos Capital Management LLP
Q4 2021 2/14/2022 52 1,661,624 13F-HR Rokos Capital Management LLP
Q3 2021 11/15/2021 98 4,680,977 13F-HR Rokos Capital Management LLP
Q2 2021 8/16/2021 135 5,014,195 13F-HR Rokos Capital Management LLP
Q1 2021 5/13/2021 112 6,708,314 13F-HR Rokos Capital Management LLP
Q4 2020 2/16/2021 43 4,559,201 13F-HR Rokos Capital Management LLP
Q3 2020 11/13/2020 22 5,919,486 13F-HR Rokos Capital Management LLP
Q2 2020 8/14/2020 10 1,991,760 13F-HR Rokos Capital Management LLP
Q1 2020 5/14/2020 7 1,219,818 13F-HR/A - RESTATEMENT Rokos Capital Management LLP
Q1 2020 5/14/2020 7 1,219,818 13F-HR Rokos Capital Management LLP
Q4 2019 2/13/2020 9 447,763 13F-HR Rokos Capital Management LLP
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Money flow by instrument (QoQ, ex-options)
Derivatives reported exposure ($000): 18.84 M (73.4% of total reported value) · QoQ Δ: +3.52 M
Type Value ($000) Share % Inflow Outflow Net
Stocks 6.529 M 95.7% 0 1.298 M -1.298 M
ETFs 201.8 K 3.0% 142.3 K 0 142.3 K
Debt 88.9 K 1.3% 25.49 K 0 25.49 K
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Fund Snapshot

Q4 2025
Latest filed
2/13/2026
Total value ($000)
25,660,595
Holdings
151
QoQ value change ($000)
2,390,577 (10.3%)
Value = total reported 13F value ($000), Holdings = number of positions.
13F Value over time
Holdings count over time
Sector allocation (latest, stocks only)
Methodology: sector allocation is stocks-only; instrument flow table is ex-options; options exposure is shown separately. Details.